def vhf(close, length=None, drift=None, offset=None, **kwargs):
"""Indicator: Vertical Horizontal Filter (VHF)"""
# Validate arguments
length = int(length) if length and length > 0 else 28
close = verify_series(close, length)
drift = get_drift(drift)
offset = get_offset(offset)
if close is None: return
# Calculate Result
hcp = close.rolling(length).max()
lcp = close.rolling(length).min()
diff = npFabs(close.diff(drift))
vhf = npFabs(non_zero_range(hcp, lcp)) / diff.rolling(length).sum()
# Offset
if offset != 0:
vhf = vhf.shift(offset)
# Handle fills
if "fillna" in kwargs:
vhf.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
vhf.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Categorize it
vhf.name = f"VHF_{length}"
vhf.category = "trend"
return vhf
def fibonacci(n: int = 2, **kwargs: dict) -> npNdArray:
"""Fibonacci Sequence as a numpy array"""
n = int(npFabs(n)) if n >= 0 else 2
zero = kwargs.pop("zero", False)
if zero:
a, b = 0, 1
else:
n -= 1
a, b = 1, 1
result = npArray([a])
for _ in range(0, n):
a, b = b, a + b
result = npAppend(result, a)
weighted = kwargs.pop("weighted", False)
if weighted:
fib_sum = npSum(result)
if fib_sum > 0:
return result / fib_sum
else:
return result
else:
return result
def combination(**kwargs: dict) -> int:
"""https://stackoverflow.com/questions/4941753/is-there-a-math-ncr-function-in-python"""
n = int(npFabs(kwargs.pop("n", 1)))
r = int(npFabs(kwargs.pop("r", 0)))
if kwargs.pop("repetition", False) or kwargs.pop("multichoose", False):
n = n + r - 1
# if r < 0: return None
r = min(n, n - r)
if r == 0:
return 1
numerator = reduce(mul, range(n, n - r, -1), 1)
denominator = reduce(mul, range(1, r + 1), 1)
return numerator // denominator
def symmetric_triangle(n: int = None, **kwargs: dict) -> Optional[List[int]]:
"""Symmetric Triangle with n >= 2
Returns a numpy array of the nth row of Symmetric Triangle.
n=4 => triangle: [1, 2, 2, 1]
=> weighted: [0.16666667 0.33333333 0.33333333 0.16666667]
"""
n = int(npFabs(n)) if n is not None else 2
triangle = None
if n == 2:
triangle = [1, 1]
if n > 2:
if n % 2 == 0:
front = [i + 1 for i in range(0, mfloor(n / 2))]
triangle = front + front[::-1]
else:
front = [i + 1 for i in range(0, mfloor(0.5 * (n + 1)))]
triangle = front.copy()
front.pop()
triangle += front[::-1]
if kwargs.pop("weighted", False) and isinstance(triangle, list):
triangle_sum = npSum(triangle)
triangle_weights = triangle / triangle_sum
return triangle_weights
return triangle
def pascals_triangle(n: int = None, **kwargs: dict) -> npNdArray:
"""Pascal's Triangle
Returns a numpy array of the nth row of Pascal's Triangle.
n=4 => triangle: [1, 4, 6, 4, 1]
=> weighted: [0.0625, 0.25, 0.375, 0.25, 0.0625]
=> inverse weighted: [0.9375, 0.75, 0.625, 0.75, 0.9375]
"""
n = int(npFabs(n)) if n is not None else 0
# Calculation
triangle = npArray([combination(n=n, r=i) for i in range(0, n + 1)])
triangle_sum = npSum(triangle)
triangle_weights = triangle / triangle_sum
inverse_weights = 1 - triangle_weights
weighted = kwargs.pop("weighted", False)
inverse = kwargs.pop("inverse", False)
if weighted and inverse:
return inverse_weights
if weighted:
return triangle_weights
if inverse:
return None
return triangle
