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Python talib.STDDEV属性代码示例

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] 
开发者ID:jesse-ai,项目名称:jesse,代码行数:21,代码来源:stddev.py

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] 
开发者ID:jesse-ai,项目名称:jesse,代码行数:25,代码来源:zscore.py

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) 
开发者ID:twopirllc,项目名称:pandas-ta,代码行数:16,代码来源:test_indicator_statistics.py

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) 
开发者ID:QUANTAXIS,项目名称:QUANTAXIS,代码行数:4,代码来源:talib_series.py

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] 
开发者ID:ramoslin02,项目名称:51bitqunt,代码行数:10,代码来源:array_manager.py

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]

    # ---------------------------------------------------------------------- 
开发者ID:FutunnOpen,项目名称:futuquant,代码行数:10,代码来源:TinyQuantBase.py

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) 
开发者ID:ranaroussi,项目名称:qtpylib,代码行数:6,代码来源:talib_indicators.py


注:本文中的talib.STDDEV属性示例由纯净天空整理自Github/MSDocs等开源代码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。