def applyFlags(self, ts): _sell_list = [ ts.index[i] for (i, slope) in TS.roll_intersect(ts, -100) if slope ] _buy_list = [ ts.index[i] for (i, slope) in TS.roll_intersect(ts, 100) if not slope ] return dict(sell=_sell_list, buy=_buy_list)
def applyFlags(self, ts): _sell_list = [] _buy_list = [] direction = None _sell_list = [ ts.index[i] for (i, slope) in TS.roll_intersect(ts, 70) if slope ] _buy_list = [ ts.index[i] for (i, slope) in TS.roll_intersect(ts, 30) if not slope ] return dict( sell = _sell_list, buy = _buy_list )
def applyFlags(self, ts1, ts2): _overbought_list = [ self.index[i] for (i, direction) in TS.roll_intersect(ts1, self.series['close']) if direction ] _oversold_list = [ self.index[i] for (i, direction) in TS.roll_intersect(ts2, self.series['close']) if not direction ] return dict(oversold=_oversold_list, overbought=_overbought_list)
def applyFlags(self, ts): _sell_list = [] _buy_list = [] direction = None _sell_list = [ ts.index[i] for (i, slope) in TS.roll_intersect(ts, 70) if slope ] _buy_list = [ ts.index[i] for (i, slope) in TS.roll_intersect(ts, 30) if not slope ] return dict(sell=_sell_list, buy=_buy_list)
def applyFlags(self, ts1, ts2): _sell_list = [] _buy_list = [] direction = None for i, direction in TS.roll_intersect(ts1, ts2): if direction: _buy_list.append( self.index[i] ) else: _sell_list.append( self.index[i] ) return dict( sell = _sell_list, buy = _buy_list )
def applyFlags(self, ts1, ts2): _sell_list = [] _buy_list = [] direction = None for i, direction in TS.roll_intersect(ts1, ts2): if direction: _buy_list.append(self.index[i]) else: _sell_list.append(self.index[i]) return dict(sell=_sell_list, buy=_buy_list)
def applyFlags(self, ts): _sell_list = [ ts.index[i] for (i, slope) in TS.roll_intersect(ts, -100) if slope ] _buy_list = [ ts.index[i] for (i, slope) in TS.roll_intersect(ts, 100) if not slope ] return dict( sell = _sell_list, buy = _buy_list )
def applyFlags(self, ts1, ts2): _overbought_list = [ self.index[i] for (i, direction) in TS.roll_intersect(ts1, self.series['close']) if direction ] _oversold_list = [ self.index[i] for (i, direction) in TS.roll_intersect(ts2, self.series['close'] ) if not direction ] return dict( oversold = _oversold_list, overbought = _overbought_list )