Python/Pandas calculate Ichimoku chart components

Question

I have Pandas DataFrame object with Date, Open, Close, Low and High daily stock data. I want to calculate components of Ichimoku chart. I can get my data using the following cod

Answer 1

EdChum's answer was very close in calculating the components for the Ichimoku Cloud.

The methodologies are correct but it missed to accommodate for the future dates for both leading_spans . When we are shifting the leading spans by 26 , pandas just shifts till the last date or last index and the extra(or future) 26 values are ignored.

Here's an implementation that accommodates for the future dates or future cloud formation

from datetime import timedelta

high_9 = df['High'].rolling(window= 9).max()
low_9 = df['Low'].rolling(window= 9).min()
df['tenkan_sen'] = (high_9 + low_9) /2

high_26 = df['High'].rolling(window= 26).max()
low_26 = df['Low'].rolling(window= 26).min()
df['kijun_sen'] = (high_26 + low_26) /2

# this is to extend the 'df' in future for 26 days
# the 'df' here is numerical indexed df
last_index = df.iloc[-1:].index[0]
last_date = df['Date'].iloc[-1].date()
for i in range(26):
    df.loc[last_index+1 +i, 'Date'] = last_date + timedelta(days=i)

df['senkou_span_a'] = ((df['tenkan_sen'] + df['kijun_sen']) / 2).shift(26)

high_52 = df['High'].rolling(window= 52).max()
low_52 = df['Low'].rolling(window= 52).min()
df['senkou_span_b'] = ((high_52 + low_52) /2).shift(26)

# most charting softwares dont plot this line
df['chikou_span'] = df['Close'].shift(-22) #sometimes -26 

tmp = df[['Close','senkou_span_a','senkou_span_b','kijun_sen','tenkan_sen']].tail(300)
a1 = tmp.plot(figsize=(15,10))
a1.fill_between(tmp.index, tmp.senkou_span_a, tmp.senkou_span_b)