def chk_vol2(x1, x2):
x1 = np.log(np.abs(x1))
x2 = np.log(crtf.lag(x2))
x_idx = ~np.isnan(x1) & ~np.isnan(x2) & ~np.isinf(x1)
x1 = x1[x_idx]
x2 = x2[x_idx]
if len(x1) > 100:
return np.dot(x1, x2)/np.dot(x1, x1)
else:
return np.nan
def chk_vol(x1, x2):
x1 = np.log(np.abs(x1))
x2 = np.log(crtf.lag(x2))
x_idx = ~np.isnan(x1) & ~np.isnan(x2) & ~np.isinf(x1)
x1 = x1[x_idx]
x2 = x2[x_idx]
if len(x1) > 100:
# sl_, in_, rv_, pv_, st_ = stats.linregress(x2, x1)
sl_ = np.median(np.abs(x2-x1))
else:
rv_ = np.nan
sl_ = np.nan
return sl_
