Exemplo n.º 1
0
def wilders(candles: np.ndarray, period=5, source_type="close", sequential=False) -> Union[float, np.ndarray]:
    """
    WILDERS - Wilders Smoothing

    :param candles: np.ndarray
    :param period: int - default: 5
    :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.wilders(np.ascontiguousarray(source), period=period)

    return np.concatenate((np.full((candles.shape[0] - res.shape[0]), np.nan), res), axis=0) if sequential else res[-1]
Exemplo n.º 2
0
def wilders(candles: np.ndarray,
            period: int = 5,
            source_type: str = "close",
            sequential: bool = False) -> Union[float, np.ndarray]:
    """
    WILDERS - Wilders Smoothing

    :param candles: np.ndarray
    :param period: int - default: 5
    :param source_type: str - default: "close"
    :param sequential: bool - default=False

    :return: float | np.ndarray
    """
    candles = slice_candles(candles, sequential)

    source = get_candle_source(candles, source_type=source_type)
    res = ti.wilders(np.ascontiguousarray(source), period=period)

    return same_length(candles, res) if sequential else res[-1]