diff --git a/feature_generator.py b/feature_generator.py index 4ac7a3fd..6449af1c 100644 --- a/feature_generator.py +++ b/feature_generator.py @@ -42,14 +42,14 @@ def get_technical_indicators(self, price_data): # RSI rsi_history = [5, 10, 15] for history in rsi_history: - rsi = ta.momentum.RSIIndicator(price_data['Close'], n = history, fillna = True).rsi().values.tolist() + rsi = ta.momentum.RSIIndicator(price_data['Close'], window=history, fillna=True).rsi().values.tolist() slope_rsi, r_value_rsi, p_value_rsi = self.calculate_slope(rsi[-self.HISTORY_TO_USE:]) technical_indicators_dictionary["rsi-" + str(history)] = rsi[-self.HISTORY_TO_USE:] + [slope_rsi, r_value_rsi, p_value_rsi] # Stochastics stochastic_history = [5, 10, 15] for history in stochastic_history: - stochs = ta.momentum.StochasticOscillator(price_data['High'], price_data['Low'], price_data['Close'], n = history, d_n = int(history/3), fillna = True).stoch().values.tolist() + stochs = ta.momentum.StochasticOscillator(price_data['High'], price_data['Low'], price_data['Close'], window=history, smooth_window=int(history/3), fillna=True).stoch().values.tolist() slope_stoch, r_value_stoch, p_value_stoch = self.calculate_slope(stochs[-self.HISTORY_TO_USE:]) technical_indicators_dictionary["stochs-" + str(history)] = stochs[-self.HISTORY_TO_USE:] + [slope_stoch, r_value_stoch, p_value_stoch] @@ -62,14 +62,14 @@ def get_technical_indicators(self, price_data): # Ease of movement eom_history = [5, 10, 20] for history in eom_history: - eom = ta.volume.ease_of_movement(price_data['High'], price_data['Low'], price_data['Volume'], n=history, fillna=True).values.tolist() + eom = ta.volume.ease_of_movement(price_data['High'], price_data['Low'], price_data['Volume'], window=history, fillna=True).values.tolist() slope_eom, r_value_eom, p_value_eom = self.calculate_slope(eom[-self.HISTORY_TO_USE:]) technical_indicators_dictionary["eom-" + str(history)] = [slope_eom, r_value_eom, p_value_eom] # CCI cci_history = [5, 10, 20] for history in cci_history: - cci = ta.trend.cci(price_data['High'], price_data['Low'], price_data['Close'], n=history, c=0.015, fillna=True).values.tolist() + cci = ta.trend.cci(price_data['High'], price_data['Low'], price_data['Close'], window=history, constant=0.015, fillna=True).values.tolist() slope_cci, r_value_cci, p_value_cci = self.calculate_slope(cci[-self.HISTORY_TO_USE:]) technical_indicators_dictionary["cci-" + str(history)] = cci[-self.HISTORY_TO_USE:] + [slope_cci, r_value_cci, p_value_cci]