Files
drift/feature_extractors/ta.py
T
2022-01-03 13:57:36 +01:00

9 lines
264 B
Python

import pandas_ta as ta
import pandas as pd
from feature_extractors.utils import get_close_low_high
def feature_EBSW(df: pd.DataFrame, period: int, is_log_return: bool) -> pd.Series:
close, low, high = get_close_low_high(df)
return ta.ebsw(close, period)