# # x12_corr1_ft = crtf.fish_trans(x12_corr2) # # x12_corr1_ft_c = cum_spec(x12_corr1_ft) # # # x12_corr1_ft_sm = 6*(crtf.ema(x12_corr1_ft_c, 5)-crtf.ema(x12_corr1_ft_c, 7))/(7-1) # # x12_corr1_ft_sm = crtf.lrbeta(x12_corr1_ft_c, 5, lg=False) # # x12_corr6_ = crtf.fish_inv_trans(x12_corr1_ft_sm) # x12_corr6_ = crtf.fish_inv_trans(crtf.lrbeta(crtf.cumsum_special(crtf.fish_trans(x12_corr2)), 7, lg=False)) # ny = crtf.fst_nan(x12_corr6_) # x12_corr6 = np.empty(x12_corr6_.shape[0])*np.nan # x12_corr6[ny+7*3:] = x12_corr6_[ny+7*3:] # crup.plot_ts(dt, x12_corr6) # # --- x12_corr2 = np.ones(n)*np.nan x12_corr2 = 3*crtf.ema(x1*x2, mi2)/np.sqrt(crtf.ema(x1**2, mi2)*crtf.ema(x2**2, mi2))-\ 2*crtf.ema(x1*x2, mi)/np.sqrt(crtf.ema(x1**2, mi)*crtf.ema(x2**2, mi)) crup.plot_ts(dt, x12_corr2) x12_corr1_ft = crtf.fish_trans(x12_corr2) x12_corr1_ft_c = cum_spec(x12_corr1_ft) # x12_corr1_ft_sm = 6*(crtf.ema(x12_corr1_ft_c, 5)-crtf.ema(x12_corr1_ft_c, 7))/(7-1) x12_corr1_ft_sm = crtf.lrbeta(x12_corr1_ft_c, 5, lg=False) x12_corr6_ = crtf.fish_inv_trans(x12_corr1_ft_sm) ny = crtf.fst_nan(x12_corr6_) x12_corr6 = np.empty(x12_corr6_.shape[0])*np.nan x12_corr6[ny+7*2:] = x12_corr6_[ny+7*2:] crup.plot_ts(dt, x12_corr6) x12_corr3 = crtf.cor_cc(testc1, testc2, mi)
print(i) print(Value[0:20]) print(Yg[0:20]) print(Wg[0:20]) print(WgCs[0:20]) print(jIdx) print(WgCs[jIdx]) print(Ym[0:25]) print(Y[0:25]) crup.plot_ts(x['Date'].values, Input) crup.plot_ts(x['Date'].values, Y) Y2 = crtf.ema(Input, Periods) crup.plot_ts(x['Date'].values, Y2) # # def mma(x, m, lg=False): # n = x.shape[0] # ny = crtf.fst_nan(x) # mi = int(m) # x1 = crtf.fill(x) # y = np.empty(n)*np.nan # ym = np.empty(n)*np.nan # yg = np.empty(n-ny)*np.nan # wg = np.empty(n-ny)*np.nan