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MovingAverageCrossing.py
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MovingAverageCrossing.py
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from MovingAverageStreamer import MovingAverageStreamer
class MovingAverageCrossing:
def __init__(self, shortPeriod, longPeriod):
self.shortAverage = MovingAverageStreamer(shortPeriod)
self.shortPeriod = shortPeriod
self.longAverage = MovingAverageStreamer(longPeriod)
self.longPeriod = longPeriod
self.trend = False #False: downtrend; True: uptrend#
self.lastValue = (False, True)
def setup(self, initialData):
if len(initialData) < self.longPeriod:
raise(ValueError("Not enough initialization data."))
self.shortAverage.setup(initialData)
self.longAverage.setup(initialData)
shortAverage = self.shortAverage.lastValue
longAverage = self.longAverage.lastValue
if shortAverage > longAverage:
trend = True
reversal = trend != self.trend
elif shortAverage < longAverage:
trend = False
reversal = trend != self.trend
else:
trend = self.trend
reversal = False
self.trend = trend
self.lastValue = (trend, reversal)
def onData(self, data):
shortAverage = self.shortAverage.onData(data)
longAverage = self.longAverage.onData(data)
if shortAverage > longAverage:
trend = True
reversal = trend != self.trend
elif shortAverage < longAverage:
trend = False
reversal = trend != self.trend
else:
trend = self.trend
reversal = False
self.trend = trend
self.lastValue = (trend, reversal)
return (trend, reversal)