Module backtrader.indicators.williams

#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2023 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

from . import (Indicator, Highest, Lowest, If, UpDay, DownDay, Accum, TrueLow,
               TrueHigh)


class WilliamsR(Indicator):
    '''
    Developed by Larry Williams to show the relation of closing prices to
    the highest-lowest range of a given period.

    Known as Williams %R (but % is not allowed in Python identifiers)

    Formula:
      - num = highest_period - close
      - den = highestg_period - lowest_period
      - percR = (num / den) * -100.0

    See:
      - http://en.wikipedia.org/wiki/Williams_%25R
    '''
    lines = ('percR',)
    params = (('period', 14),
              ('upperband', -20.0),
              ('lowerband', -80.0),)

    plotinfo = dict(plotname='Williams R%')
    plotlines = dict(percR=dict(_name='R%'))

    def _plotinif(self):
        self.plotinfo.plotyhlines = [self.p.upperband, self.p.lowerband]

    def __init__(self):
        h = Highest(self.data.high, period=self.p.period)
        l = Lowest(self.data.low, period=self.p.period)
        c = self.data.close

        self.lines.percR = -100.0 * (h - c) / (h - l)

        super(WilliamsR, self).__init__()


class WilliamsAD(Indicator):
    '''
    By Larry Williams. It does cumulatively measure if the price is
    accumulating (upwards) or distributing (downwards) by using the concept of
    UpDays and DownDays.

    Prices can go upwards but do so in a fashion that no longer shows
    accumulation because updays and downdays are canceling out each other,
    creating a divergence.

    See:
    - http://www.metastock.com/Customer/Resources/TAAZ/?p=125
    - http://ta.mql4.com/indicators/trends/williams_accumulation_distribution
    '''
    lines = ('ad',)

    def __init__(self):
        upday = UpDay(self.data.close)
        downday = DownDay(self.data.close)

        adup = If(upday, self.data.close - TrueLow(self.data), 0.0)
        addown = If(downday, self.data.close - TrueHigh(self.data), 0.0)

        self.lines.ad = Accum(adup + addown)

        super(WilliamsAD, self).__init__()