def bollingerbands(self, k, price_type='close'): ave = np.mean(getattr(self, price_type)) sd = np.std(getattr(self, price_type)) upband = ave + (sd*k) lwband = ave - (sd*k) return _round(ave), _round(upband), _round(lwband)
def adjust_price_for_slippage(self, direction, price): direction_mod = -1 if direction in ('SELL','SHORT') else 1 # print(self.MAX_SLIPPAGE) return _round(price * (1+self.MAX_SLIPPAGE*direction_mod))
def mavg(self, price_type='close'): return _round(np.mean(getattr(self, price_type)))