| # SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
|
| """Python twin of Gann.mqh (HiLo activator, 2-bar swing chart, pivots, new trends), operation for operation, for the
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| parity check (tests/check_parity.py).
|
|
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| from reference import run
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| rows, pivots = run(high, low, close, hilo=3, swing_confirm=True)
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| """
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|
|
|
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| def run(h, l, c, hilo=3, swing_confirm=True):
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| """Per bar: line, trend, side, ev (+1/-1 new trend); pivots: list of (confirm_bar, pivot_bar, price, type)."""
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| n = len(c)
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| rows, pivots = [], []
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| hi_prev = lo_prev = None
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| trend = sd = side = 0
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| cur_min = cur_max = 0.0
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| cur_min_bar = cur_max_bar = 0
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| for k in range(n):
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| ev = 0
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| t = trend
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| if hi_prev is not None:
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| eps = 1e-9 * abs(c[k])
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| if c[k] - hi_prev > eps:
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| t = 1
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| elif lo_prev - c[k] > eps:
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| t = -1
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| trend = t
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| hi = lo = None
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| if k >= hilo - 1:
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| sh = sl = 0.0
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| for j in range(k - hilo + 1, k + 1):
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| sh += h[j]
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| sl += l[j]
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| hi, lo = sh / hilo, sl / hilo
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| line = lo if t > 0 else (hi if t < 0 else None)
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| hi_prev, lo_prev = hi, lo
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| if k == 0:
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| cur_min, cur_max, cur_min_bar, cur_max_bar = l[0], h[0], 0, 0
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| if k >= 2:
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| up = h[k] > h[k - 1] and h[k - 1] > h[k - 2]
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| dn = l[k] < l[k - 1] and l[k - 1] < l[k - 2]
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| nw = sd
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| if up and dn:
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| nw = 1 if c[k] > c[k - 1] else -1
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| elif up:
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| nw = 1
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| elif dn:
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| nw = -1
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| if nw != sd:
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| if nw == 1:
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| m, mb = cur_min, cur_min_bar
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| if l[k] < m:
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| m, mb = l[k], k
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| if sd != 0:
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| pivots.append((k, mb, m, -1))
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| cur_max, cur_max_bar = h[k], k
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| else:
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| m, mb = cur_max, cur_max_bar
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| if h[k] > m:
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| m, mb = h[k], k
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| if sd != 0:
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| pivots.append((k, mb, m, 1))
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| cur_min, cur_min_bar = l[k], k
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| sd = nw
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| else:
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| if l[k] < cur_min:
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| cur_min, cur_min_bar = l[k], k
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| if h[k] > cur_max:
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| cur_max, cur_max_bar = h[k], k
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| prev = side
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| if not swing_confirm:
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| side = t
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| elif t == 1 and sd == 1:
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| side = 1
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| elif t == -1 and sd == -1:
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| side = -1
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| if side != prev and side != 0 and k >= hilo + 2 and prev != 0:
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| ev = side
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| rows.append(dict(line=line, trend=t, side=side, sd=sd, ev=ev))
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| return rows, pivots
|
