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[Add] aroon indicator for ArrayManager

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vn.py 2019-08-20 15:59:08 +08:00
parent 3077611e2d
commit 8a685483df
1 changed files with 10 additions and 0 deletions
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10
vnpy/trader/utility.py
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@ -440,6 +440,16 @@ class ArrayManager(object):
return up, down return up, down
return up[-1], down[-1] return up[-1], down[-1]
def aroon(self, n, array=False):
"""
Aroon indicator.
"""
aroon_up, aroon_down = talib.AROON(self.high, self.low, n)
if array:
return aroon_up, aroon_down
return aroon_up[-1], aroon_down[-1]
def virtual(func: "callable"): def virtual(func: "callable"):
""" """