ReversedSeries

struct Reversed{T<:AbstractArray}

• A::AbstractArray

This presents a reversed view of anything array-like.

Credit: @simsurace

Example

julia> a = [1, 2, 3]
julia> r = Reversed(a)
julia> r[1]
3
julia> r[3]
1
julia> a[end] == r[1]
true

struct ReversedFrame{df<:DataFrames.DataFrame}

• __df::DataFrames.DataFrame

• __s::Dict

This presents a reversed view of an entire DataFrame.

Example

julia> rf = ReversedFrame(btcusd) # btcusd is a DataFrame
julia> rf.ts[1] # the most recent timestamp
julia> rf.ts[2] # the timestamp before that
julia> rf.c[1]  # the close at 1 corresponds with the timestamp at 1
julia> rf.o[1] == btcusd.o[end]
true

• Index 1 is the origin and represents the present time.
• Higher indices go back in time.
• This is similar to how series are indexed in TradingView's PineScript except they use a 0-based index.

getindex(rf::ReversedFrame, k::Symbol) -> Any

Return a reversed view of a DataFrame column via indexing.

Example

julia> rf = ReversedFrame(DataFrame(o=[1,2,3]))
julia> rf[:o]
Reversed{Vector{Int64}}([1, 2, 3])

julia> rf[:o][1]
3

getproperty(rf::ReversedFrame, k::Symbol) -> Any

Return a reversed view of a DataFrame column via key.

Example

julia> rf = ReversedFrame(DataFrame(o=[1,2,3]))
julia> rf.o
Reversed{Vector{Int64}}([1, 2, 3])

julia> rf.o[1]
3

crossed_down(a, b; i) -> Any

Did series a become less than series b at index i.

crossed_down_currently(a, b; i) -> Any

Is series a currently less than series b?

crossed_up(a, b; i) -> Any

Did series a become greater than series b at index i.

crossed_up_currently(a, b; i) -> Any

Is series a currently greater than series b?

find_clusters(
    rf::ReversedFrame,
    max::Integer,
    fn::Function;
    close
) -> Vector{Any}

Return a vector of vector of indices of consecutive candles that satisfy the given function.

find_index(
    collection::AbstractArray,
    testfn::Function
) -> Any

Given a collection and a test function, return the index of the first item that returns true for testfn(collection[i]). If nothing is found, return missing. This is a port of JavaScript's Array.prototype.findIndex.

find_local_high(rf, cluster; close) -> Any

Out of the cluster, which index had the highest close?

find_local_low(rf, cluster; close) -> Any

Out of the cluster, which index had the lowest close?

high_enough_fn(
    threshold::AbstractFloat;
    high,
    upper,
    lower
) -> ReversedSeries.var"#5#6"{Symbol, Symbol, Symbol, <:AbstractFloat}

Return a function that tries to find highs by their proximity to the BB upper bands

low_enough_fn(
    threshold::AbstractFloat;
    low,
    upper,
    lower
) -> ReversedSeries.var"#2#3"{Symbol, Symbol, Symbol, <:AbstractFloat}

Return a function that tries to find lows by their proximity to the BB lower bands

negative_slope_currently(a; i, back) -> Any

Return true if a is currently sloping down. In other words, a[i] < a[i+back].

percent_change(a; i, back) -> Any

Return the percent change of series a the previous value to the current value. If you want to compare the current value to a value further in the past, increase the value of back.

percent_difference(a, b; i) -> Any

Return the percent difference between a[i] and b[i]. If either value is missing, return missing.

positive_slope_currently(a; i, back) -> Any

Return true if a is currently sloping up. In other words, a[i] > a[i+back].

regular_bearish_divergence(
    rf::ReversedFrame;
    indicator,
    high,
    upper,
    lower,
    age_threshold,
    gap_threshold,
    peak_threshold
) -> Any

Return true if regular bearish divergence on the given indicator was detected near index 1. Note that Bollinger Bands are used to help detect divergence, so their presence is required in the rf in addition to the indicator that's being tested for divergence.

Keyword Arguments

Example

julia> regular_bearish_divergence(rf)

regular_bullish_divergence(
    rf::ReversedFrame;
    indicator,
    low,
    upper,
    lower,
    age_threshold,
    gap_threshold,
    peak_threshold
) -> Any

Return true if regular bullish divergence on the given indicator was detected near index 1. Note that Bollinger Bands are used to help detect divergence, so their presence is required in the rf in addition to the indicator that's being tested for divergence.

Keyword Arguments

Example

julia> regular_bearish_divergence(rf)