New indicators: highest, lowest

src/naiback/indicators/__init__.py

@@ -2,3 +2,5 @@
 from .ema import EMA
 from .rsi import RSI
 from .intradaybarnumber import IntradayBarNumber
+from .highest import Highest,HighestValue
+from .lowest import Lowest,LowestValue

src/naiback/indicators/highest.py

@@ -0,0 +1,19 @@
+
+import numpy as np
+
+def Highest(data, period):
+    result = np.zeros(len(data))
+    if len(result) == 0:
+        return result
+    result[0] = data[0]
+    for i in range(1, len(data)):
+        result[i] = max(data[max(0, i - period):(i+1)])
+
+    return result
+    
+def HighestValue(data, index, period):
+    if len(data) == 0 or index >= len(data):
+        return None
+    if index == 0:
+        return data[0]
+    return max(data[max(0, index - period):(index+1)])

src/naiback/indicators/lowest.py

@@ -0,0 +1,19 @@
+
+import numpy as np
+
+def Lowest(data, period):
+    result = np.zeros(len(data))
+    if len(result) == 0:
+        return result
+    result[0] = data[0]
+    for i in range(1, len(data)):
+        result[i] = min(data[max(0, i - period):(i+1)])
+
+    return result
+    
+def LowestValue(data, index, period):
+    if len(data) == 0 or index >= len(data):
+        return None
+    if index == 0:
+        return data[0]
+    return min(data[max(0, index - period):(index+1)])