mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-09 22:40:57 +00:00
doc headers
This commit is contained in:
@@ -1,5 +1,22 @@
|
||||
# NORMALIZE: Min-Max Normalization
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Numeric |
|
||||
| **Inputs** | Source (close) |
|
||||
| **Parameters** | `period` (default 14) |
|
||||
| **Outputs** | Single series (Normalize) |
|
||||
| **Output range** | Varies (see docs) |
|
||||
| **Warmup** | `period` bars |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- The Normalize transformer applies min-max scaling to map any value series into the bounded range [0, 1] based on the observed minimum and maximum w...
|
||||
- Parameterized by `period` (default 14).
|
||||
- Output range: Varies (see docs).
|
||||
- Requires `period` bars of warmup before first valid output (IsHot = true).
|
||||
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
|
||||
|
||||
> "Normalization is the art of making apples and oranges comparable—by insisting that everything lives on the same scale from 0 to 1."
|
||||
|
||||
The Normalize transformer applies min-max scaling to map any value series into the bounded range [0, 1] based on the observed minimum and maximum within a rolling lookback window. This technique is fundamental for feature scaling, creating bounded oscillators, and comparing series with different magnitudes.
|
||||
|
||||
Reference in New Issue
Block a user