Source code for backtrader.indicators.contrib.donchian_channels_system

#!/usr/bin/env python
"""Functional-test indicators migrated to contrib.

Generated from a single functional strategy module to preserve file-local
helper functions and constants without cross-test name collisions.
"""

from .. import Indicator

__all__ = [
    "DonchianChannelsSystem",
]




class DonchianChannelsSystem(Indicator):
    """Donchian-channel indicator emitting breakout-oriented color states."""

    lines = ("color",)
    params = (
        ("period", 20),
        ("shift", 2),
        ("margins", -2),
    )

    def __init__(self):
        """Initialize warmup period based on configured Donchian window."""
        self.addminperiod(int(self.p.period) + int(self.p.shift) + 3)



    def next(self):
        """Update rolling channel bounds and write the current breakout color."""
        shift = int(self.p.shift)
        highs = [float(self.data.high[-(shift + i)]) for i in range(int(self.p.period))]
        lows = [float(self.data.low[-(shift + i)]) for i in range(int(self.p.period))]
        hh = max(highs)
        ll = min(lows)
        smin = ll + (hh - ll) * float(self.p.margins) / 100.0
        smax = hh - (hh - ll) * float(self.p.margins) / 100.0
        close = float(self.data.close[0])
        open_ = float(self.data.open[0])
        color = 2.0
        if close > smax:
            color = 4.0 if open_ <= close else 3.0
        if close < smin:
            color = 0.0 if open_ > close else 1.0
        self.lines.color[0] = color