Exemplo n.º 1
0
def vidya(candles: np.ndarray,
          short_period: int = 2,
          long_period: int = 5,
          alpha: float = 0.2,
          source_type: str = "close",
          sequential: bool = False) -> Union[float, np.ndarray]:
    """
    VIDYA - Variable Index Dynamic Average

    :param candles: np.ndarray
    :param short_period: int - default: 2
    :param long_period: int - default: 5
    :param alpha: float - default: 0.2
    :param source_type: str - default: "close"
    :param sequential: bool - default: False

    :return: float | np.ndarray
    """
    if len(candles.shape) == 1:
        source = candles
    else:
        candles = slice_candles(candles, sequential)
        source = get_candle_source(candles, source_type=source_type)

    res = ti.vidya(np.ascontiguousarray(source),
                   short_period=short_period,
                   long_period=long_period,
                   alpha=alpha)

    return same_length(candles, res) if sequential else res[-1]
Exemplo n.º 2
0
Arquivo: vidya.py Projeto: t3ch9/jesse
def vidya(candles: np.ndarray,
          short_period: int = 2,
          long_period: int = 5,
          alpha: float = 0.2,
          source_type: str = "close",
          sequential: bool = False) -> Union[float, np.ndarray]:
    """
    VIDYA - Variable Index Dynamic Average

    :param candles: np.ndarray
    :param short_period: int - default: 2
    :param long_period: int - default: 5
    :param alpha: float - default: 0.2
    :param source_type: str - default: "close"
    :param sequential: bool - default=False

    :return: float | np.ndarray
    """
    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    source = get_candle_source(candles, source_type=source_type)
    res = ti.vidya(np.ascontiguousarray(source),
                   short_period=short_period,
                   long_period=long_period,
                   alpha=alpha)

    return np.concatenate(
        (np.full((candles.shape[0] - res.shape[0]), np.nan),
         res), axis=0) if sequential else res[-1]