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indicator_util #

Indicator utilities.

composite_to_lists #

composite_to_lists(
    indicator: Indicator,
) -> Dict[str, List[float]]

Transform the list of composite indicator output values into lists of values per each member attribute.

Applicable only to indicators retuning composite output values.

Examples:

Take Bollinger Bands indicator and its BBVal output value type. If the indicator is printed, it will return

[BBVal(lb=x1, cb=y1, ub=z1), BBVal(lb=x2, cb=y2, ub=z2), ...]

If the indicator is passed into composite_to_lists method, the output will be transformed into

{'lb': [x1, x2, ...], 'cb': [y1, y2, ...], 'ub': [z1, z2, ...]}

Parameters:

Name Type Description Default
indicator Indicator

Indicator to be transformed.

 required

Returns:

Type Description
Dict[str, List[float]]

A dictionary with keys being all members of the composite output type and values being all indicator's output values of given key.

Raises:

Type Description
TalippException

Indicator returning non-composite output values was passed in.
Source code in talipp/indicator_util.py 
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def composite_to_lists(indicator: Indicator) -> Dict[str, List[float]]:
    """Transform the list of composite indicator output values into lists of values per each member attribute.

    Applicable only to indicators retuning composite output values.

    Examples:
        Take [Bollinger Bands][talipp.indicators.BB] indicator and its [BBVal][talipp.indicators.BB.BBVal] output value type. If the indicator is printed, it will return

            [BBVal(lb=x1, cb=y1, ub=z1), BBVal(lb=x2, cb=y2, ub=z2), ...]

        If the indicator is passed into `composite_to_lists` method, the output will be transformed into

            {'lb': [x1, x2, ...], 'cb': [y1, y2, ...], 'ub': [z1, z2, ...]}

    Args:
        indicator: Indicator to be transformed.

    Returns:
        A dictionary with keys being all members of the composite output type and values being all indicator's output values of given key.

    Raises:
        TalippException: Indicator returning non-composite output values was passed in.
    """
    if not has_valid_values(indicator, 1):
        return {}
    else:
        if is_dataclass(indicator.get_output_value_type()):
            result = {key: [] for key in map(lambda x: x.name, fields(indicator.get_output_value_type()))}
            for output_value in indicator:
                for key in fields(indicator.get_output_value_type()):
                    if output_value is not None:
                        result[key.name].append(output_value.__dict__[key.name])
                    else:
                        result[key.name].append(None)
            return result
        else:
            raise TalippException(f"composite_to_lists(...) method can be used only with indicators returning composite output values, "
                                  f"this indicator returns {indicator.get_output_value_type()}.")

has_valid_values #

has_valid_values(
    sequence: Union[Indicator, List[Any]],
    window: int = 1,
    exact: bool = False,
) -> bool

Evaluate whether sequence has well-defined values.

By well-defined values it is meant that the sequence has sufficient length (defined by window argument) and its values do not contain None. Not all values within the window are checked, only the one at the beginning of the window. If it is non-None, then it is assumed all values are non-None.

If exact check is required (exact argument), then any other value before the window must be None.

Examples:

 sequence=[1, 2], window=2, exact=True/False => return True
 sequence=[1, 2], window=1, exact=False => return True
 sequence=[1, 2], window=1, exact=True => return False
 sequence=[None, 2], window=1, exact=True => return True
 sequence=[None, 2], window=2, exact=True/False => return False

Parameters:

Name Type Description Default
sequence Union[Indicator, List[Any]]

The input sequence.

 required
window int

The window of values to be evaluated.

 1
exact bool

True if the evaluation requires the specified window contains well-defined values but any other greater window does not.

 False

Returns:

Type Description
bool

True if sequence contains well-defined values, otherwise False.
Source code in talipp/indicator_util.py 
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def has_valid_values(sequence: Union[Indicator, List[Any]], window: int = 1, exact: bool = False) -> bool:
    """Evaluate whether sequence has well-defined values.

    By well-defined values it is meant that the sequence has sufficient length (defined by `window` argument) and its values do not contain `None`. Not all values within the `window` are checked, only the one at the beginning of the window. If it is non-`None`, then it is assumed all values are non-`None`.

    If exact check is required (`exact` argument), then any other value before the window must be `None`.

    Examples:

         sequence=[1, 2], window=2, exact=True/False => return True
         sequence=[1, 2], window=1, exact=False => return True
         sequence=[1, 2], window=1, exact=True => return False
         sequence=[None, 2], window=1, exact=True => return True
         sequence=[None, 2], window=2, exact=True/False => return False

    Args:
        sequence: The input sequence.
        window: The window of values to be evaluated.
        exact: True if the evaluation requires the specified window contains well-defined values but any other greater window does not.

    Returns:
        True if sequence contains well-defined values, otherwise False.
    """
    if not exact:
        return len(sequence) >= window and sequence[-window] is not None
    else:
        return (len(sequence) == window and sequence[-window] is not None) or \
            (len(sequence) > window and sequence[-window] is not None and sequence[-window-1] is None)

previous_if_exists #

previous_if_exists(
    sequence: Union[Indicator, List[Any]],
    index: int = -1,
    default: Any = 0,
) -> Any

Return value from indexth position in the sequence if exists, otherwise return default value.

Parameters:

Name Type Description Default
sequence Union[Indicator, List[Any]]

The input sequence.

 required
index int

Index to be returned.

 -1
default Any

Default value to be returned if index is out of range.

 0

Returns:

Type Description
Any

The value from the sequence at index position if exists, default otherwise.
Source code in talipp/indicator_util.py 
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def previous_if_exists(sequence: Union[Indicator, List[Any]], index: int = -1, default: Any = 0) -> Any:
    """Return value from `index`th position in the `sequence` if exists, otherwise return `default` value.

    Args:
        sequence: The input sequence.
        index: Index to be returned.
        default: Default value to be returned if `index` is out of range.

    Returns:
        The value from the sequence at `index` position if exists, `default` otherwise.
    """
    try:
        return sequence[index]
    except IndexError:
        return default