本文整理匯總了Python中talib.MIDPRICE屬性的典型用法代碼示例。如果您正苦於以下問題：Python talib.MIDPRICE屬性的具體用法？Python talib.MIDPRICE怎麽用？Python talib.MIDPRICE使用的例子？那麽, 這裏精選的屬性代碼示例或許可以為您提供幫助。您也可以進一步了解該屬性所在類talib的用法示例。
在下文中一共展示了talib.MIDPRICE屬性的6個代碼示例，這些例子默認根據受歡迎程度排序。您可以為喜歡或者感覺有用的代碼點讚，您的評價將有助於係統推薦出更棒的Python代碼示例。
示例1: midprice
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MIDPRICE [as 別名]
def midprice(candles: np.ndarray, period=14, sequential=False) -> Union[float, np.ndarray]:
"""
MIDPRICE - Midpoint Price over period
:param candles: np.ndarray
:param period: int - default=14
:param sequential: bool - default=False
:return: float | np.ndarray
"""
if not sequential and len(candles) > 240:
candles = candles[-240:]
res = talib.MIDPRICE(candles[:, 3], candles[:, 4], timeperiod=period)
if sequential:
return res
else:
return None if np.isnan(res[-1]) else res[-1] 示例2: MAMA
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MIDPRICE [as 別名]
def MAMA(Series, fastlimit=0.5, slowlimit=0.05):
mama, fama = talib.MAMA(Series.values, fastlimit, slowlimit)
return pd.Series(mama, index=Series.index), pd.Series(fama, index=Series.index)
# # MAVP - Moving average with variable period
# real = talib.MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)
# # MIDPOINT - MidPoint over period
# real = talib.MIDPOINT(close, timeperiod=14)
# # MIDPRICE - Midpoint Price over period
# real = talib.MIDPRICE(high, low, timeperiod=14)
# # SAREXT - Parabolic SAR - Extended
# real = SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0,
# accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)
# # T3 - Triple Exponential Moving Average (T3)
# real = T3(close, timeperiod=5, vfactor=0)
# # TEMA - Triple Exponential Moving Average
# real = TEMA(close, timeperiod=30)
# # TRIMA - Triangular Moving Average
# real = TRIMA(close, timeperiod=30)
# # WMA - Weighted Moving Average
# real = WMA(close, timeperiod=30) 示例3: mid_price
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MIDPRICE [as 別名]
def mid_price(self, sym, frequency, *args, **kwargs):
if not self.kbars_ready(sym, frequency):
return []
highs = self.high(sym, frequency)
lows = self.low(sym, frequency)
v = ta.MIDPRICE(highs, lows, *args, **kwargs)
return v 示例4: MIDPRICE
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MIDPRICE [as 別名]
def MIDPRICE(frame, n=14, high_col='high', low_col='low'):
return _frame_to_series(frame, [high_col, low_col], talib.MIDPRICE, n) 示例5: test_midprice
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MIDPRICE [as 別名]
def test_midprice(self):
result = pandas_ta.midprice(self.high, self.low)
self.assertIsInstance(result, Series)
self.assertEqual(result.name, 'MIDPRICE_2')
try:
expected = tal.MIDPRICE(self.high, self.low, 2)
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6: MIDPRICE
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MIDPRICE [as 別名]
def MIDPRICE(data, **kwargs):
_check_talib_presence()
_, phigh, plow, _, _ = _extract_ohlc(data)
return talib.MIDPRICE(phigh, plow, **kwargs)