Q-jE.ddlmZddlmZmZmZmZmZddlm Z m Z ddl m Z m Z mZddlmZmZmZmZeddZedd Zedd Zedd Z dd e de de dededede de fdZy ))njit)floornanzeros zeros_likeroll)Series DataFrame)DictLikeIntIntFloat)v_boolv_offset v_pos_defaultv_seriesT)cachect|}t|}t|}d}tt|dz }|dz}|j} t || |z D]q} || } || } || |z | |z} || |z | |z}| | kj r| ||<d||<| ||<|dz }| |k\j s^| ||<d||<| ||<|dz }s|d||d||d|fS)Nr)rintrsizerangeall)np_highnp_low window_sizeidxswingvalueextremesleftrightmi low_center high_center low_window high_windows d/Users/jameslopez/projects/TradingBot25/.venv/lib/python3.12/site-packages/pandas_ta/trend/zigzag.py nb_rolling_hlr+s( W C w E w EH u[1_% &D 1HE  A 4U #AY aj AHa%i0 a$hE 2 * $ ) ) +CM E(O(E(O MH ; & + + -CME(O)E(O MH!$$ y>5(+U9H-= ==cxt|}t|}t|}t|}d}d} |d||<|d||<|d||<d||<|j} td| D];} ||} || | z | z } ||| z dk(r|| dk(rF|| ||ks3||| z || k(rB|dz }| dz } || ||<|| ||<|| ||<d| z||<m| d|zkDsv||| z || k(r|dz }|| ||<|| ||<|| ||<d| z||<d} || dk(rF|| ||kDs||| z || k(r|dz }| dz } || ||<|| ||<|| ||<d| z||<| d|zks||| z || k(r|dz }|| ||<|| ||<|| ||<d| z||<d} >|dz}|d||d||d||d|fS)Nrrrd{Gz?g{Gzrrr)rrr deviationzz_idxzz_swingzz_valuezz_devzigzagschangesr$r% last_zz_value current_dev_ns r*nb_zz_backtestr;1s _F% H% H _FGG!fF7OaHWaHWF7O A 1a[ ) Qx-/=@ GGO $ *Qx2~8hw//g/0CF: qLGqLG&)!fF7O(-aHW%(-aHW%&)K&7F7O !11g/0CF: qLG&)!fF7O(-aHW%(-aHW%&)K&7F7OGQx1}8hw//g/0CF: qLGqLG&)!fF7O(-aHW%(-aHW%&)K&7F7O!22g/0CF: qLG&)!fF7O(-aHW%(-aHW%&)K&7F7OGB 1B #2;" x}fSbk AAr,ct|}t|}t|}t|}d}|d||<|d||<|d||<d||<|j} t| dz ddD]N} ||dk(r|| dk(rJ|| ||ks |dkDs&||dz || z || z } || ||<|| ||<|| ||<d| z||dz <^|| ||z || z } | d|zkDsx|||| k(r|dz }|| ||<|| ||<|| ||<d| z||dz <|| dk(rJ|| ||kDs|dkDs|| ||dz z || z } || ||<|| ||<|| ||<d| z||dz <|||| z || z } | d|zkDs|||| k(r'|dz }|| ||<|| ||<|| ||<d| z||dz <Q|dz} |d| |d| |d| |d| fS)Nrrrrr.r/r0) rrr r1r2r3r4r5r6r$r%r9r:s r* nb_find_zzr=s _F% H% H _FG"gF7Ob HWb HWF7O A 1q5"b ! G  "Qx2~8hw//GaK#+GaK#858#CuQx"OK&)!fF7O(-aHW%(-aHW%*- *;F7Q;' %Qx(7*;;uQxG  !11g#a&0 qLG&)!fF7O(-aHW%(-aHW%*- *;F7Q;'Qx1}8hw//GaK#(8hw{.C#CuQx"OK&)!fF7O(-aHW%(-aHW%*- *;F7Q;' (058;uQxG  !11g#a&0 qLG&)!fF7O(-aHW%(-aHW%*- *;F7Q;'c"f 1B #2;" x}fSbk AAr,c"t|}t|}t|}t|D](\}} t| } |||| <|||| <|||| <*t|D]&} || dk(s t|| <t|| <t|| <(|||fS)Nr)r enumeraterrr) rrr r1n swing_map value_mapdev_mapjr%s r* nb_map_zzrEsaIaIAhG#1 FQx ! Qx ! q\  1X Q<1 IaLIaLGAJ  i ((r,Nhighlowcloselegsr1backtestoffsetkwargsc t|d}|dz}t||}t||}||y|t||}|j} |yt|d}t|}t |d}|r|t t |dz z }|j|j} } t| | |\} } }|rt| | ||\}}}}nt| | ||\}}}}t||||| j\}}}|dk7r?t||}t||}t||}t|d|t|d|t|d|d|vrB|j|dd |j|dd |j|dd d |d |}d ||d||d||i}t!||j"}d||_d|_|S)a`Zigzag This indicator attempts to filter out smaller movements while identifying trend direction. It does not predict future trends, but it does identify swing highs and lows. Sources: * [stockcharts](https://school.stockcharts.com/doku.php?id=technical_indicators:zigzag) * [tradingview](https://www.tradingview.com/support/solutions/43000591664-zig-zag/#:~:text=Definition,trader%20visual%20the%20price%20action.) Parameters: high (Series): ```high``` Series low (Series): ```low``` Series close (Series): ```close``` Series. Default: ```None``` legs (int): Number of legs (> 2). Default: ```10``` deviation (float): Reversal deviation percentage. Default: ```5``` backtest (bool): Default: ```False``` offset (int): Post shift. Default: ```0``` Other Parameters: fillna (value): ```pd.DataFrame.fillna(value)``` Returns: (DataFrame): 2 columns Note: Deviation When ```deviation=10```, it shows movements greater than ```10%```. Note: Backtest Mode Ensures the DataFrame is safe for backtesting. By default, swing points are returned on the pivot index. Intermediate swings are not returned at all. This mode swing detection is placed on the bar that would have been detected. Furthermore, changes in swing levels are also included instead of only the final value. * Use the following formula to get the true index of a pivot: ```p_i = i - int(floor(legs / 2))``` Warning: A Series reversal will create a new line. rNg@FrrfillnaT)inplace_z%_ZIGZAGsZIGZAGvZIGZAGd)indexZIGZAGtrend)rrvaluesrrrrto_numpyr+r;r=rErrrrOr rUnamecategory)rFrGrHrIr1rJrKrL_lengthnp_closerrhlihlshlvzzizzszzvzzdrr dev_propsdatadfs r*zigzagris^ r "DQhG D' "D 3 C |s{ w'<< = i-I f Fh&HE$q&M""mmos||~VG!'648MCc+Cc9ES#s'S#yAS#s!#sCgllCE5#{UF#UF#3gvgvGV 6 VH%t 4 VH%t 4 6(#T 2 2dV $F &E &E &C D 4tzz *BvhBGBK Ir,)NNNNN)numbarnumpyrrrrrpandasr r pandas_ta._typingr r r pandas_ta.utilsrrrrr+r;r=rErboolrir,r*rqs55$55D>>BDRBRBlDABABLD)),04CGj jj&,j j!)j<@j j#+jr,