本文整理汇总了Python中talib.STDDEV属性的典型用法代码示例。如果您正苦于以下问题:Python talib.STDDEV属性的具体用法?Python talib.STDDEV怎么用?Python talib.STDDEV使用的例子?那么, 这里精选的属性代码示例或许可以为您提供帮助。您也可以进一步了解该属性所在类talib
的用法示例。
在下文中一共展示了talib.STDDEV属性的7个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: stddev
# 需要导入模块: import talib [as 别名]
# 或者: from talib import STDDEV [as 别名]
def stddev(candles: np.ndarray, period=5, nbdev=1, source_type="close", sequential=False) -> Union[float, np.ndarray]:
"""
STDDEV - Standard Deviation
:param candles: np.ndarray
:param period: int - default: 5
:param nbdev: int - default: 1
: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 = talib.STDDEV(source, timeperiod=period, nbdev=nbdev)
return res if sequential else res[-1]
示例2: zscore
# 需要导入模块: import talib [as 别名]
# 或者: from talib import STDDEV [as 别名]
def zscore(candles: np.ndarray, period=14, matype=0, nbdev=1, source_type="close", sequential=False) -> Union[
float, np.ndarray]:
"""
zScore
:param candles: np.ndarray
:param period: int - default: 14
:param matype: int - default: 0
:param nbdev: int - default: 1
: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)
means = talib.MA(source, timeperiod=period, matype=matype)
sigmas = talib.STDDEV(source, timeperiod=period, nbdev=nbdev)
zScores = (source - means) / sigmas
return zScores if sequential else zScores[-1]
示例3: test_stdev
# 需要导入模块: import talib [as 别名]
# 或者: from talib import STDDEV [as 别名]
def test_stdev(self):
result = pandas_ta.stdev(self.close)
self.assertIsInstance(result, Series)
self.assertEqual(result.name, 'STDEV_30')
try:
expected = tal.STDDEV(self.close, 30)
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try:
corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
self.assertGreater(corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result, CORRELATION, ex)
示例4: STDDEV
# 需要导入模块: import talib [as 别名]
# 或者: from talib import STDDEV [as 别名]
def STDDEV(Series, timeperiod=5, nbdev=1):
return pd.Series(talib.STDDEV(Series.values, timeperiod, nbdev), index=Series.index)
示例5: std
# 需要导入模块: import talib [as 别名]
# 或者: from talib import STDDEV [as 别名]
def std(self, n, array=False):
"""
Standard deviation
"""
result = talib.STDDEV(self.close, n)
if array:
return result
return result[-1]
示例6: std
# 需要导入模块: import talib [as 别名]
# 或者: from talib import STDDEV [as 别名]
def std(self, n, array=False):
"""标准差"""
result = talib.STDDEV(self.close, n)
if array:
return result
return result[-1]
# ----------------------------------------------------------------------
示例7: STDDEV
# 需要导入模块: import talib [as 别名]
# 或者: from talib import STDDEV [as 别名]
def STDDEV(data, **kwargs):
_check_talib_presence()
prices = _extract_series(data)
return talib.STDDEV(prices, **kwargs)