예제 #1
0
파일: fwma.py 프로젝트: twopirllc/pandas-ta
def fwma(close, length=None, asc=None, offset=None, **kwargs):
    """Indicator: Fibonacci's Weighted Moving Average (FWMA)"""
    # Validate Arguments
    length = int(length) if length and length > 0 else 10
    asc = asc if asc else True
    close = verify_series(close, length)
    offset = get_offset(offset)

    if close is None: return

    # Calculate Result
    fibs = fibonacci(n=length, weighted=True)
    fwma = close.rolling(length, min_periods=length).apply(weights(fibs), raw=True)

    # Offset
    if offset != 0:
        fwma = fwma.shift(offset)

    # Handle fills
    if "fillna" in kwargs:
        fwma.fillna(kwargs["fillna"], inplace=True)
    if "fill_method" in kwargs:
        fwma.fillna(method=kwargs["fill_method"], inplace=True)

    # Name & Category
    fwma.name = f"FWMA_{length}"
    fwma.category = "overlap"

    return fwma
예제 #2
0
def fwma(close, length=None, asc=None, offset=None, **kwargs):
    """Indicator: Fibonacci's Weighted Moving Average (FWMA)"""
    # Validate Arguments
    close = verify_series(close)
    length = int(length) if length and length > 0 else 10
    min_periods = int(kwargs["min_periods"]) if "min_periods" in kwargs and kwargs["min_periods"] is not None else length
    asc = asc if asc else True
    offset = get_offset(offset)

    # Calculate Result
    fibs = fibonacci(n=length, weighted=True)
    fwma = close.rolling(length, min_periods=length).apply(weights(fibs), raw=True)

    # Offset
    if offset != 0:
        fwma = fwma.shift(offset)

    # Name & Category
    fwma.name = f"FWMA_{length}"
    fwma.category = "overlap"

    return fwma