# -*- coding: utf-8 -*-
from pandas import DataFrame
from .roc import roc
from pandas_ta.utils import get_drift, get_offset, verify_series
[docs]def kst(close, roc1=None, roc2=None, roc3=None, roc4=None, sma1=None, sma2=None, sma3=None, sma4=None, signal=None, drift=None, offset=None, **kwargs):
"""Indicator: 'Know Sure Thing' (KST)"""
# Validate arguments
roc1 = int(roc1) if roc1 and roc1 > 0 else 10
roc2 = int(roc2) if roc2 and roc2 > 0 else 15
roc3 = int(roc3) if roc3 and roc3 > 0 else 20
roc4 = int(roc4) if roc4 and roc4 > 0 else 30
sma1 = int(sma1) if sma1 and sma1 > 0 else 10
sma2 = int(sma2) if sma2 and sma2 > 0 else 10
sma3 = int(sma3) if sma3 and sma3 > 0 else 10
sma4 = int(sma4) if sma4 and sma4 > 0 else 15
signal = int(signal) if signal and signal > 0 else 9
_length = max(roc1, roc2, roc3, roc4, sma1, sma2, sma3, sma4, signal)
close = verify_series(close, _length)
drift = get_drift(drift)
offset = get_offset(offset)
if close is None: return
# Calculate Result
rocma1 = roc(close, roc1).rolling(sma1).mean()
rocma2 = roc(close, roc2).rolling(sma2).mean()
rocma3 = roc(close, roc3).rolling(sma3).mean()
rocma4 = roc(close, roc4).rolling(sma4).mean()
kst = 100 * (rocma1 + 2 * rocma2 + 3 * rocma3 + 4 * rocma4)
kst_signal = kst.rolling(signal).mean()
# Offset
if offset != 0:
kst = kst.shift(offset)
kst_signal = kst_signal.shift(offset)
# Handle fills
if "fillna" in kwargs:
kst.fillna(kwargs["fillna"], inplace=True)
kst_signal.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
kst.fillna(method=kwargs["fill_method"], inplace=True)
kst_signal.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Categorize it
kst.name = f"KST_{roc1}_{roc2}_{roc3}_{roc4}_{sma1}_{sma2}_{sma3}_{sma4}"
kst_signal.name = f"KSTs_{signal}"
kst.category = kst_signal.category = "momentum"
# Prepare DataFrame to return
data = {kst.name: kst, kst_signal.name: kst_signal}
kstdf = DataFrame(data)
kstdf.name = f"KST_{roc1}_{roc2}_{roc3}_{roc4}_{sma1}_{sma2}_{sma3}_{sma4}_{signal}"
kstdf.category = "momentum"
return kstdf
kst.__doc__ = \
"""'Know Sure Thing' (KST)
The 'Know Sure Thing' is a momentum based oscillator and based on ROC.
Sources:
https://www.tradingview.com/wiki/Know_Sure_Thing_(KST)
https://www.incrediblecharts.com/indicators/kst.php
Calculation:
Default Inputs:
roc1=10, roc2=15, roc3=20, roc4=30,
sma1=10, sma2=10, sma3=10, sma4=15, signal=9, drift=1
ROC = Rate of Change
SMA = Simple Moving Average
rocsma1 = SMA(ROC(close, roc1), sma1)
rocsma2 = SMA(ROC(close, roc2), sma2)
rocsma3 = SMA(ROC(close, roc3), sma3)
rocsma4 = SMA(ROC(close, roc4), sma4)
KST = 100 * (rocsma1 + 2 * rocsma2 + 3 * rocsma3 + 4 * rocsma4)
KST_Signal = SMA(KST, signal)
Args:
close (pd.Series): Series of 'close's
roc1 (int): ROC 1 period. Default: 10
roc2 (int): ROC 2 period. Default: 15
roc3 (int): ROC 3 period. Default: 20
roc4 (int): ROC 4 period. Default: 30
sma1 (int): SMA 1 period. Default: 10
sma2 (int): SMA 2 period. Default: 10
sma3 (int): SMA 3 period. Default: 10
sma4 (int): SMA 4 period. Default: 15
signal (int): It's period. Default: 9
drift (int): The difference period. Default: 1
offset (int): How many periods to offset the result. Default: 0
Kwargs:
fillna (value, optional): pd.DataFrame.fillna(value)
fill_method (value, optional): Type of fill method
Returns:
pd.DataFrame: kst and kst_signal columns
"""