normalized bollinger bands width implemented

legitindicators.py

@@ -1125,3 +1125,51 @@ def momentum_normalized(data, length):
     cube_anm = cube_transform(agc_norm_mom)
 
     return cube_anm
+
+
+def bollinger_bands_width_normalized(data, length, stdd):
+    """Normalized Bollinger Bands Width indicator
+
+    :param data: list of price data
+    :type data: list
+    :param length: lookback period
+    :type length: int
+    :param stdd: standart deviation multiplier
+    :type stdd: float
+    :return: Normalized width of bollinger bands
+    :rtype: list
+    """
+    dev = []
+    upper = []
+    lower = []
+    bbw = []
+    bbwn = []
+    basis = sma(data, length)
+
+    for i, _ in enumerate(data):
+        if i < length:
+            dev.append(0)
+            upper.append(0)
+            lower.append(0)
+            bbw.append(0)
+        else:
+            tmp = data[i - length:i]
+            dev.append(stdd * statistics.stdev(tmp))
+            upper.append(basis[i] + dev[i])
+            lower.append(basis[i] - dev[i])
+            bbw.append(((basis[i] + dev[i]) - (basis[i] - dev[i]))/basis[i])
+
+    for i, _ in enumerate(bbw):
+        if i < length:
+            bbwn.append(0)
+        else:
+            max_val = max(bbw[i - length:i + 1])
+            min_val = min(bbw[i - length:i + 1])
+
+            if max_val == 0 and min_val == 0:
+                bbwn.append(0)
+            else:
+                bbwn.append(round((bbw[i] - min_val) / (max_val - min_val), 3))
+
+    return bbwn
+

tests/test_bollingerbandspb.py

@@ -3,7 +3,7 @@
 
 BINANCE_URL = "https://api.binance.com/api/v3/klines"
 SYMBOL = "BTCUSDT"
-INTERVAL = "1h"
+INTERVAL = "1d"
 PARAMS = {"symbol": SYMBOL, "interval": INTERVAL}
 
 

tests/test_bollingerbandswidthnormalized.py

@@ -0,0 +1,16 @@
+import requests
+from legitindicators import bollinger_bands_width_normalized
+
+BINANCE_URL = "https://api.binance.com/api/v3/klines"
+SYMBOL = "BTCUSDT"
+INTERVAL = "1d"
+PARAMS = {"symbol": SYMBOL, "interval": INTERVAL}
+
+
+def test_bollinger_bands_width_normalized():
+    response = requests.get(url=BINANCE_URL, params=PARAMS)
+    data = response.json()
+    close = [float(d[4]) for d in data]
+    bbwn = bollinger_bands_width_normalized(close, 20, 2)
+    print(bbwn)
+    assert len(bbwn) == len(close)