Merge changes from rd-mg

app/analyzers/indicators/bollinger_bands.py

@@ -45,10 +45,10 @@ def analyze(self, historical_data, signal=['bbwidth'], hot_thresh=None, cold_thr
 
             for index in range(period_count, bb_df_size):
                 data_index = index - period_count
-                bb_values['lowerband'][index] = bb_data[0][data_index]
-                bb_values['middleband'][index] = bb_data[1][data_index]
-                bb_values['upperband'][index] = bb_data[2][data_index]
-                bb_values['bbwidth'][index] = (bb_data[2][data_index] - bb_data[0][data_index]) / bb_data[1][data_index]
+                bb_values['lowerband'].iloc[index] = bb_data[0][data_index]
+                bb_values['middleband'].iloc[index] = bb_data[1][data_index]
+                bb_values['upperband'].iloc[index] = bb_data[2][data_index]
+                bb_values['bbwidth'].iloc[index] = (bb_data[2][data_index] - bb_data[0][data_index]) / bb_data[1][data_index]
 
         bb_values['is_hot'] = True
         bb_values['is_cold'] = False

app/analyzers/indicators/roc.py

@@ -10,13 +10,12 @@
 
 
 class ROC(IndicatorUtils):
-    def analyze(self, historical_data, signal=['roc'], hot_thresh=None, cold_thresh=None, period_count=14):
+    def analyze(self, historical_data, signal=['roc'], hot_thresh=1, cold_thresh=-1, period_count=4):
         """Performs an ROC analysis on the historical data
 
                 Args:
                         historical_data (list): A matrix of historical OHCLV data.
-                        period_count (int, optional): Defaults to 15. The number of data points to consider for
-                                our exponential moving average.
+                        period_count (int, optional): Defaults to 15. The number of data points to consider ROC
 
                 Returns:
                         pandas.DataFrame: A dataframe containing the indicators and hot/cold values.
@@ -26,7 +25,7 @@ def analyze(self, historical_data, signal=['roc'], hot_thresh=None, cold_thresh=
         roc_values = abstract.ROC(dataframe, period_count).to_frame()
         roc_values.dropna(how='all', inplace=True)
         roc_values.rename(columns={0: 'roc'}, inplace=True)
-        roc_values['is_hot'] = True
-        roc_values['is_cold'] = False
+        roc_values['is_hot'] = (roc_values["roc"] >= hot_thresh)
+        roc_values['is_cold'] = (roc_values["roc"] <= hot_thresh)
 
         return roc_values

app/analyzers/uptrend.py

@@ -9,7 +9,7 @@
 
 
 class UpTrend(IndicatorUtils):
-    def analyze(self, key_indicator, key_signal, key_indicator_index, key_period_count=1):
+    def analyze(self, key_indicator, key_indicator_index, key_signal, key_period_count=1):
         """ Tests for key_indicator is going uptrend seeing period count back.
 
         Args:

app/behaviour.py

@@ -392,7 +392,6 @@ def _get_uptrend_results(self, new_result):
         uptrend_dispatcher = self.strategy_analyzer.uptrend_dispatcher()
         results = {uptrend: list()
                    for uptrend in self.uptrend_conf.keys()}
-
         for uptrend in self.uptrend_conf:
             if uptrend not in uptrend_dispatcher:
                 self.logger.warn("No such uptrend %s, skipping.", uptrend)
@@ -410,8 +409,8 @@ def _get_uptrend_results(self, new_result):
 
                     dispatcher_args = {
                         'key_indicator': key_indicator['result'],
-                        'key_signal': uptrend_conf['key_signal'],
                         'key_indicator_index': uptrend_conf['key_indicator_index'],
+                        'key_signal': uptrend_conf['key_signal'],
                         'key_period_count': uptrend_conf['key_period_count']
                     }
                 except Exception as e: