# Copyright 2016-present CERN – European Organization for Nuclear Research
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from typing import Callable
from qf_lib.containers.series.qf_series import QFSeries
[docs]def ta_series(func: Callable, *args, **kwargs) -> QFSeries:
"""
Function created to allow using TA-Lib functions with QFSeries.
Parameters
----------
func
talib function: for example talib.MA
args
time series arguments to the function. They are all passed as QFSeries.
for example: 'close' or 'high, low, close' where each argument is a QFSeries.
kwargs
additional arguments to the function. for example: 'timeperiod=10' or 'timeperiod=timeperiod, matype=i'.
All additional arguments have to be passed as keyword arguments.
Returns
-------
QFSeries
Output from the talib function encapsulated in a QFSeries
"""
series_list = list(map(lambda series: series.values, args))
result = func(*series_list, **kwargs)
result = QFSeries(index=args[0].index, data=result)
return result