mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 03:08:01 +00:00
Mark Aron Szulyovszky
29 lines
1.0 KiB
Python
29 lines
1.0 KiB
Python
import pandas as pd
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import numpy as np
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def STOK(close, low, high, n):
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STOK = ((close - low.rolling(n).min()) / (high.rolling(n).max() - low.rolling(n).min())) * 100
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return STOK
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def STOD(close, low, high, n):
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STOK = ((close - low.rolling(n).min()) / (high.rolling(n).max() - low.rolling(n).min())) * 100
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STOD = STOK.rolling(3).mean()
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return STOD
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def RSI(series, period):
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delta = series.diff().dropna()
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u=delta*0
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d = u.copy()
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u[delta > 0] = delta[delta > 0]
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d[delta < 0] = -delta[delta < 0]
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u[u.index[period-1]] = np.mean( u[:period] ) #first value is sum of avg gains u = u.drop(u.index[:(period-1)])
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d[d.index[period-1]] = np.mean( d[:period] ) #first value is sum of avg losses d = d.drop(d.index[:(period-1)])
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rs = u.ewm(com=period-1, adjust=False).mean() / \
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d.ewm(com=period-1, adjust=False).mean()
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return 100-100/(1+rs)
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def ROC(df, n):
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M = df.diff(n - 1)
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N = df.shift(n - 1)
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ROC = pd.Series(((M / N) * 100), name = 'ROC_' + str(n))
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return ROC |