def compute(self, today, assets, out, lows, highs):
wl = self.window_length
high_date_index = nanargmax(highs, axis=0)
low_date_index = nanargmin(lows, axis=0)
evaluate(
'(100 * high_date_index) / (wl - 1)',
local_dict={
'high_date_index': high_date_index,
'wl': wl,
},
out=out.up,
)
evaluate(
'(100 * low_date_index) / (wl - 1)',
local_dict={
'low_date_index': low_date_index,
'wl': wl,
},
out=out.down,
)
def compute(self, today, assets, out, lows, highs):
wl = self.window_length
high_date_index = nanargmax(highs, axis=0)
low_date_index = nanargmin(lows, axis=0)
evaluate(
'(100 * high_date_index) / (wl - 1)',
local_dict={
'high_date_index': high_date_index,
'wl': wl,
},
out=out.up,
)
evaluate(
'(100 * low_date_index) / (wl - 1)',
local_dict={
'low_date_index': low_date_index,
'wl': wl,
},
out=out.down,
)
def compute(self, today, assets, out, lows, highs):
wl = self.window_length
high_date_index = nanargmax(highs, axis=0)
low_date_index = nanargmin(lows, axis=0)
evaluate(
"(100 * high_date_index) / (wl - 1)",
local_dict={
"high_date_index": high_date_index,
"wl": wl,
},
out=out.up,
)
evaluate(
"(100 * low_date_index) / (wl - 1)",
local_dict={
"low_date_index": low_date_index,
"wl": wl,
},
out=out.down,
)