From ed62cbc51fcf83f155b489f38f34ab79a3605091 Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Fri, 10 Feb 2023 22:41:53 -0500
Subject: [PATCH 01/17] Add files via upload

Bull Bear Index BBI
---
 pandas_ta/trend/bbi.py | 33 +++++++++++++++++++++++++++++++++
 1 file changed, 33 insertions(+)
 create mode 100644 pandas_ta/trend/bbi.py

diff --git a/pandas_ta/trend/bbi.py b/pandas_ta/trend/bbi.py
new file mode 100644
index 00000000..afc26a9a
--- /dev/null
+++ b/pandas_ta/trend/bbi.py
@@ -0,0 +1,33 @@
+# -*- coding: utf-8 -*-
+"""
+Indicator: BBI Bull Bear Index
+While this was inspired by Tushare, I found a different way to calculate this at https://www.tradingview.com/script/KvLCcuHB-BBI-4MA-4-overlay/
+
+
+"""
+from pandas_ta.overlap import ma
+import numpy as np
+
+def bbi(data, shorter=None, short=None, long=None, longer=None):
+   #usually a 3, 6, 12, and 24 day sma is used here I think
+   #but it may be more useful to allow this to be changed
+    shorter = shorter if shorter and shorter > 0 else 3
+    short = short if short and short > 0 else 6
+    long = long if long and long > 0 else 12
+    longer = longer if longer and longer > 0 else 24
+
+
+
+    CS = []
+    BBI = []
+    for index, row in data.iterrows():
+        CS.append(row["close"])
+
+        if len(CS) < 24:
+            BBI.append(row["close"])
+        else:
+            #bbi = np.average([np.average(CS[-3:]), np.average(CS[-6:]), np.average(CS[-12:]), np.average(CS[-24:])])
+            bbi = (ma("sma", CS[-shorter:], length=shorter)+ma("sma", CS[-short:], length=short)+ma("sma", CS[-long:], length=long)+ma("sma", CS[-longer:], length=longer)/4)
+            BBI.append(bbi)
+
+    return np.asarray(BBI)
\ No newline at end of file

From d4b748d78256440d4d17c1c77cd6951bdeeb1fd1 Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Fri, 10 Feb 2023 22:57:45 -0500
Subject: [PATCH 02/17] ASI Accumulation Swing Index

---
 pandas_ta/volatility/asi.py | 48 +++++++++++++++++++++++++++++++++++++
 1 file changed, 48 insertions(+)
 create mode 100644 pandas_ta/volatility/asi.py

diff --git a/pandas_ta/volatility/asi.py b/pandas_ta/volatility/asi.py
new file mode 100644
index 00000000..92a196ba
--- /dev/null
+++ b/pandas_ta/volatility/asi.py
@@ -0,0 +1,48 @@
+# -*- coding: utf-8 -*-
+"""
+Indicator: ASI Accumulation Swing Index
+Inspired by tushare
+"""
+import numpy as np
+from pandas_ta.overlap import ma
+
+def asi(data, n=None):
+
+    n = n if n and n > 0 else 5
+
+    SI = []
+    for index, row in data.iterrows():
+        if index == 0:
+            last_row = row
+            SI.append(0.)
+        else:
+
+            a = abs(row["close"] - last_row["close"])
+            b = abs(row["low"] - last_row["close"])
+            c = abs(row["high"] - last_row["close"])
+            d = abs(last_row["close"] - last_row["open"])
+
+            if b > a and b > c:
+                r = b + (1 / 2) * a + (1 / 4) * d
+            elif c > a and c > b:
+                r = c + (1 / 4) * d
+            else:
+                r = 0
+
+            e = row["close"] - last_row["close"]
+            f = row["close"] - last_row["open"]
+            g = last_row["close"] - last_row["open"]
+
+            x = e + (1 / 2) * f + g
+            k = max(a, b)
+            l = 3
+
+            if np.isclose(r, 0) or np.isclose(l, 0):
+                si = 0
+            else:
+                si = 50 * (x / r) * (k / l)
+
+            SI.append(si)
+
+    ASI = ma("sma",SI, n)
+    return ASI

From 0000258beed7528221fa9e12df0039425771dcb5 Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Fri, 10 Feb 2023 23:29:58 -0500
Subject: [PATCH 03/17] WR Williams Overbought/Oversold Index

---
 pandas_ta/trend/wr.py | 30 ++++++++++++++++++++++++++++++
 1 file changed, 30 insertions(+)
 create mode 100644 pandas_ta/trend/wr.py

diff --git a/pandas_ta/trend/wr.py b/pandas_ta/trend/wr.py
new file mode 100644
index 00000000..f9f05953
--- /dev/null
+++ b/pandas_ta/trend/wr.py
@@ -0,0 +1,30 @@
+# -*- coding: utf-8 -*-
+"""
+WR Williams Overbought/Oversold Index
+TODO: change input to rows and not entire dataframe
+
+"""
+
+def wnr(data, n=None):
+    n = n if n and n > 0 else 14
+
+
+    high_prices = []
+    low_prices = []
+    WNR = []
+
+    for index, row in data.iterrows():
+        high_prices.append(row["high"])
+        if len(high_prices) == n:
+            del high_prices[0]
+        low_prices.append(row["low"])
+        if len(low_prices) == n:
+            del low_prices[0]
+
+        highest = max(high_prices)
+        lowest = min(low_prices)
+
+        wnr = (highest - row["close"]) / (highest - lowest) * 100
+        WNR.append(wnr)
+
+    return WNR
\ No newline at end of file

From e98eee2e166de676b6d1529949e3e2221c169f34 Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Fri, 10 Feb 2023 23:30:52 -0500
Subject: [PATCH 04/17] VR Volatility Volume Ratio

---
 pandas_ta/volume/vr.py | 42 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 42 insertions(+)
 create mode 100644 pandas_ta/volume/vr.py

diff --git a/pandas_ta/volume/vr.py b/pandas_ta/volume/vr.py
new file mode 100644
index 00000000..1f6a4f42
--- /dev/null
+++ b/pandas_ta/volume/vr.py
@@ -0,0 +1,42 @@
+# -*- coding: utf-8 -*-
+"""
+VR Volatility Volume Ratio
+TODO: change input to rows and not entire dataframe
+"""
+import numpy as np
+
+def vr(data, n=None):
+    n = n if n and n > 0 else 26
+    
+
+    VR = []
+
+    AV_volumes, BV_volumes, CV_volumes = [], [], []
+    for index, row in data.iterrows():
+
+        if row["close"] > row["open"]:
+            AV_volumes.append(row["volume"])
+        elif row["close"] < row["open"]:
+            BV_volumes.append(row["volume"])
+        else:
+            CV_volumes.append(row["volume"])
+
+        if len(AV_volumes) == n:
+            del AV_volumes[0]
+        if len(BV_volumes) == n:
+            del BV_volumes[0]
+        if len(CV_volumes) == n:
+            del CV_volumes[0]
+
+        avs = sum(AV_volumes)
+        bvs = sum(BV_volumes)
+        cvs = sum(CV_volumes)
+
+        if (bvs + (1 / 2) * cvs) != 0:
+            vr = (avs + (1 / 2) * cvs) / (bvs + (1 / 2) * cvs)
+        else:
+            vr = 0
+
+        VR.append(vr)
+
+    return np.asarray(VR)
\ No newline at end of file

From c562d673ae1b7b8c69a370fb6ab1fdc4b33d28b9 Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Fri, 10 Feb 2023 23:39:26 -0500
Subject: [PATCH 05/17] KDJ Stochastics

---
 pandas_ta/momentum/kdj.py | 135 ++++++++++----------------------------
 1 file changed, 35 insertions(+), 100 deletions(-)

diff --git a/pandas_ta/momentum/kdj.py b/pandas_ta/momentum/kdj.py
index f941e28f..069523ea 100644
--- a/pandas_ta/momentum/kdj.py
+++ b/pandas_ta/momentum/kdj.py
@@ -1,100 +1,35 @@
-# -*- coding: utf-8 -*-
-from pandas import DataFrame
-from pandas_ta.overlap import rma
-from pandas_ta.utils import get_offset, non_zero_range, verify_series
-
-
-def kdj(high=None, low=None, close=None, length=None, signal=None, offset=None, **kwargs):
-    """Indicator: KDJ (KDJ)"""
-    # Validate Arguments
-    length = int(length) if length and length > 0 else 9
-    signal = int(signal) if signal and signal > 0 else 3
-    _length = max(length, signal)
-    high = verify_series(high, _length)
-    low = verify_series(low, _length)
-    close = verify_series(close, _length)
-    offset = get_offset(offset)
-
-    if high is None or low is None or close is None: return
-
-    # Calculate Result
-    highest_high = high.rolling(length).max()
-    lowest_low = low.rolling(length).min()
-
-    fastk = 100 * (close - lowest_low) / non_zero_range(highest_high, lowest_low)
-
-    k = rma(fastk, length=signal)
-    d = rma(k, length=signal)
-    j = 3 * k - 2 * d
-
-    # Offset
-    if offset != 0:
-        k = k.shift(offset)
-        d = d.shift(offset)
-        j = j.shift(offset)
-
-    # Handle fills
-    if "fillna" in kwargs:
-        k.fillna(kwargs["fillna"], inplace=True)
-        d.fillna(kwargs["fillna"], inplace=True)
-        j.fillna(kwargs["fillna"], inplace=True)
-    if "fill_method" in kwargs:
-        k.fillna(method=kwargs["fill_method"], inplace=True)
-        d.fillna(method=kwargs["fill_method"], inplace=True)
-        j.fillna(method=kwargs["fill_method"], inplace=True)
-
-    # Name and Categorize it
-    _params = f"_{length}_{signal}"
-    k.name = f"K{_params}"
-    d.name = f"D{_params}"
-    j.name = f"J{_params}"
-    k.category = d.category = j.category = "momentum"
-
-    # Prepare DataFrame to return
-    kdjdf = DataFrame({k.name: k, d.name: d, j.name: j})
-    kdjdf.name = f"KDJ{_params}"
-    kdjdf.category = "momentum"
-
-    return kdjdf
-
-
-kdj.__doc__ = \
-"""KDJ (KDJ)
-
-The KDJ indicator is actually a derived form of the Slow
-Stochastic with the only difference being an extra line
-called the J line. The J line represents the divergence
-of the %D value from the %K. The value of J can go
-beyond [0, 100] for %K and %D lines on the chart.
-
-Sources:
-    https://www.prorealcode.com/prorealtime-indicators/kdj/
-    https://docs.anychart.com/Stock_Charts/Technical_Indicators/Mathematical_Description#kdj
-
-Calculation:
-    Default Inputs:
-        length=9, signal=3
-    LL = low for last 9 periods
-    HH = high for last 9 periods
-
-    FAST_K = 100 * (close - LL) / (HH - LL)
-
-    K = RMA(FAST_K, signal)
-    D = RMA(K, signal)
-    J = 3K - 2D
-
-Args:
-    high (pd.Series): Series of 'high's
-    low (pd.Series): Series of 'low's
-    close (pd.Series): Series of 'close's
-    length (int): Default: 9
-    signal (int): Default: 3
-    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.Series: New feature generated.
-"""
+# -*- coding: utf-8 -*-
+"""
+KDJ
+
+Not sure if this is the same as the existing Stochastic Indicator
+Please reference https://www.moomoo.com/us/learn/detail-what-is-the-kdj-67019-220809006
+TODO: Change input to rows rather than entire dataframe
+"""
+import numpy as np
+def kdj(data):
+    
+
+
+    K, D, J = [], [], []
+    last_k, last_d = None, None
+    for index, row in data.iterrows():
+        if last_k is None or last_d is None:
+            last_k = 50
+            last_d = 50
+
+        c, l, h = row["close"], row["low"], row["high"]
+
+        rsv = (c - l) / (h - l) * 100
+
+        k = (2 / 3) * last_k + (1 / 3) * rsv
+        d = (2 / 3) * last_d + (1 / 3) * k
+        j = 3 * k - 2 * d
+
+        K.append(k)
+        D.append(d)
+        J.append(j)
+
+        last_k, last_d = k, d
+
+    return np.asarray(K), np.asarray(D), np.asarray(J)
\ No newline at end of file

From 99af815ed5b3cbad84179e4e02567ee9d852496a Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Fri, 10 Feb 2023 23:45:30 -0500
Subject: [PATCH 06/17] Update kdj.py

Changed input arguments
---
 pandas_ta/momentum/kdj.py | 32 ++++++++++++++++----------------
 1 file changed, 16 insertions(+), 16 deletions(-)

diff --git a/pandas_ta/momentum/kdj.py b/pandas_ta/momentum/kdj.py
index 069523ea..c18154cc 100644
--- a/pandas_ta/momentum/kdj.py
+++ b/pandas_ta/momentum/kdj.py
@@ -4,32 +4,32 @@
 
 Not sure if this is the same as the existing Stochastic Indicator
 Please reference https://www.moomoo.com/us/learn/detail-what-is-the-kdj-67019-220809006
-TODO: Change input to rows rather than entire dataframe
 """
 import numpy as np
-def kdj(data):
+def kdj(close, low, high):
     
 
 
     K, D, J = [], [], []
     last_k, last_d = None, None
-    for index, row in data.iterrows():
-        if last_k is None or last_d is None:
-            last_k = 50
-            last_d = 50
+    for c in close:
+        for l in low:
+            for h in high:
+                if last_k is None or last_d is None:
+                    last_k = 50
+                    last_d = 50
 
-        c, l, h = row["close"], row["low"], row["high"]
 
-        rsv = (c - l) / (h - l) * 100
+                rsv = (c - l) / (h - l) * 100
 
-        k = (2 / 3) * last_k + (1 / 3) * rsv
-        d = (2 / 3) * last_d + (1 / 3) * k
-        j = 3 * k - 2 * d
+                k = (2 / 3) * last_k + (1 / 3) * rsv
+                d = (2 / 3) * last_d + (1 / 3) * k
+                j = 3 * k - 2 * d
 
-        K.append(k)
-        D.append(d)
-        J.append(j)
+                K.append(k)
+                D.append(d)
+                J.append(j)
 
-        last_k, last_d = k, d
+                last_k, last_d = k, d
 
-    return np.asarray(K), np.asarray(D), np.asarray(J)
\ No newline at end of file
+    return np.asarray(K), np.asarray(D), np.asarray(J)

From 0ba7980e6a1a3dbc942f440bc06199b999f1f6b0 Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 09:51:44 -0500
Subject: [PATCH 07/17] Update kdj.py

Tested on some data to see if it returns the same as the tushare function it is based on
---
 pandas_ta/momentum/kdj.py | 30 ++++++++++++------------------
 1 file changed, 12 insertions(+), 18 deletions(-)

diff --git a/pandas_ta/momentum/kdj.py b/pandas_ta/momentum/kdj.py
index c18154cc..ac09e293 100644
--- a/pandas_ta/momentum/kdj.py
+++ b/pandas_ta/momentum/kdj.py
@@ -8,28 +8,22 @@
 import numpy as np
 def kdj(close, low, high):
     
-
-
+    rsv = (close - low) / (high - low) * 100
     K, D, J = [], [], []
-    last_k, last_d = None, None
-    for c in close:
-        for l in low:
-            for h in high:
-                if last_k is None or last_d is None:
-                    last_k = 50
-                    last_d = 50
-
+    print((rsv))
 
-                rsv = (c - l) / (h - l) * 100
 
-                k = (2 / 3) * last_k + (1 / 3) * rsv
-                d = (2 / 3) * last_d + (1 / 3) * k
-                j = 3 * k - 2 * d
+    K.append( (2 / 3) * 50 + (1 / 3) * rsv[0])
+    
+    
+    D.append((2 / 3) * 50 + (1 / 3) * K[0])
+    
+    for i in range(1,len(rsv)):
+        K.append((2 / 3) * K[i-1] + (1 / 3) * rsv[i])
+        D.append((2 / 3) * D[i-1] + (1 / 3) * K[i])
+        J.append(3 * K[i] - 2 * D[i])
 
-                K.append(k)
-                D.append(d)
-                J.append(j)
 
-                last_k, last_d = k, d
+   
 
     return np.asarray(K), np.asarray(D), np.asarray(J)

From e23e47677c1dad03237f040cdae46d4707986e4b Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 09:52:47 -0500
Subject: [PATCH 08/17] Update kdj.py

---
 pandas_ta/momentum/kdj.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/pandas_ta/momentum/kdj.py b/pandas_ta/momentum/kdj.py
index ac09e293..a97cca9e 100644
--- a/pandas_ta/momentum/kdj.py
+++ b/pandas_ta/momentum/kdj.py
@@ -10,7 +10,6 @@ def kdj(close, low, high):
     
     rsv = (close - low) / (high - low) * 100
     K, D, J = [], [], []
-    print((rsv))
 
 
     K.append( (2 / 3) * 50 + (1 / 3) * rsv[0])

From 8ce566119bfe6b19f3da9490929e714a4da9524b Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 11:26:13 -0500
Subject: [PATCH 09/17] Update kdj.py

---
 pandas_ta/momentum/kdj.py | 40 ++++++++++++++++++++++++++++++++++++---
 1 file changed, 37 insertions(+), 3 deletions(-)

diff --git a/pandas_ta/momentum/kdj.py b/pandas_ta/momentum/kdj.py
index a97cca9e..31c60d36 100644
--- a/pandas_ta/momentum/kdj.py
+++ b/pandas_ta/momentum/kdj.py
@@ -1,4 +1,4 @@
-# -*- coding: utf-8 -*-
+
 """
 KDJ
 
@@ -6,8 +6,22 @@
 Please reference https://www.moomoo.com/us/learn/detail-what-is-the-kdj-67019-220809006
 """
 import numpy as np
+import pandas as pd
+from pandas_ta.utils import verify_series
 def kdj(close, low, high):
     
+    # Validate arguments
+    
+    close = verify_series(close)
+    low = verify_series(low)
+    high = verify_series(high)
+    
+    if close is None: return
+    if low is None: return
+    if open is None: return
+    
+    #calculate
+    
     rsv = (close - low) / (high - low) * 100
     K, D, J = [], [], []
 
@@ -17,12 +31,32 @@ def kdj(close, low, high):
     
     D.append((2 / 3) * 50 + (1 / 3) * K[0])
     
+    J.append(3 * K[0] - 2 * D[0])
+    
     for i in range(1,len(rsv)):
         K.append((2 / 3) * K[i-1] + (1 / 3) * rsv[i])
         D.append((2 / 3) * D[i-1] + (1 / 3) * K[i])
         J.append(3 * K[i] - 2 * D[i])
+        
+    # Prepare DataFrame to return
+
+    K = pd.DataFrame(K)
+    D = pd.DataFrame(D)
+    J = pd.DataFrame(J)
+
+    
+    K.name = 'STOCH_K_TUSHARE'
+    D.name = 'STOCH_D_TUSHARE'
+    J.name = 'STOCH_J_TUSHARE'
+
+    K.category = D.category = J.category = "momentum"
 
 
-   
+    df = pd.DataFrame()
+    df["K"] = K
+    df["D"] = D
+    df["J"] = J
 
-    return np.asarray(K), np.asarray(D), np.asarray(J)
+    df.name = 'KDJ'
+    df.category = K.category
+    return df

From 526f525a9bd04cbf4f60ce4c899459202491a54a Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 13:26:49 -0500
Subject: [PATCH 10/17] Update vr.py

---
 pandas_ta/volume/vr.py | 37 ++++++++++++++++++++++++++-----------
 1 file changed, 26 insertions(+), 11 deletions(-)

diff --git a/pandas_ta/volume/vr.py b/pandas_ta/volume/vr.py
index 1f6a4f42..91ff6780 100644
--- a/pandas_ta/volume/vr.py
+++ b/pandas_ta/volume/vr.py
@@ -1,25 +1,36 @@
-# -*- coding: utf-8 -*-
 """
 VR Volatility Volume Ratio
-TODO: change input to rows and not entire dataframe
 """
 import numpy as np
+from pandas_ta.utils import verify_series
+import pandas as pd
 
-def vr(data, n=None):
+def vr(close, open, volume, n=None):
+        
+    # Validate arguments
     n = n if n and n > 0 else 26
     
+    close = verify_series(close)
+    open = verify_series(open)
+    volume = verify_series(volume)
+    
+    if close is None: return
+    if volume is None: return
+    if open is None: return
+    
+    #calculate
 
     VR = []
 
     AV_volumes, BV_volumes, CV_volumes = [], [], []
-    for index, row in data.iterrows():
+    for i in range(0,len(close)):
 
-        if row["close"] > row["open"]:
-            AV_volumes.append(row["volume"])
-        elif row["close"] < row["open"]:
-            BV_volumes.append(row["volume"])
+        if close[i] > open[i]:
+            AV_volumes.append(volume[i])
+        elif close[i] < open[i]:
+            BV_volumes.append(volume[i])
         else:
-            CV_volumes.append(row["volume"])
+            CV_volumes.append(volume[i])
 
         if len(AV_volumes) == n:
             del AV_volumes[0]
@@ -36,7 +47,11 @@ def vr(data, n=None):
             vr = (avs + (1 / 2) * cvs) / (bvs + (1 / 2) * cvs)
         else:
             vr = 0
-
         VR.append(vr)
+    # Prepare DataFrame to return
+    Final = pd.DataFrame(VR)
+    Final.name = "Volatility_Volume_Ratio"
+    Final.category = "volume"
+        
 
-    return np.asarray(VR)
\ No newline at end of file
+    return Final

From 821733825e1f4d5fa5ef7a0d1f8bead179c8db4c Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 13:49:21 -0500
Subject: [PATCH 11/17] Update vr.py

---
 pandas_ta/volume/vr.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/pandas_ta/volume/vr.py b/pandas_ta/volume/vr.py
index 91ff6780..a210f323 100644
--- a/pandas_ta/volume/vr.py
+++ b/pandas_ta/volume/vr.py
@@ -49,9 +49,9 @@ def vr(close, open, volume, n=None):
             vr = 0
         VR.append(vr)
     # Prepare DataFrame to return
-    Final = pd.DataFrame(VR)
-    Final.name = "Volatility_Volume_Ratio"
-    Final.category = "volume"
+    VR = pd.DataFrame(VR)
+    VR.name = "Volatility_Volume_Ratio"
+    VR.category = "volume"
         
 
-    return Final
+    return VR

From db2955f15da553cc1c5c261c26eb8eca0847963d Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 13:53:58 -0500
Subject: [PATCH 12/17] Update wr.py

---
 pandas_ta/trend/wr.py | 37 +++++++++++++++++++++++++++----------
 1 file changed, 27 insertions(+), 10 deletions(-)

diff --git a/pandas_ta/trend/wr.py b/pandas_ta/trend/wr.py
index f9f05953..c58d7b4f 100644
--- a/pandas_ta/trend/wr.py
+++ b/pandas_ta/trend/wr.py
@@ -1,30 +1,47 @@
-# -*- coding: utf-8 -*-
 """
 WR Williams Overbought/Oversold Index
-TODO: change input to rows and not entire dataframe
 
-"""
 
-def wnr(data, n=None):
+"""
+import pandas as pd
+from pandas_ta.utils import verify_series
+
+def wnr(close, low, high, n=None):
+    
+    # Validate arguments
+    
+    close = verify_series(close)
+    low = verify_series(low)
+    high = verify_series(high)
+
+    if close is None: return
+    if low is None: return
+    if open is None: return    
     n = n if n and n > 0 else 14
 
-
+    #calculate
+    
     high_prices = []
     low_prices = []
     WNR = []
 
-    for index, row in data.iterrows():
-        high_prices.append(row["high"])
+    for i in range(0,len(close)):
+        high_prices.append(high[i])
         if len(high_prices) == n:
             del high_prices[0]
-        low_prices.append(row["low"])
+        low_prices.append(low[i])
         if len(low_prices) == n:
             del low_prices[0]
 
         highest = max(high_prices)
         lowest = min(low_prices)
 
-        wnr = (highest - row["close"]) / (highest - lowest) * 100
+        wnr = (highest - close[i]) / (highest - lowest) * 100
         WNR.append(wnr)
+    # Prepare DataFrame to return
+    WNR = pd.DataFrame(WNR)    
+    WNR.category = "trend"
+    WNR.name = "Williams_Index"
+
+    return WNR
 
-    return WNR
\ No newline at end of file

From a8e7292877d50718d313382e1c477092c173021f Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 13:58:08 -0500
Subject: [PATCH 13/17] Update kdj.py

---
 pandas_ta/momentum/kdj.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/pandas_ta/momentum/kdj.py b/pandas_ta/momentum/kdj.py
index 31c60d36..e8dada51 100644
--- a/pandas_ta/momentum/kdj.py
+++ b/pandas_ta/momentum/kdj.py
@@ -18,7 +18,7 @@ def kdj(close, low, high):
     
     if close is None: return
     if low is None: return
-    if open is None: return
+    if high is None: return
     
     #calculate
     

From e3c2d7e4131008dc37ce68857bf60d9d68256317 Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 15:45:18 -0500
Subject: [PATCH 14/17] Update asi.py

---
 pandas_ta/volatility/asi.py | 79 ++++++++++++++++++++++---------------
 1 file changed, 48 insertions(+), 31 deletions(-)

diff --git a/pandas_ta/volatility/asi.py b/pandas_ta/volatility/asi.py
index 92a196ba..11f91c65 100644
--- a/pandas_ta/volatility/asi.py
+++ b/pandas_ta/volatility/asi.py
@@ -1,48 +1,65 @@
-# -*- coding: utf-8 -*-
 """
 Indicator: ASI Accumulation Swing Index
 Inspired by tushare
+
 """
 import numpy as np
 from pandas_ta.overlap import ma
+import pandas as pd
+from pandas_ta.utils import verify_series
 
-def asi(data, n=None):
-
+def asi(close, low, high, open, n=None):
+    
+    # Validate arguments
+    
+    close = verify_series(close)
+    low = verify_series(low)
+    high = verify_series(high)
+    open = verify_series(open)
+    
+    if close is None: return
+    if low is None: return
+    if high is None: return    
+    if open is None: return  
+    
     n = n if n and n > 0 else 5
-
+    #calculate
     SI = []
-    for index, row in data.iterrows():
-        if index == 0:
-            last_row = row
-            SI.append(0.)
-        else:
+    SI.append(0.)
 
-            a = abs(row["close"] - last_row["close"])
-            b = abs(row["low"] - last_row["close"])
-            c = abs(row["high"] - last_row["close"])
-            d = abs(last_row["close"] - last_row["open"])
+    for i in range(1,len(close)):
+        a = abs(close[i] - close[i-1])
+        b = abs(low[i] - close[i-1])
+        c = abs(high[i] - close[i-1])
+        d = abs(close[i-1] - open[i-1])
 
-            if b > a and b > c:
-                r = b + (1 / 2) * a + (1 / 4) * d
-            elif c > a and c > b:
-                r = c + (1 / 4) * d
-            else:
-                r = 0
+        if b > a and b > c:
+            r = b + (1 / 2) * a + (1 / 4) * d
+        elif c > a and c > b:
+            r = c + (1 / 4) * d
+        else:
+            r = 0
+
+        e = close[i] - close[i-1]
+        f = close[i] - open[i-1]
+        g = close[i-1] - open[i-1]
 
-            e = row["close"] - last_row["close"]
-            f = row["close"] - last_row["open"]
-            g = last_row["close"] - last_row["open"]
+        x = e + (1 / 2) * f + g
+        k = max(a, b)
+        l = 3
 
-            x = e + (1 / 2) * f + g
-            k = max(a, b)
-            l = 3
+        if np.isclose(r, 0) or np.isclose(l, 0):
+            si = 0
+        else:
+            si = 50 * (x / r) * (k / l)
 
-            if np.isclose(r, 0) or np.isclose(l, 0):
-                si = 0
-            else:
-                si = 50 * (x / r) * (k / l)
+        SI.append(si)
 
-            SI.append(si)
+    # Prepare DataFrame to return
+    SI = pd.DataFrame(SI)
 
-    ASI = ma("sma",SI, n)
+    ASI = SI.rolling(n).mean()
+    ASI.name = 'ASI'
+    ASI.category = 'volatility'
     return ASI
+

From 5afa9b559924c5d6cdd57afe5d9570a52837b074 Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 15:53:44 -0500
Subject: [PATCH 15/17] Update bbi.py

---
 pandas_ta/trend/bbi.py | 23 ++++++++++++++++-------
 1 file changed, 16 insertions(+), 7 deletions(-)

diff --git a/pandas_ta/trend/bbi.py b/pandas_ta/trend/bbi.py
index afc26a9a..f5d7ccce 100644
--- a/pandas_ta/trend/bbi.py
+++ b/pandas_ta/trend/bbi.py
@@ -1,14 +1,17 @@
-# -*- coding: utf-8 -*-
 """
 Indicator: BBI Bull Bear Index
 While this was inspired by Tushare, I found a different way to calculate this at https://www.tradingview.com/script/KvLCcuHB-BBI-4MA-4-overlay/
 
-
 """
 from pandas_ta.overlap import ma
 import numpy as np
+import pandas as pd
+from pandas_ta.utils import verify_series
 
-def bbi(data, shorter=None, short=None, long=None, longer=None):
+def bbi(close, shorter=None, short=None, long=None, longer=None):
+    # Validate arguments
+    close = verify_series(close)   
+    if close is None: return
    #usually a 3, 6, 12, and 24 day sma is used here I think
    #but it may be more useful to allow this to be changed
     shorter = shorter if shorter and shorter > 0 else 3
@@ -20,14 +23,20 @@ def bbi(data, shorter=None, short=None, long=None, longer=None):
 
     CS = []
     BBI = []
-    for index, row in data.iterrows():
-        CS.append(row["close"])
+    for i in range(0,len(close)):
+        CS.append(close[i])
 
         if len(CS) < 24:
-            BBI.append(row["close"])
+            BBI.append(close[i])
         else:
             #bbi = np.average([np.average(CS[-3:]), np.average(CS[-6:]), np.average(CS[-12:]), np.average(CS[-24:])])
             bbi = (ma("sma", CS[-shorter:], length=shorter)+ma("sma", CS[-short:], length=short)+ma("sma", CS[-long:], length=long)+ma("sma", CS[-longer:], length=longer)/4)
             BBI.append(bbi)
+            
+    # Prepare DataFrame to return       
+    BBI = pd.DataFrame(BBI)
+    BBI.name = 'BBI'
+    BBI.category = 'trend'
+    return BBI
+
 
-    return np.asarray(BBI)
\ No newline at end of file

From 3a8e9fdec75a7ff60fa9c441a915764b9aa4d7e2 Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 16:23:03 -0500
Subject: [PATCH 16/17] Add files via upload

ADXR
---
 pandas_ta/trend/adxr.py | 51 +++++++++++++++++++++++++++++++++++++++++
 1 file changed, 51 insertions(+)
 create mode 100644 pandas_ta/trend/adxr.py

diff --git a/pandas_ta/trend/adxr.py b/pandas_ta/trend/adxr.py
new file mode 100644
index 00000000..482b65cd
--- /dev/null
+++ b/pandas_ta/trend/adxr.py
@@ -0,0 +1,51 @@
+# -*- coding: utf-8 -*-
+"""
+ADXR
+"""
+
+import numpy as np
+import pandas as pd
+from pandas_ta.utils import verify_series
+from pandas_ta.trend import adx
+def adxr(high, low, close, n=None):
+    
+    # Validate arguments
+    close = verify_series(close)
+    low = verify_series(low)
+    high = verify_series(high)
+
+    
+    if close is None: return
+    if low is None: return
+    if high is None: return
+
+    n = n if n and n > 0 else 6
+    
+    ADX = adx(high, low, close, length=n).iloc[:, 0] 
+    print(ADX)
+    ADXR = []
+    
+    for i in range(0,len(close)):
+        
+        if i>= n:
+            adxr = (ADX[i] + ADX[i - n]) / 2
+            ADXR.append(adxr)
+        else:
+            ADXR.append(0)
+            
+    # Prepare DataFrame to return
+    
+    ADXR = pd.DataFrame(ADXR)
+    ADXR.name = 'ADXR'
+    ADXR.category = 'trend'
+    return ADXR
+
+
+
+#test
+'''
+import yfinance as yf
+df = yf.download(tickers = 'GD' , period='20d', interval='1d')
+print(adxr(df['High'], df['Low'], df['Close']))
+#print(df)
+'''
\ No newline at end of file

From f944d2d2902ec88380ca3c6d0e94c94c44791436 Mon Sep 17 00:00:00 2001
From: andymc31 <72295085+andymc31@users.noreply.github.com>
Date: Sat, 11 Feb 2023 16:23:34 -0500
Subject: [PATCH 17/17] Update adxr.py

---
 pandas_ta/trend/adxr.py | 11 -----------
 1 file changed, 11 deletions(-)

diff --git a/pandas_ta/trend/adxr.py b/pandas_ta/trend/adxr.py
index 482b65cd..6914e249 100644
--- a/pandas_ta/trend/adxr.py
+++ b/pandas_ta/trend/adxr.py
@@ -1,4 +1,3 @@
-# -*- coding: utf-8 -*-
 """
 ADXR
 """
@@ -39,13 +38,3 @@ def adxr(high, low, close, n=None):
     ADXR.name = 'ADXR'
     ADXR.category = 'trend'
     return ADXR
-
-
-
-#test
-'''
-import yfinance as yf
-df = yf.download(tickers = 'GD' , period='20d', interval='1d')
-print(adxr(df['High'], df['Low'], df['Close']))
-#print(df)
-'''
\ No newline at end of file