def future_max_apply_nb(close: tp.Array2d,
window: int,
wait: int = 1) -> tp.Array2d:
"""Get the maximum of the next period."""
out = generic_nb.rolling_max_nb(close[::-1], window, minp=window)[::-1]
if wait > 0:
return generic_nb.bshift_nb(out, wait)
return out
def future_std_apply_nb(close, window, ewm, wait=1, adjust=False, ddof=0):
"""Get the standard deviation of the next period."""
if ewm:
out = generic_nb.ewm_std_nb(close[::-1], window, minp=window, adjust=adjust, ddof=ddof)[::-1]
else:
out = generic_nb.rolling_std_nb(close[::-1], window, minp=window, ddof=ddof)[::-1]
if wait > 0:
return generic_nb.bshift_nb(out, wait)
return out
def future_mean_apply_nb(close, window, ewm, wait=1, adjust=False):
"""Get the mean of the next period."""
if ewm:
out = generic_nb.ewm_mean_nb(close[::-1], window, minp=window, adjust=adjust)[::-1]
else:
out = generic_nb.rolling_mean_nb(close[::-1], window, minp=window)[::-1]
if wait > 0:
return generic_nb.bshift_nb(out, wait)
return out
def future_mean_apply_nb(close: tp.Array2d,
window: int,
ewm: bool,
wait: int = 1,
adjust: bool = False) -> tp.Array2d:
"""Get the mean of the next period."""
if ewm:
out = generic_nb.ewm_mean_nb(close[::-1],
window,
minp=window,
adjust=adjust)[::-1]
else:
out = generic_nb.rolling_mean_nb(close[::-1], window,
minp=window)[::-1]
if wait > 0:
return generic_nb.bshift_nb(out, wait)
return out
def future_std_apply_nb(close: tp.Array2d,
window: int,
ewm: bool,
wait: int = 1,
adjust: bool = False,
ddof: int = 0) -> tp.Array2d:
"""Get the standard deviation of the next period."""
if ewm:
out = generic_nb.ewm_std_nb(close[::-1],
window,
minp=window,
adjust=adjust,
ddof=ddof)[::-1]
else:
out = generic_nb.rolling_std_nb(close[::-1],
window,
minp=window,
ddof=ddof)[::-1]
if wait > 0:
return generic_nb.bshift_nb(out, wait)
return out
def fixed_labels_apply_nb(close: tp.Array2d, n: int) -> tp.Array2d:
"""Get percentage change from the current value to a future value."""
return (generic_nb.bshift_nb(close, n) - close) / close
def fixed_labels_apply_nb(close, n):
"""Get percentage change from current point to future point."""
return (generic_nb.bshift_nb(close, n) - close) / close
def future_min_apply_nb(close, window, wait=1):
"""Get the minimum of the next period."""
out = generic_nb.rolling_min_nb(close[::-1], window, minp=window)[::-1]
if wait > 0:
return generic_nb.bshift_nb(out, wait)
return out