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Update CoreTraidMath.py

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Redsandy 2022-03-10 23:48:57 +03:00 committed by GitHub
parent 61553949fa
commit cf05ce0eb9
1 changed files with 32 additions and 11 deletions
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43
Core/CoreTraidMath.py
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@ -12,18 +12,10 @@ import statistics
import datetime import datetime
import matplotlib.dates as mdates
import matplotlib.pyplot as plt
import mplfinance as mpf
import plotly
#import plotly.plotly as py
import plotly.graph_objs as go
# these two lines allow your code to show up in a notebook
from plotly.offline import init_notebook_mode, iplot
from plotly.subplots import make_subplots
init_notebook_mode()
class CoreMath: class CoreMath:
@ -48,8 +40,10 @@ class CoreMath:
if self.params['action']=='findExt': if self.params['action']=='findExt':
ans = self.getExtremumValue() ans = self.getExtremumValue()
if self.params['action']=='findMean': elif self.params['action']=='findMean':
ans = self.getMeanValue() ans = self.getMeanValue()
elif self.params['action']=='findSTD':
ans=self.getSTD()
return ans return ans
@ -102,6 +96,7 @@ class CoreMath:
if self.params['actionOptions']['MeanType']=='SMA': if self.params['actionOptions']['MeanType']=='SMA':
ans=np.convolve(self.col, np.ones(self.params['actionOptions']['window']), 'valid') / self.params['actionOptions']['window'] 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().to_list() #ans=self.col.rolling(window=self.params['actionOptions']['window']).mean().to_list()
if self.params['actionOptions']['MeanType']=='EMA': if self.params['actionOptions']['MeanType']=='EMA':
ans=self.col.ewm(span=self.params['actionOptions']['span'], adjust=False).mean().to_list() ans=self.col.ewm(span=self.params['actionOptions']['span'], adjust=False).mean().to_list()
if self.params['actionOptions']['MeanType']=='WMA': if self.params['actionOptions']['MeanType']=='WMA':
@ -114,4 +109,30 @@ class CoreMath:
return(ans) return(ans)
def getSTD(self):
'''
actionOptions:
window
'''
ans=None
try:
window=self.params['actionOptions']['window']
ans=np.asarray([])
for i in range(len(self.col)-window+1):
ans=np.append(ans,np.std(self.col[i:i+window], ddof=1))
except:
#window = len(self.col)
ans=np.std(self.col, ddof=1)
return ans