bukosabino / ta / 1316

98%

master: 98%

Pull #367

circleci

Fix Aroon Up/Down to count from the most recent high/low

AroonIndicator used np.argmax / np.argmin, which return the first
(oldest) occurrence of the extreme in the rolling window. Aroon's
"periods since the N-period high/low" must be measured from the most
recent occurrence. When the highest high (or lowest low) is not unique
in the window, the indicator counted from the wrong bar and reported a
value that was too low.

The most visible symptom: when the current bar sets or ties the
N-period high, Aroon Up should be 100 (zero periods since the high), but
the indicator returned a smaller value because an earlier equal high was
used instead.

Use the last occurrence of the extreme within the window so ties resolve
to the most recent bar. Values are unchanged when the extreme is unique.

Added unit tests covering the tie-at-current-bar case.

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