Mariner Backtesting - TA-LIB Hilbert Transform - Phasor Components

 inphase, quadrature = HT_PHASOR(close)

 from cloudquant.interfaces import Strategy
from collections import OrderedDict
import ktgfunc
import talib

class WE_HT_PHASOR(Strategy):

    def on_start(self, md, order, service, account):
        # symbol and timestamp
        print(self.symbol + ":  " + service.time_to_string(service.system_time))
        daily_bars = md.bar.daily(start=-100)
        close = daily_bars.close
        inphase, quadrature = talib.HT_PHASOR(close)

        # get the date values
        dates = service._context.market._storage.market_hours.keys()
        dateList = []
        for date in dates:
           dateList.append(str(date.strftime('%Y-%m-%d')))
        dates = sorted(dateList, reverse=True)[1:101]
        dates.sort()

        dict = OrderedDict()
        dict['date'] = dates
        dict['close'] = close
        dict['inphase'] = inphase
        dict['quadrature'] = quadrature
        symbol = 'HT_PHASOR: ' + self.symbol
        print ktgfunc.talib_table(symbol, 2, dict)