Python padded_delta Examples

Example #1

File: signals.py Project: chrinide/analysis_and_trading

def prct_curr_tick_midprice_change(data, start_idx=None, end_idx=None):
    midprice = data["midprice"][start_idx:end_idx]
    return padded_delta(midprice, side="left", prct=True)

Example #2

File: signals.py Project: capitalk/analysis_and_trading

def prct_curr_tick_midprice_change(data, start_idx=None, end_idx=None):
    midprice = data['midprice'][start_idx:end_idx]
    return padded_delta(midprice, side='left', prct=True)

Example #3

File: signals.py Project: chrinide/analysis_and_trading

def next_tick_midprice_change(data, start_idx=None, end_idx=None):
    midprice = data["midprice"][start_idx:end_idx]
    return padded_delta(midprice, side="right")

Example #4

File: signals.py Project: capitalk/analysis_and_trading

def next_tick_midprice_change(data, start_idx=None, end_idx=None):
    midprice = data['midprice'][start_idx:end_idx]
    return padded_delta(midprice, side='right')