[Add] aroon indicator for ArrayManager

2019-08-20 15:59:08 +08:00 · 2019-08-20 15:59:08 +08:00 · 8a685483df
commit 8a685483df
parent 3077611e2d
1 changed files with 10 additions and 0 deletions
--- a/vnpy/trader/utility.py
+++ b/vnpy/trader/utility.py
@ -440,6 +440,16 @@ class ArrayManager(object):
            return up, down
        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"):
    """