Home › Forums › kdb+ › Technical Analysis using embedPy › Re: Technical Analysis using embedPy
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FYI if anyone is interested I was able to get this working now
py script
import pandas as pd from ta.utils import dropna from ta.volatility import BollingerBands def returnBB(df, window=20, window_dev=2): indicator_bb = BollingerBands(close=df["close"], window=20, window_dev=2) # Add Bollinger Bands features df['bb_bbm'] = indicator_bb.bollinger_mavg() df['bb_bbh'] = indicator_bb.bollinger_hband() df['bb_bbl'] = indicator_bb.bollinger_lband() # Add Bollinger Band high indicator df['bb_bbhi'] = indicator_bb.bollinger_hband_indicator() # Add Bollinger Band low indicator df['bb_bbli'] = indicator_bb.bollinger_lband_indicator() return df
and then q script
//load above .p script l bb.p
//make returnBB py func callable in q
func:.p.get`returnBB
//conv t to dataframe, pass to the py func and then conv back to qtable .ml.df2tab[func[.ml.tab2df[t]]]