extend the pivots to s4,r4

peerchemist · May 8, 2019 · 210bb9d · 210bb9d
1 parent c31fd7d
commit 210bb9d
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Showing 2 changed files with 58 additions and 42 deletions.
diff --git a/finta/finta.py b/finta/finta.py
@@ -847,23 +847,27 @@ def PIVOT(cls, ohlc: DataFrame) -> Series:
 
         pivot = pd.Series(cls.TP(df), name="pivot")  # pivot is basically a lagging TP
 
-        support_1 = (pivot * 2) - df["high"]
-        support_2 = pivot - (df["high"] - df["low"])
-        support_3 = df["low"] - (2 * (df["high"] - pivot))
+        s1 = (pivot * 2) - df["high"]
+        s2 = pivot - (df["high"] - df["low"])
+        s3 = df["low"] - (2 * (df["high"] - pivot))
+        s4 = df["low"] - (3 * (df["high"] - pivot))
 
-        res_1 = (pivot * 2) - df["low"]
-        res_2 = pivot + (df["high"] - df["low"])
-        res_3 = df["high"] + (2 * (pivot - df["low"]))
+        r1 = (pivot * 2) - df["low"]
+        r2 = pivot + (df["high"] - df["low"])
+        r3 = df["high"] + (2 * (pivot - df["low"]))
+        r4 = df["high"] + (3 * (pivot - df["low"]))
 
         return pd.concat(
             [
                 pivot,
-                pd.Series(support_1, name="support_1"),
-                pd.Series(support_2, name="support_2"),
-                pd.Series(support_3, name="support_3"),
-                pd.Series(res_1, name="res_1"),
-                pd.Series(res_2, name="res_2"),
-                pd.Series(res_3, name="res_3"),
+                pd.Series(s1, name="s1"),
+                pd.Series(s2, name="s2"),
+                pd.Series(s3, name="s3"),
+                pd.Series(s4, name="s4"),
+                pd.Series(r1, name="r1"),
+                pd.Series(r2, name="r2"),
+                pd.Series(r3, name="r3"),
+                pd.Series(r4, name="r4"),
             ],
             axis=1,
         )
@@ -879,23 +883,27 @@ def PIVOT_FIB(cls, ohlc: DataFrame) -> Series:
         df = ohlc.shift()
         pp = pd.Series(cls.TP(df), name="pivot")  # classic pivot
 
+        r4 = pp + ((df["high"] - df["low"]) * 1.382)
         r3 = pp + ((df["high"] - df["low"]) * 1)
         r2 = pp + ((df["high"] - df["low"]) * 0.618)
         r1 = pp + ((df["high"] - df["low"]) * 0.382)
 
         s1 = pp - ((df["high"] - df["low"]) * 0.382)
         s2 = pp - ((df["high"] - df["low"]) * 0.618)
         s3 = pp - ((df["high"] - df["low"]) * 1)
+        s4 = pp - ((df["high"] - df["low"]) * 1.382)
 
         return pd.concat(
             [
                 pp,
-                pd.Series(s1, name="support_1"),
-                pd.Series(s2, name="support_2"),
-                pd.Series(s3, name="support_3"),
-                pd.Series(r1, name="res_1"),
-                pd.Series(r2, name="res_2"),
-                pd.Series(r3, name="res_3"),
+                pd.Series(s1, name="s1"),
+                pd.Series(s2, name="s2"),
+                pd.Series(s3, name="s3"),
+                pd.Series(s4, name="s4"),
+                pd.Series(r1, name="r1"),
+                pd.Series(r2, name="r2"),
+                pd.Series(r3, name="r3"),
+                pd.Series(r4, name="r4")
             ],
             axis=1,
         )

diff --git a/tests/test_unit.py b/tests/test_unit.py
@@ -732,41 +732,49 @@ def test_pivot():
 
     pivot = TA.PIVOT(ohlc)
     assert isinstance(pivot["pivot"], series.Series)
-    assert isinstance(pivot["support_1"], series.Series)
-    assert isinstance(pivot["support_2"], series.Series)
-    assert isinstance(pivot["support_3"], series.Series)
-    assert isinstance(pivot["res_1"], series.Series)
-    assert isinstance(pivot["res_2"], series.Series)
-    assert isinstance(pivot["res_3"], series.Series)
+    assert isinstance(pivot["s1"], series.Series)
+    assert isinstance(pivot["s2"], series.Series)
+    assert isinstance(pivot["s3"], series.Series)
+    assert isinstance(pivot["r1"], series.Series)
+    assert isinstance(pivot["r2"], series.Series)
+    assert isinstance(pivot["r3"], series.Series)
 
     assert pivot["pivot"].values[-1] == 6467.4062976066671
-    assert pivot["support_1"].values[-1] == 6364.0047023933339
-    assert pivot["support_2"].values[-1] == 6311.0094047866669
-    assert pivot["support_3"].values[-1] == 6207.6078095733337
-    assert pivot["res_1"].values[-1] == 6520.4015952133341
-    assert pivot["res_2"].values[-1] == 6623.8031904266672
-    assert pivot["res_3"].values[-1] == 6676.7984880333343
+
+    assert pivot["s1"].values[-1] == 6364.0047023933339
+    assert pivot["s2"].values[-1] == 6311.0094047866669
+    assert pivot["s3"].values[-1] == 6207.6078095733337
+    assert pivot["s4"].values[-1] == 6104.2062143600006
+
+    assert pivot["r1"].values[-1] == 6520.4015952133341
+    assert pivot["r2"].values[-1] == 6623.8031904266672
+    assert pivot["r3"].values[-1] == 6676.7984880333343
+    assert pivot["r4"].values[-1] == 6729.7937856400013
 
 
 def test_pivot_fib():
     """test TA.PIVOT_FIB"""
 
     pivot = TA.PIVOT_FIB(ohlc)
     assert isinstance(pivot["pivot"], series.Series)
-    assert isinstance(pivot["support_1"], series.Series)
-    assert isinstance(pivot["support_2"], series.Series)
-    assert isinstance(pivot["support_3"], series.Series)
-    assert isinstance(pivot["res_1"], series.Series)
-    assert isinstance(pivot["res_2"], series.Series)
-    assert isinstance(pivot["res_3"], series.Series)
+    assert isinstance(pivot["s1"], series.Series)
+    assert isinstance(pivot["s2"], series.Series)
+    assert isinstance(pivot["s3"], series.Series)
+    assert isinstance(pivot["r1"], series.Series)
+    assert isinstance(pivot["r2"], series.Series)
+    assert isinstance(pivot["r3"], series.Series)
 
     assert pivot["pivot"].values[-1] == 6467.4062976066671
-    assert pivot["support_1"].values[-1] == 6407.6626845494266
-    assert pivot["support_2"].values[-1] == 6370.7530178439074
-    assert pivot["support_3"].values[-1] == 6311.0094047866669
-    assert pivot["res_1"].values[-1] == 6527.1499106639076
-    assert pivot["res_2"].values[-1] == 6564.0595773694267
-    assert pivot["res_3"].values[-1] == 6623.8031904266672
+
+    assert pivot["s1"].values[-1] == 6407.6626845494266
+    assert pivot["s2"].values[-1] == 6370.7530178439074
+    assert pivot["s3"].values[-1] == 6311.0094047866669
+    assert pivot["s4"].values[-1] == 6251.2657917294273
+
+    assert pivot["r1"].values[-1] == 6527.1499106639076
+    assert pivot["r2"].values[-1] == 6564.0595773694267
+    assert pivot["r3"].values[-1] == 6623.8031904266672
+    assert pivot["r4"].values[-1] == 6683.5468034839068
 
 
 def test_msd():