IBS (#127)

CHANGELOG.md

@@ -6,6 +6,10 @@ The project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html
 
 ## [Pending release]
 
+## [2.2.0] - 2024-04-05
+
+- new `IBS` indicator
+
 ## [2.1.2] - 2024-04-01
 
 - fix `Aroon` indicator arguments
@@ -96,7 +100,8 @@ The project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html
 
 - the official release of `talipp`
 
-[Pending release]: https://github.com/nardew/talipp/compare/2.1.2...HEAD
+[Pending release]: https://github.com/nardew/talipp/compare/2.2.0...HEAD
+[2.2.0]: https://github.com/nardew/talipp/releases/tag/2.2.0
 [2.1.2]: https://github.com/nardew/talipp/releases/tag/2.1.2
 [2.1.1]: https://github.com/nardew/talipp/compare/2.1.0...2.1.1
 [2.1.0]: https://github.com/nardew/talipp/compare/2.0.0...2.1.0

README.md

@@ -33,6 +33,7 @@ Last but not least, `talipp` is a community project and therefore open to any su
 
 ### What's new in the latest version
 
+- IBS indicator
 - auto-sampling of input values
 
 - [v2.0.0 scope](https://github.com/nardew/talipp/issues/111)
@@ -61,6 +62,7 @@ For the full history of changes see [CHANGELOG](https://github.com/nardew/talipp
 - Detrended Price Oscillator (DPO)
 - Ease of Movement (EMV)
 - Force Index
+- IBS
 - Ichimoku Kinko Hyo
 - Keltner Channel (KC)
 - Klinger Volume Oscillator (KVO)

VERSION

@@ -1 +1 @@
-2.1.2
+2.2.0

examples/binance_online.py

@@ -5,8 +5,9 @@
 from cryptoxlib.Pair import Pair
 from cryptoxlib.clients.binance import enums
 from cryptoxlib.version_conversions import async_run
+
 from talipp.indicators import AccuDist, ADX, ALMA, AO, Aroon, ATR, BB, BOP, CCI, ChaikinOsc, ChandeKrollStop, CHOP, \
-    CoppockCurve, DEMA, DonchianChannels, DPO, EMA, EMV, ForceIndex, HMA, Ichimoku, \
+    CoppockCurve, DEMA, DonchianChannels, DPO, EMA, EMV, ForceIndex, HMA, IBS, Ichimoku, \
     KAMA, KeltnerChannels, KST, KVO, MACD, MassIndex, McGinleyDynamic, MeanDev, OBV, PivotsHL, ROC, RSI, ParabolicSAR, \
     SFX, SMA, SMMA, SOBV, STC, StdDev, \
     Stoch, StochRSI, SuperTrend, T3, TEMA, TRIX, TSI, TTM, UO, VTX, VWAP, VWMA, WMA, ZLEMA
@@ -49,6 +50,7 @@ async def run():
     print(f'EMV: {EMV(14, 10000, ohlcv)[-1]}')
     print(f'ForceIndex: {ForceIndex(13, ohlcv)[-1]}')
     print(f'HMA: {HMA(9, close)[-1]}')
+    print(f'IBS: {IBS(ohlcv)[-5:]}')
     print(f'Ichimoku: {Ichimoku(26, 9, 52, 52, 26, ohlcv)[-1]}')
     print(f'KAMA: {KAMA(14, 2, 30, close)[-1]}')
     print(f'KeltnerChannels: {KeltnerChannels(20, 26, 1, 1, ohlcv)[-1]}')

examples/indicators.py

@@ -1,7 +1,7 @@
 import random
 
 from talipp.indicators import AccuDist, ADX, ALMA, AO, Aroon, ATR, BB, BOP, CCI, ChaikinOsc, ChandeKrollStop, CHOP, \
-    CoppockCurve, DEMA, DonchianChannels, DPO, EMA, EMV, ForceIndex, HMA, Ichimoku, KAMA, KeltnerChannels, KST, KVO, \
+    CoppockCurve, DEMA, DonchianChannels, DPO, EMA, EMV, ForceIndex, HMA, IBS, Ichimoku, KAMA, KeltnerChannels, KST, KVO, \
     MACD, MassIndex, MeanDev, OBV, PivotsHL, ROC, RSI, ParabolicSAR, SFX, SMA, SMMA, SOBV, STC, StdDev, Stoch, StochRSI, \
     SuperTrend, T3, TEMA, TRIX, TSI, TTM, UO, VTX, VWAP, VWMA, WMA, ZLEMA
 from talipp.ohlcv import OHLCVFactory
@@ -38,6 +38,7 @@
     print(f'EMV: {EMV(14, 10000, ohlcv)[-1]}')
     print(f'ForceIndex: {ForceIndex(13, ohlcv)[-1]}')
     print(f'HMA: {HMA(9, close)[-1]}')
+    print(f'IBS: {IBS(ohlcv)[-1]}')
     print(f'Ichimoku: {Ichimoku(26, 9, 52, 52, 26, ohlcv)[-1]}')
     print(f'KAMA: {KAMA(14, 2, 30, close)[-1]}')
     print(f'KeltnerChannels: {KeltnerChannels(20, 26, 1, 1, ohlcv)[-1]}')

talipp/indicators/IBS.py

@@ -0,0 +1,38 @@
+from typing import List, Any
+
+from talipp.indicator_util import has_valid_values
+from talipp.indicators.Indicator import Indicator, InputModifierType
+from talipp.input import SamplingPeriodType
+from talipp.ohlcv import OHLCV
+
+
+class IBS(Indicator):
+    """Internal Bar Strength.
+
+    Input type: [OHLCV][talipp.ohlcv.OHLCV]`
+
+    Output type: `float`
+
+    Args:
+        input_values: List of input values.
+        input_indicator: Input indicator.
+        input_modifier: Input modifier.
+        input_sampling: Input sampling type.
+    """
+
+    def __init__(self,
+                 input_values: List[OHLCV] = None,
+                 input_indicator: Indicator = None,
+                 input_modifier: InputModifierType = None,
+                 input_sampling: SamplingPeriodType = None):
+        super().__init__(input_modifier=input_modifier,
+                         input_sampling=input_sampling)
+
+        self.initialize(input_values, input_indicator)
+
+    def _calculate_new_value(self) -> Any:
+        if not has_valid_values(self.input_values):
+            return None
+
+        candle: OHLCV = self.input_values[-1]
+        return (candle.close - candle.low) / (candle.high - candle.low)

talipp/indicators/__init__.py

@@ -19,6 +19,7 @@
 from .FibRetracement import FibRetracement as FibRetracement
 from .ForceIndex import ForceIndex as ForceIndex
 from .HMA import HMA as HMA
+from .IBS import IBS as IBS
 from .Ichimoku import Ichimoku as Ichimoku
 from .KAMA import KAMA as KAMA
 from .KeltnerChannels import KeltnerChannels as KeltnerChannels
@@ -76,6 +77,7 @@
     "FibRetracement",
     "ForceIndex",
     "HMA",
+    "IBS",
     "Ichimoku",
     "KAMA",
     "KeltnerChannels",

test/test_IBS.py

@@ -0,0 +1,32 @@
+import unittest
+
+from talipp.indicators import IBS
+
+from TalippTest import TalippTest
+
+
+class Test(TalippTest):
+    def setUp(self) -> None:
+        self.input_values = list(TalippTest.OHLCV_TMPL)
+
+    def test_init(self):
+        ind = IBS(self.input_values)
+
+        print(ind)
+
+        self.assertAlmostEqual(ind[-3], 0.597014, places = 5)
+        self.assertAlmostEqual(ind[-2], 0.129032, places = 5)
+        self.assertAlmostEqual(ind[-1], 0.493506, places = 5)
+
+    def test_update(self):
+        self.assertIndicatorUpdate(IBS(self.input_values))
+
+    def test_delete(self):
+        self.assertIndicatorDelete(IBS(self.input_values))
+
+    def test_purge_oldest(self):
+        self.assertIndicatorPurgeOldest(IBS(self.input_values))
+
+
+if __name__ == '__main__':
+    unittest.main()