isrising,isfalling

README.md

@@ -39,4 +39,6 @@ forced_exits_window = create_mask_from_window(exits, forced_exit_start, forced_e
 exits = exits | forced_exits_window
 
 exits.tail(20)
-```
+```
+
+`isrising(series,n)`,`isfalling(series, n)` - returns mask where the condition is satisfied of consecutive rising or falling elements

setup.py

@@ -2,7 +2,7 @@ from setuptools import setup, find_packages
 
 setup(
     name='ttools',
-    version='0.1.8',
+    version='0.1.9',
     packages=find_packages(),
     install_requires=[
         'vectorbtpro',

ttools/__init__.py

@@ -1 +1 @@
-from .vbtutils import AnchoredIndicator, create_mask_from_window
+from .vbtutils import AnchoredIndicator, create_mask_from_window, isrising, isfalling

ttools/vbtutils.py

@@ -4,6 +4,42 @@ import pandas_market_calendars as mcal
 from typing import Any
 import datetime
 
+def isrising(series: pd.Series, n: int) -> pd.Series:
+    """
+    Checks if a series is rising over a given window size.
+    
+    Parameters
+    ----------
+    series : pd.Series
+        Input series
+    n : int
+        Window size
+        
+    Returns
+    -------
+    pd.Series
+        Boolean mask indicating when the series is falling
+    """
+    return series.rolling(n).apply(lambda x: (x == sorted(x, reverse=True)).all(), raw=False).fillna(False).astype(bool)
+
+def isfalling(series: pd.Series, n: int) -> pd.Series:
+    """
+    Checks if a series is falling over a given window size.
+    
+    Parameters
+    ----------
+    series : pd.Series
+        Input series
+    n : int
+        Window size
+        
+    Returns
+    -------
+    pd.Series
+        Boolean mask indicating when the series is falling
+    """
+    return series.rolling(n).apply(lambda x: (x == sorted(x, reverse=True)).all(), raw=False).fillna(False).astype(bool)
+
 def create_mask_from_window(series: Any, entry_window_opens:int, entry_window_closes:int, use_cal: bool = True):
     """
     Accepts series and window range (number of minutes from market start) and returns boolean mask denoting