from curses import window

from src.indicators.indicators import *

INDICATOR_LIST = [
    RSI(5),
    RSI(7),
    RSI(10),
    RSI(14),
    RSI(15),
    RSI(20),
    RSI(25),
    RSI(30),
    RSI(35),
    RSI(40),
    HistoricalRange(shift_window=0),
    HistoricalRange(shift_window=1),
    HistoricalRange(shift_window=6),
    HistoricalRange(shift_window=13),
    HistoricalRange(shift_window=20),
    # DifferencedVolumeIndicator(shift_window=0),
    # DifferencedVolumeIndicator(shift_window=6),
    # DifferencedVolumeIndicator(shift_window=13),
    # DifferencedVolumeIndicator(shift_window=20),
    StochasticOscillator(fastk_period=14, slowd_period=3, slowk_period=3),
    StochasticOscillator(5, 3, 3),
    StochasticOscillator(fastk_period=21, slowd_period=5, slowk_period=5),
    RateOfChange(5),
    RateOfChange(10),
    RateOfChange(15),
    RateOfChange(20),
    ROC_MA(5, 5),
    ROC_MA(5, 10),
    ROC_MA(10, 10),
    ROC_MA(10, 20),
    ROC_MA(20, 20),
    ROC_MA(20, 40),
    NormalizedATR(5),
    NormalizedATR(14),
    NormalizedATR(21),
    ADX(7),
    ADX(14),
    ADX(30),
    ADX(60),
    ADX(120),
    ADX(240),
    BollingerBandwidth(10, nbdev=1.5),
    BollingerBandwidth(20, nbdev=2.0),
    BollingerBandwidth(50, nbdev=2.5),
    PriceRangeToVolatilityRatio(3, 5),
    PriceRangeToVolatilityRatio(3, 14),
    PriceRangeToVolatilityRatio(3, 21),
    PriceRangeToVolatilityRatio(7, 5),
    PriceRangeToVolatilityRatio(7, 14),
    PriceRangeToVolatilityRatio(7, 21),
    PriceRangeToVolatilityRatio(21, 5),
    PriceRangeToVolatilityRatio(21, 14),
    PriceRangeToVolatilityRatio(21, 21),
    # ImpulseCandleConviction(3, 1),
    # RelativeVolumeInWindow(3, 5),
    # RelativeVolumeInWindow(3, 14),
    # RelativeVolumeInWindow(3, 21),
    # RelativeVolumeInWindow(3, 30),
    # RelativeVolumeInWindow(3, 40),
]