#!/usr/bin/env python

# -*- coding: utf-8; py-indent-offset:4 -*-

###############################################################################

#

# Copyright (C) 2015-2020 Daniel Rodriguez

#

# This program is free software: you can redistribute it and/or modify

# it under the terms of the GNU General Public License as published by

# the Free Software Foundation, either version 3 of the License, or

# (at your option) any later version.

#

# This program is distributed in the hope that it will be useful,

# but WITHOUT ANY WARRANTY; without even the implied warranty of

# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the

# GNU General Public License for more details.

#

# You should have received a copy of the GNU General Public License

# along with this program. If not, see <http://www.gnu.org/licenses/>.

#

###############################################################################

from __future__ import (absolute_import, division, print_function,

unicode_literals)

from . import Indicator, MovAv

class MACD(Indicator):

'''

Moving Average Convergence Divergence. Defined by Gerald Appel in the 70s.

It measures the distance of a short and a long term moving average to

try to identify the trend.

A second lagging moving average over the convergence-divergence should

provide a "signal" upon being crossed by the macd

Formula:

- macd = ema(data, me1_period) - ema(data, me2_period)

- signal = ema(macd, signal_period)

See:

- http://en.wikipedia.org/wiki/MACD

'''

lines = ('macd', 'signal',)

params = (('period_me1', 12), ('period_me2', 26), ('period_signal', 9),

('movav', MovAv.Exponential),)

plotinfo = dict(plothlines=[0.0])

plotlines = dict(signal=dict(ls='--'))

def _plotlabel(self):

plabels = super(MACD, self)._plotlabel()

if self.p.isdefault('movav'):

plabels.remove(self.p.movav)

return plabels

def __init__(self):

super(MACD, self).__init__()

me1 = self.p.movav(self.data, period=self.p.period_me1)

me2 = self.p.movav(self.data, period=self.p.period_me2)

self.lines.macd = me1 - me2

self.lines.signal = self.p.movav(self.lines.macd,

period=self.p.period_signal)

class MACDHisto(MACD):

'''

Subclass of MACD which adds a "histogram" of the difference between the

macd and signal lines

Formula:

- histo = macd - signal

See:

- http://en.wikipedia.org/wiki/MACD

'''

alias = ('MACDHistogram',)

lines = ('histo',)

plotlines = dict(histo=dict(_method='bar', alpha=0.50, width=1.0))

def __init__(self):

super(MACDHisto, self).__init__()

self.lines.histo = self.lines.macd - self.lines.signal