def get_full(prices, *args, **kwargs):
lookback = args[0]
values = []
for i in range(len(prices)):
if i >= lookback:
ps = prices[i - lookback:i]
der = Analyzer.derive_same_len(ps[-lookback:])[1:]
values.append(sum([abs(x) for x in der]) / (lookback - 1))
else:
values.append(0)
return values
def get_full(prices):
lowp_raw10 = Lowpass.get_full(prices, cutoff_freq=10)
derivative = Analyzer.derive_same_len(lowp_raw10, times=2) # 2
mader = [i for i in Lowpass.get_full(derivative, cutoff_freq=5)]
return Lowpass.get_full(mader, cutoff_freq=10)
def _call(self, prices):
der = Analyzer.derive_same_len(prices[-self.lookback:])[1:]
return sum([abs(x) for x in der]) / (self.lookback - 1)
