Пример #1
0
        linreg.fillna(method=kwargs["fill_method"], inplace=True)

    # Name and Categorize it
    linreg.name = f"LR"
    if slope: linreg.name += "m"
    if intercept: linreg.name += "b"
    if angle: linreg.name += "a"
    if r: linreg.name += "r"

    linreg.name += f"_{length}"
    linreg.category = "overlap"

    return linreg


linreg.__doc__ = \
"""Linear Regression Moving Average (linreg)

Linear Regression Moving Average (LINREG). This is a simplified version of a
Standard Linear Regression. LINREG is a rolling regression of one variable. A
Standard Linear Regression is between two or more variables.

Source: TA Lib

Calculation:
    Default Inputs:
        length=14
    x = [1, 2, ..., n]
    x_sum = 0.5 * length * (length + 1)
    x2_sum = length * (length + 1) * (2 * length + 1) / 6
    divisor = length * x2_sum - x_sum * x_sum