feat: Add optional params on Stochastic Oscillator (#372)

stock_indicators/indicators/stoch.py

@@ -2,12 +2,14 @@
 
 from stock_indicators._cslib import CsIndicator
 from stock_indicators._cstypes import List as CsList
+from stock_indicators.indicators.common.enums import MAType
 from stock_indicators.indicators.common.helpers import RemoveWarmupMixin
 from stock_indicators.indicators.common.results import IndicatorResults, ResultBase
 from stock_indicators.indicators.common.quote import Quote
 
 
-def get_stoch(quotes: Iterable[Quote], lookback_periods: int = 14, signal_periods: int = 3, smooth_periods: int = 3):
+def get_stoch(quotes: Iterable[Quote], lookback_periods: int = 14, signal_periods: int = 3, smooth_periods: int = 3,
+              k_factor: float = 3, d_factor: float = 2, ma_type: MAType = MAType.SMA):
     """Get Stochastic Oscillator calculated, with KDJ indexes.
 
     Stochastic Oscillatoris a momentum indicator that looks back N periods to produce a scale of 0 to 100.
@@ -27,6 +29,16 @@ def get_stoch(quotes: Iterable[Quote], lookback_periods: int = 14, signal_period
             Smoothing period for the %K Oscillator.
             Use 3 for Slow or 1 for Fast.
 
+        `k_factor` : float, defaults 3
+            Weight of %K in the %J calculation.
+
+        `d_factor` : float, defaults 2
+            Weight of %K in the %J calculation.
+
+        `ma_type` : MAType, defaults MAType.SMA
+            Type of moving average to use.
+            See docs for instructions and options.
+
     Returns:
         `StochResults[StochResult]`
             StochResults is list of StochResult with providing useful helper methods.
@@ -35,7 +47,8 @@ def get_stoch(quotes: Iterable[Quote], lookback_periods: int = 14, signal_period
          - [Stochastic Oscillator Reference](https://python.stockindicators.dev/indicators/Stoch/#content)
          - [Helper Methods](https://python.stockindicators.dev/utilities/#content)
     """
-    stoch_results = CsIndicator.GetStoch[Quote](CsList(Quote, quotes), lookback_periods, signal_periods, smooth_periods)
+    stoch_results = CsIndicator.GetStoch[Quote](CsList(Quote, quotes), lookback_periods, signal_periods, smooth_periods,
+                                                    k_factor, d_factor, ma_type.cs_value)
     return StochResults(stoch_results, StochResult)
 
 

tests/test_stoch.py

@@ -1,5 +1,6 @@
 import pytest
 from stock_indicators import indicators
+from stock_indicators.indicators.common.enums import MAType
 
 class TestStoch:
     def test_standard(self, quotes):
@@ -34,6 +35,43 @@ def test_standard(self, quotes):
         assert 35.5674 == round(float(r.signal), 4)
         assert 58.2712 == round(float(r.percent_j), 4)
 
+    def test_extended(self, quotes):
+        results = indicators.get_stoch(quotes, 9, 3, 3, 5, 4, MAType.SMMA)
+
+        assert 502 == len(results)
+        assert 494 == len(list(filter(lambda x: x.k is not None, results)))
+        assert 494 == len(list(filter(lambda x: x.d is not None, results)))
+
+        r = results[7]
+        assert r.k is None
+        assert r.d is None
+        assert r.j is None
+
+        r = results[8]
+        assert 81.9178 == round(float(r.k), 4)
+        assert 81.9178 == round(float(r.d), 4)
+        assert 81.9178 == round(float(r.j), 4)
+
+        r = results[17]
+        assert  82.5181 == round(float(r.k), 4)
+        assert  76.2603 == round(float(r.d), 4)
+        assert 107.5491 == round(float(r.j), 4)
+
+        r = results[149]
+        assert 77.1571 == round(float(r.k), 4)
+        assert 72.8206 == round(float(r.d), 4)
+        assert 94.5030 == round(float(r.j), 4)
+
+        r = results[249]
+        assert 74.3652 == round(float(r.k), 4)
+        assert 75.5660 == round(float(r.d), 4)
+        assert 69.5621 == round(float(r.j), 4)
+
+        r = results[501]
+        assert  46.9807 == round(float(r.k), 4)
+        assert  32.0413 == round(float(r.d), 4)
+        assert 106.7382 == round(float(r.j), 4)
+
     def test_no_signal(self, quotes):
         results = indicators.get_stoch(quotes, 5, 1, 3)
 
@@ -56,7 +94,6 @@ def test_fast(self, quotes):
         assert 91.6233 == round(float(r.oscillator), 4)
         assert 36.0608 == round(float(r.signal), 4)
 
-
     def test_fast_small(self, quotes):
         results = indicators.get_stoch(quotes, 1, 10, 1)
 
@@ -70,6 +107,20 @@ def test_bad_data(self, bad_quotes):
         r = indicators.get_stoch(bad_quotes, 15)
         assert 502 == len(r)
 
+    def test_no_quotes(self, quotes):
+        r = indicators.get_stoch([])
+        assert 0 == len(r)
+
+        r = indicators.get_stoch(quotes[:1])
+        assert 1 == len(r)
+
+    def test_boundary(self, quotes):
+        results = indicators.get_stoch(quotes, 14, 3, 3)
+
+        assert 0 == len(list(filter(lambda x: x.k is not None and (x.k < 0 or x.k > 100), results)))
+        assert 0 == len(list(filter(lambda x: x.d is not None and (x.d < 0 or x.d > 100), results)))
+        assert 0 == len(list(filter(lambda x: x.j is not None and (x.d < 0 or x.d > 100), results)))
+
     def test_removed(self, quotes):
         results = indicators.get_stoch(quotes, 14, 3, 3).remove_warmup_periods()