PandasTA 源码解析(一)(1)

简介: PandasTA 源码解析(一)

.\pandas-ta\docs\conf.py

# -*- coding: utf-8 -*-
#
# Configuration file for the Sphinx documentation builder.
#
# This file does only contain a selection of the most common options. For a
# full list see the documentation:
# http://www.sphinx-doc.org/en/master/config
# -- Path setup --------------------------------------------------------------
# If extensions (or modules to document with autodoc) are in another directory,
# add these directories to sys.path here. If the directory is relative to the
# documentation root, use os.path.abspath to make it absolute, like shown here.
#
# import os
# import sys
# sys.path.insert(0, os.path.abspath('.'))
# -- Project information -----------------------------------------------------
# 设置项目名称为 "pandas_ta"
project = "pandas_ta"
# 版权信息为 "2019, Kevin Johnson"
copyright = "2019, Kevin Johnson"
# 作者为 "Kevin Johnson"
author = "Kevin Johnson"
# The short X.Y version
# 设置版本号为 "0.0.1"
version = "0.0.1"
# The full version, including alpha/beta/rc tags
# 设置发布版本为 "alpha"
release = "alpha"
# -- General configuration ---------------------------------------------------
# If your documentation needs a minimal Sphinx version, state it here.
#
# needs_sphinx = '1.0'
# Add any Sphinx extension module names here, as strings. They can be
# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
# ones.
# 添加 Sphinx 扩展模块的名称
extensions = [
    "sphinx.ext.todo",
    "sphinx.ext.mathjax",
    "sphinx.ext.viewcode",
]
# Add any paths that contain templates here, relative to this directory.
# 添加包含模板的路径
templates_path = ["_templates"]
# The suffix(es) of source filenames.
# You can specify multiple suffix as a list of string:
#
# source_suffix = ['.rst', '.md']
# 源文件的后缀名
source_suffix = ".rst"
# The master toctree document.
# 主目录文档
master_doc = "index"
# The language for content autogenerated by Sphinx. Refer to documentation
# for a list of supported languages.
#
# This is also used if you do content translation via gettext catalogs.
# Usually you set "language" from the command line for these cases.
# 内容自动生成的语言
language = None
# List of patterns, relative to source directory, that match files and
# directories to ignore when looking for source files.
# This pattern also affects html_static_path and html_extra_path.
# 忽略查找源文件时匹配的文件和目录的模式
exclude_patterns = ["_build", "Thumbs.db", ".DS_Store"]
# The name of the Pygments (syntax highlighting) style to use.
# 使用的 Pygments(语法高亮)样式
pygments_style = None
# -- Options for HTML output -------------------------------------------------
# The theme to use for HTML and HTML Help pages.  See the documentation for
# a list of builtin themes.
#
# 设置 HTML 和 HTML 帮助页面使用的主题
html_theme = "alabaster"
# Theme options are theme-specific and customize the look and feel of a theme
# further.  For a list of options available for each theme, see the
# documentation.
#
# html_theme_options = {}
# Add any paths that contain custom static files (such as style sheets) here,
# relative to this directory. They are copied after the builtin static files,
# so a file named "default.css" will overwrite the builtin "default.css".
# 添加包含自定义静态文件(如样式表)的路径
html_static_path = ["_static"]
# Custom sidebar templates, must be a dictionary that maps document names
# -- Options for HTML output ----------------------------------------------
# HTML 文档输出的选项
# The theme to use for HTML and HTML Help pages.  See the documentation for
# a list of builtin themes.
#
# html_theme = "alabaster"
#
# Theme options are theme-specific and customize the look and feel of a theme
# further.  For a list of options available for each theme, see the
# documentation.
#
# html_theme_options = {}
# The name for this set of Sphinx documents.  If None, it defaults to
# "<project> v<release> documentation".
#
# html_title = None
# A shorter title for the navigation bar.  Default is the same as html_title.
#
# html_short_title = None
# The name of an image file (relative to this directory) to place at the top
# of the sidebar.
#
# html_logo = None
# The name of an image file (within the static path) to use as favicon of the
# docs.  This file should be a Windows icon file (.ico) being 16x16 or 32x32
# pixels large.
#
# html_favicon = None
# Add any paths that contain custom static files (such as style sheets) here,
# relative to this directory. They are copied after the builtin static files,
# so a file named "default.css" will overwrite the builtin "default.css".
#
# html_static_path = ["_static"]
# Add any extra paths that contain custom files (such as robots.txt or
# .htaccess) here, relative to this directory. These files are copied
# directly to the root of the documentation.
#
# html_extra_path = []
# If not '', a 'Last updated on:' timestamp is inserted at every page bottom,
# using the given strftime format.
#
# html_last_updated_fmt = "%b %d, %Y"
# If true, SmartyPants will be used to convert quotes and dashes to
# typographically correct entities.
#
# html_use_smartypants = True
# Custom sidebar templates, must be a dictionary that maps document names
# to template names.
#
# The default sidebars (for documents that don't match any pattern) are
# defined by theme itself.  Builtin themes are using these templates by
# default: ``['localtoc.html', 'relations.html', 'sourcelink.html',
# 'searchbox.html']``.
#
# html_sidebars = {}
# -- Options for HTMLHelp output ---------------------------------------------
# Output file base name for HTML help builder.
#
# htmlhelp_basename = "pandas_tadoc"
# -- Options for LaTeX output ------------------------------------------------
# LaTeX 文档输出的选项
latex_elements = {
    # The paper size ('letterpaper' or 'a4paper').
    #
    # 'papersize': 'letterpaper',
    # The font size ('10pt', '11pt' or '12pt').
    #
    # 'pointsize': '10pt',
    # Additional stuff for the LaTeX preamble.
    #
    # 'preamble': '',
    # Latex figure (float) alignment
    #
    # 'figure_align': 'htbp',
}
# Grouping the document tree into LaTeX files. List of tuples
# (source start file, target name, title,
#  author, documentclass [howto, manual, or own class]).
#
# latex_documents = [
#     (
#         master_doc,
#         "pandas_ta.tex",
#         "pandas\\_ta Documentation",
#         "Kevin Johnson",
#         "manual",
#     ),
# ]
# -- Options for manual page output ------------------------------------------
# One entry per manual page. List of tuples
# (source start file, name, description, authors, manual section).
#
# man_pages = [(master_doc, "pandas_ta", "pandas_ta Documentation", [author], 1)]
# -- Options for Texinfo output ----------------------------------------------
# Texinfo 文档输出的选项
# Grouping the document tree into Texinfo files. List of tuples
# (source start file, target name, title, author,
#  dir menu entry, description, category)
#
# texinfo_documents = [
#     (
#         master_doc,
#         "pandas_ta",
#         "pandas_ta Documentation",
#         author,
#         "pandas_ta",
#         "One line description of project.",
#         "Miscellaneous",
#     ),
# ]
# -- Options for Epub output -------------------------------------------------
# ePub 文档输出的选项
# Bibliographic Dublin Core info.
#
# epub_title = project
# The unique identifier of the text. This can be a ISBN number
# or the project homepage.
#
# epub_identifier = ''
# A unique identification for the text.
#
# epub_uid = ''
# A list of files that should not be packed into the epub file.
#
# epub_exclude_files = ["search.html"]
# -- Extension configuration -------------------------------------------------
# 扩展配置的选项
# -- Options for todo extension ----------------------------------------------
# If true, `todo` and `todoList` produce output, else they produce nothing.
#
# todo_include_todos = True

.\pandas-ta\examples\ni.py

# -*- coding: utf-8 -*-
# 从pandas_ta.overlap导入simple moving average函数
from pandas_ta.overlap import sma
# 从pandas_ta.utils导入获取偏移量的函数和验证序列的函数
from pandas_ta.utils import get_offset, verify_series
# 标准定义你的自定义指标函数(包括文档)
def ni(close, length=None, centered=False, offset=None, **kwargs):
    """
    Example indicator ni
    """
    # 验证参数
    length = int(length) if length and length > 0 else 20
    close = verify_series(close, length)
    offset = get_offset(offset)
    # 如果close为空,则返回空值
    if close is None: return
    # 计算结果
    t = int(0.5 * length) + 1
    # 计算简单移动平均线
    ma = sma(close, length)
    ni = close - ma.shift(t)
    # 如果设置了centered,则将ni进行居中调整
    if centered:
        ni = (close.shift(t) - ma).shift(-t)
    # 偏移
    if offset != 0:
        ni = ni.shift(offset)
    # 处理填充
    if "fillna" in kwargs:
        ni.fillna(kwargs["fillna"], inplace=True)
    if "fill_method" in kwargs:
        ni.fillna(method=kwargs["fill_method"], inplace=True)
    # 给新的特征命名和分类
    ni.name = f"ni_{length}"
    ni.category = "trend"
    return ni
# 设置自定义指标函数的文档字符串
ni.__doc__ = \
"""Example indicator (NI)
Is an indicator provided solely as an example
Sources:
    https://github.com/twopirllc/pandas-ta/issues/264
Calculation:
    Default Inputs:
        length=20, centered=False
    SMA = Simple Moving Average
    t = int(0.5 * length) + 1
    ni = close.shift(t) - SMA(close, length)
    if centered:
        ni = ni.shift(-t)
Args:
    close (pd.Series): Series of 'close's
    length (int): It's period. Default: 20
    centered (bool): Shift the ni back by int(0.5 * length) + 1. Default: False
    offset (int): How many periods to offset the result. Default: 0
Kwargs:
    fillna (value, optional): pd.DataFrame.fillna(value)
    fill_method (value, optional): Type of fill method
Returns:
    pd.Series: New feature generated.
"""
# 定义匹配类方法
def ni_method(self, length=None, offset=None, **kwargs):
    # 从self中获取'close'列
    close = self._get_column(kwargs.pop("close", "close"))
    # 调用ni函数计算指标结果
    result = ni(close=close, length=length, offset=offset, **kwargs)
    # 对结果进行后处理
    return self._post_process(result, **kwargs)


PandasTA 源码解析(一)(2)https://developer.aliyun.com/article/1505518

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