Skip to content

Commit

Permalink
initial commit
Browse files Browse the repository at this point in the history
  • Loading branch information
joshua attridge authored and joshua attridge committed Sep 23, 2023
0 parents commit 71e9ce1
Show file tree
Hide file tree
Showing 10 changed files with 1,026 additions and 0 deletions.
Binary file added .DS_Store
Binary file not shown.
21 changes: 21 additions & 0 deletions LICENSE
Original file line number Diff line number Diff line change
@@ -0,0 +1,21 @@
MIT License

Copyright (c) 2020 NeuralNine

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
7 changes: 7 additions & 0 deletions README.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,7 @@
# smartmoneyconcepts

<!-- write my README.md file this is a python packed for smart money indicators like orderblocks,liquidity,imbalance-->

## Description

This is a python packed for smart money indicators like orderblocks,liquidity,imbalance
29 changes: 29 additions & 0 deletions setup.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,29 @@
from setuptools import setup
import codecs
import os

VERSION = '0.0.1'
DESCRIPTION = 'Getting indicators based on smart money concepts or ICT'
LONG_DESCRIPTION = 'A package that allows users to get access to smart money concepts and ICT concepts in the form of indicators easily.'

# Setting up
setup(
name="smartmoneyconcepts",
version=VERSION,
author="Joshua Attridge",
description=DESCRIPTION,
long_description_content_type="text/markdown",
long_description=long_description,
packages=["smartmoneyconcepts"],
install_requires=["pandas", "numpy"],
keywords=['python', 'smart money', 'ict', 'indicators', 'trading', 'forex', 'stocks', 'crypto', 'order blocks', 'liquidity'],
url="https://github.com/joshyattridge/smartmoneyconcepts",
classifiers=[
"Development Status :: 1 - Planning",
"Intended Audience :: Developers",
"Programming Language :: Python :: 3",
"Operating System :: Unix",
"Operating System :: MacOS :: MacOS X",
"Operating System :: Microsoft :: Windows",
]
)
84 changes: 84 additions & 0 deletions smartmoneyconcepts/SMC.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,84 @@
from functools import wraps
import pandas as pd
import numpy as np
from pandas import DataFrame, Series

def inputvalidator(input_="ohlc"):
def dfcheck(func):
@wraps(func)
def wrap(*args, **kwargs):

args = list(args)
i = 0 if isinstance(args[0], pd.DataFrame) else 1

args[i] = args[i].rename(columns={c: c.lower() for c in args[i].columns})

inputs = {
"o": "open",
"h": "high",
"l": "low",
"c": kwargs.get("column", "close").lower(),
"v": "volume",
}

if inputs["c"] != "close":
kwargs["column"] = inputs["c"]

for l in input_:
if inputs[l] not in args[i].columns:
raise LookupError(
'Must have a dataframe column named "{0}"'.format(inputs[l])
)

return func(*args, **kwargs)

return wrap

return dfcheck


def apply(decorator):
def decorate(cls):
for attr in cls.__dict__:
if callable(getattr(cls, attr)):
setattr(cls, attr, decorator(getattr(cls, attr)))

return cls

return decorate


@apply(inputvalidator(input_="ohlc"))
class SMC:

__version__ = "0.01"

@classmethod
def FVG(cls, ohlc: DataFrame) -> Series:
"""
FVG - Fair Value Gap
A fair value gap is when the previous high is lower than the next low if the current candle is bullish.
Or when the previous low is higher than the next high if the current candle is bearish.
"""

fvg = np.where(((ohlc["high"].shift(1) < ohlc["low"].shift(-1)) & (ohlc["close"] > ohlc["open"])) | ((ohlc["low"].shift(1) > ohlc["high"].shift(-1)) & (ohlc["close"] < ohlc["open"])),1,0)
direction = np.where(ohlc["close"] > ohlc["open"], 1, 0)
start = np.where(ohlc["close"] > ohlc["open"], ohlc["high"].shift(1), ohlc["low"].shift(1))
end = np.where(ohlc["close"] > ohlc["open"], ohlc["low"].shift(-1), ohlc["high"].shift(-1))
size = abs(ohlc["high"].shift(1) - ohlc["low"].shift(-1))

# create a series for each of the keys in the dictionary
fvg = pd.Series(fvg, name="FVG")
direction = pd.Series(direction, name="Direction")
start = pd.Series(start, name="Start")
end = pd.Series(end, name="End")
size = pd.Series(size, name="Size")

print(pd.concat([fvg, direction, start, end, size], axis=1))

return pd.concat([fvg, direction, start, end, size], axis=1)

if __name__ == "__main__":
print([k for k in TA.__dict__.keys() if k[0] not in "_"])


1 change: 1 addition & 0 deletions smartmoneyconcepts/__init__.py
Original file line number Diff line number Diff line change
@@ -0,0 +1 @@
from smartmoneyconcepts.SMC import SMC
Binary file added smartmoneyconcepts/__pycache__/SMC.cpython-39.pyc
Binary file not shown.
Binary file not shown.
9 changes: 9 additions & 0 deletions tests/SMC.test.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,9 @@
import pandas as pd
import numpy as np
from smartmoneyconcepts.SMC import SMC

def test_FVG():
df = pd.read_csv('bittrex_btc-usdt.csv')
SMC.FVG(df)

test_FVG()
Loading

0 comments on commit 71e9ce1

Please sign in to comment.