如何将我的 Pinescript 代码重写为 Python

Question

I am trying to rewrite this code to Python:

src = input.source(close, "Source")
volStop(src) =>
    var max     = src
    var min     = src
    max         := math.max(max, src)
    min         := math.min(min, src)
    [max, min]

[max, min] = volStop(src)
plot(max, "Max", style=plot.style_cross)

Precisely I have a problem with these lines:

    max         := math.max(max, src)
    min         := math.min(min, src)

In Python I have a function, leta call it func1 , and I want to get the same result the Pinescript is returning.

I have only tried for loop since from what I understand calling a function in Pinescript works kind of like for loop. And I tried to replicate the calculation but I couldn't achieve the expected results.

This is the line that is being plotted on Tradingview:

And this is the line that is being plotted in Python: the area that is framed with red square is the approximate area that is visible on Tradingview screenshot.

My current code:

maxmin = pd.DataFrame()
maxmin["max"] = price_df[f"{name_var}"]
maxmin["min"] = price_df[f"{name_var}"]
for i in range(price_df.shape[0]):
    maxmin["max"].iloc[i] = max(maxmin["max"].shift(1).fillna(0).iloc[i], price_df[f"{name_var}"].iloc[i])
    maxmin["min"].iloc[i] = min(maxmin["min"].shift(1).fillna(0).iloc[i], price_df[f"{name_var}"].iloc[i])

The name_var variable is set to 'Close' column.

How can I rewrite the Pinescript code to Python to get the same results?

Answer 1

Pine Script basically runs your code on every bar and store variables into a history (series). This is why you can access old data.

I think the problem here is you should give the same input data to get the same output. The calculation starts from the 1st available bar, where bar_index is 0. You can scroll to the left to see at which time the 1st bar is. Then your input data in python should be the same. Or you can restrict your Pine Script to start calculation like this:

start_time = input.time(timestamp("1 Jan 2023 00:00 +0000"), "Date")

// ...

volStop(src) =>
    var max = src
    var min = src
    if time >= start_time
        max := math.max(max, src)
        min := math.min(min, src)
        [max, min]
    else
        [na, na]

// ...
   

---

The python code doesn't need the shift and fillna . The input data should not have na at all, because you need the same data as on TradingView, which has no na. So the for cycle and the builtin max/min do the job:

for i in range(price_df.shape[0]):
    maxmin["max"].iloc[i] = max(maxmin["max"].iloc[i], price_df[f"{name_var}"].iloc[i])
    maxmin["min"].iloc[i] = min(maxmin["min"].iloc[i], price_df[f"{name_var}"].iloc[i])

But it is slow because of the iteration and value access one by one. You can use pandas methods here:

maxmin['max'] = price_df[name_var].cummax()
maxmin['min'] = price_df[name_var].cummin()