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)))
