Merge pull request #27 from joshyattridge:test_and_fix_previous_highs…

…_lows

fixed previous_high_low function

smartmoneyconcepts/smc.py

@@ -678,33 +678,21 @@ def previous_high_low(cls, ohlc: DataFrame, time_frame: str = "1D") -> Series:
 
         ohlc.index = pd.to_datetime(ohlc.index)
 
-        resampled_ohlc = ohlc.resample(time_frame).agg(
-            {
-                "open": "first",
-                "high": "max",
-                "low": "min",
-                "close": "last",
-                "volume": "sum",
-            }
-        )
-
-        # for every candle in ohlc add a new column with the previous high and low
-        # Fix: Import the datetime module
         previous_high = np.zeros(len(ohlc), dtype=np.float32)
         previous_low = np.zeros(len(ohlc), dtype=np.float32)
 
         for i in range(len(ohlc)):
-            current_time = ohlc.index[i]
-            # get the 1st high where the current time is greater than the time from the resampled ohlc
-            previous_high_index = resampled_ohlc["high"].where(
-                resampled_ohlc.index < current_time
-            ).last_valid_index()
-            previous_high[i] = resampled_ohlc["high"][previous_high_index] if previous_high_index is not None else np.nan
-            # get the 1st low where the current time is greater than the time from the resampled ohlc
-            previous_low_index = resampled_ohlc["low"].where(
-                resampled_ohlc.index < current_time
-            ).last_valid_index()
-            previous_low[i] = resampled_ohlc["low"][previous_low_index] if previous_low_index is not None else np.nan
+            resampled_ohlc = ohlc[:i].resample(time_frame).agg(
+                {
+                    "open": "first",
+                    "high": "max",
+                    "low": "min",
+                    "close": "last",
+                    "volume": "sum",
+                }
+            )
+            previous_high[i] = resampled_ohlc["high"][-2] if len(resampled_ohlc) > 1 else np.nan
+            previous_low[i] = resampled_ohlc["low"][-2] if len(resampled_ohlc) > 1 else np.nan
 
         previous_high = pd.Series(previous_high, name="PreviousHigh")
         previous_low = pd.Series(previous_low, name="PreviousLow")