stochastic_oscillator.py

def stochastic_oscillator(
    series: pd.Series,
    sample_window: int = 200,
    smoothing_window: int = 3,
) -> pd.Series:
    """Calculate the stochastic oscillator.

    Args:
        series: The series to calculate the oscillator for. Must be in chronological order.
        sample_window: The window to sample over. Default is 200.
        smoothing_window: The window to smooth over. Default is 3.

    Returns:
        The 'D' line of the stochastic oscillator.
    """
    # Get the minimum value over that rolling time period
    min_series = series.rolling(sample_window).min()

    # Get the maximum value over that rolling time period
    max_series = series.rolling(sample_window).max()

    # Calculate the 'K' line of a stochastic oscillator over that range
    k_series = (series - min_series) * 100 / (max_series - min_series)

    # Calculate the 'D' line over that range using the smoothing window
    d_series = k_series.rolling(smoothing_window).mean()

    # Round the number to 1 decimal place
    d_series = d_series.round(1)

    # Return the 'D' line
    return d_series