本文整理匯總了Python中talib.ROC屬性的典型用法代碼示例。如果您正苦於以下問題：Python talib.ROC屬性的具體用法？Python talib.ROC怎麽用？Python talib.ROC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.ROC屬性的8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: roc
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import ROC [as 別名]
def roc(candles: np.ndarray, period=10, source_type="close", sequential=False) -> Union[float, np.ndarray]:
"""
ROC - Rate of change : ((price/prevPrice)-1)*100
:param candles: np.ndarray
:param period: int - default=10
: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.ROC(source, timeperiod=period)
if sequential:
return res
else:
return None if np.isnan(res[-1]) else res[-1] 示例2: cor
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import ROC [as 別名]
def cor(self, sym1, sym2, frequency, period=10):
if not self.kbars_ready(sym1, frequency) or not self.kbars_ready(sym2, frequency):
return []
close1 = self.close(sym1, frequency)
close2 = self.close(sym2, frequency)
roc1 = ta.ROC(close1, timeperiod=period)
roc2 = ta.ROC(close2, timeperiod=period)
return ta.CORREL(roc1, roc2, timeperiod=period) 示例3: test_indicator_ROC
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import ROC [as 別名]
def test_indicator_ROC(self):
n = 3
price = 'Close'
result = ROC(df, n)
isinstance(result, pd.DataFrame)
expected = talib.ROC(df[price].values, timeperiod=n)
np.testing.assert_almost_equal(result.values, expected) 示例4: add_ROC
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import ROC [as 別名]
def add_ROC(self, timeperiod=10,
type='line', color='tertiary', **kwargs):
"""Rate of Change."""
if not self.has_close:
raise Exception()
utils.kwargs_check(kwargs, VALID_TA_KWARGS)
if 'kind' in kwargs:
type = kwargs['kind']
name = 'ROC({})'.format(str(timeperiod))
self.sec[name] = dict(type=type, color=color)
self.ind[name] = talib.ROC(self.df[self.cl].values,
timeperiod) 示例5: backtest_market
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import ROC [as 別名]
def backtest_market(data, buy_barrier, short_barrier):
COL_TIME = 0
COL_CLOSE = 4
COL_VOLUME = 5
closes = [x[COL_CLOSE] for x in data]
dates = [x[COL_TIME] for x in data]
volumes = [x[COL_VOLUME] for x in data]
candle_data = {'close': closes, 'volume': volumes}
bars = pd.DataFrame(candle_data, index=dates, columns = ['close','volume'])
#print (bars.describe())
bars['Pct Change'] = bars['close'].astype('float').pct_change()
bars['RSI'] = talib.RSI(bars['close'])
bars['volumeROC'] = talib.ROC(bars['volume'])
symbol = market
rfs = RSIStrategy('close', bars, buy_barrier, short_barrier)
signals = rfs.generate_signals()
#print ("signal summary \n",signals.describe())
backtest = MarketOnOpenPortfolio(symbol, bars, signals)
pf = backtest.backtest_portfolio()
lastindex = pf['Strategy'][-1]
total_return = lastindex/100 -1
print ("total return ",total_return)
plot_portfolio(pf) 示例6: test_roc
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import ROC [as 別名]
def test_roc():
"""test TA.ROC"""
roc = TA.ROC(ohlc, 10)
talib_roc = talib.ROC(ohlc["close"], 10)
assert round(talib_roc[-1], 5) == round(roc.values[-1], 5) 示例7: test_roc
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import ROC [as 別名]
def test_roc(self):
result = pandas_ta.roc(self.close)
self.assertIsInstance(result, Series)
self.assertEqual(result.name, 'ROC_10')
try:
expected = tal.ROC(self.close)
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8: ROC
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import ROC [as 別名]
def ROC(data, **kwargs):
_check_talib_presence()
prices = _extract_series(data)
return talib.ROC(prices, **kwargs)