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

import mplfinance as mpf
import pandas as pd

#Import the data into a "df", with headers, with the name of the stock like "stk = 'AAPL'"
#MPLFinance does not fill-in-between,hence there is no cloud.

#Tenkan Sen
tenkan_max = df['High'].rolling(window = 9, min_periods = 0).max()
tenkan_min = df['Low'].rolling(window = 9, min_periods = 0).min()
df['tenkan_avg'] = (tenkan_max + tenkan_min) / 2

#Kijun Sen
kijun_max = df['High'].rolling(window = 26, min_periods = 0).max()
kijun_min = df['Low'].rolling(window = 26, min_periods = 0).min()
df['kijun_avg'] = (kijun_max + kijun_min) / 2

#Senkou Span A
#(Kijun + Tenkan) / 2 Shifted ahead by 26 periods
df['senkou_a'] = ((df['kijun_avg'] + df['tenkan_avg']) / 2).shift(26)

#Senkou Span B
#52 period High + Low / 2
senkou_b_max = df['High'].rolling(window = 52, min_periods = 0).max()
senkou_b_min = df['Low'].rolling(window = 52, min_periods = 0).min()
df['senkou_b'] = ((senkou_b_max + senkou_b_min) / 2).shift(52)

#Chikou Span
#Current close shifted -26
df['chikou'] = (df['Close']).shift(-26)


#Plotting Ichimoku

#m_plots = ['kijun_avg', 'tenkan_avg',df[df.columns[5:]][-250:] ]

add_plots= [
            mpf.make_addplot(df['kijun_avg'][-250:]),
            mpf.make_addplot(df['tenkan_avg'][-250:]),
            mpf.make_addplot(df['chikou'][-250:]),
            mpf.make_addplot(df['senkou_a'][-250:]),
            mpf.make_addplot(df['senkou_b'][-250:])
           ]

mpf.plot(df[-250:], type = 'candle', mav= 200, volume = True, ylabel = "Price", ylabel_lower  = 'Volume', style = 'nightclouds', figratio=(15,10), figscale = 1.5,  addplot = add_plots,  title = '%s' %stk)