From 785daedb36340240f2cb8e5c56c59cf41ab20ebd Mon Sep 17 00:00:00 2001 From: Redsandy <34872843+Redsandyg@users.noreply.github.com> Date: Fri, 4 Mar 2022 16:37:47 +0300 Subject: [PATCH] Update CoreTraidMath.py --- Core/CoreTraidMath.py | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) diff --git a/Core/CoreTraidMath.py b/Core/CoreTraidMath.py index 71e5e7b..24a0e60 100644 --- a/Core/CoreTraidMath.py +++ b/Core/CoreTraidMath.py @@ -37,7 +37,7 @@ class CoreMath: self.base_df=base_df.reset_index(drop=True) self.params=params if self.params['dataType']=='ohcl': - self.col=self.base_df[[self.params['actionOptions']['valueType']]] + self.col=self.base_df[self.params['actionOptions']['valueType']] elif self.params['dataType']=='series': self.col=self.base_df self.ans=self.getAns() @@ -101,18 +101,17 @@ class CoreMath: ans = self.col.mean() if self.params['actionOptions']['MeanType']=='SMA': #ans=np.convolve(self.col, np.ones(self.params['actionOptions']['window']), 'valid') / self.params['actionOptions']['window'] - ans=self.col.rolling(window=self.params['actionOptions']['window']).mean() + ans=self.col.rolling(window=self.params['actionOptions']['window']).mean().to_list() if self.params['actionOptions']['MeanType']=='EMA': - ans=self.col.ewm(span=elf.params['actionOptions']['span'], adjust=False).mean() + ans=self.col.ewm(span=self.params['actionOptions']['span'], adjust=False).mean().to_list() if self.params['actionOptions']['MeanType']=='WMA': try: weights=self.params['actionOptions']['weights'] except KeyError: weights=np.arange(1,self.params['actionOptions']['window']+1) - ans=self.col.rolling(window=self.params['actionOptions']['window']).apply(lambda x: np.sum(weights*x) / weights.sum(), raw=False) + ans=self.col.rolling(window=self.params['actionOptions']['window']).apply(lambda x: np.sum(weights*x) / weights.sum(), raw=False).to_list() return(ans) -