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Python talib.STDDEV屬性代碼示例

本文整理匯總了Python中talib.STDDEV屬性的典型用法代碼示例。如果您正苦於以下問題:Python talib.STDDEV屬性的具體用法?Python talib.STDDEV怎麽用?Python talib.STDDEV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talib的用法示例。


在下文中一共展示了talib.STDDEV屬性的7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: stddev

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import STDDEV [as 別名]
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] 
開發者ID:jesse-ai,項目名稱:jesse,代碼行數:21,代碼來源:stddev.py

示例2: zscore

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import STDDEV [as 別名]
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] 
開發者ID:jesse-ai,項目名稱:jesse,代碼行數:25,代碼來源:zscore.py

示例3: test_stdev

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import STDDEV [as 別名]
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) 
開發者ID:twopirllc,項目名稱:pandas-ta,代碼行數:16,代碼來源:test_indicator_statistics.py

示例4: STDDEV

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import STDDEV [as 別名]
def STDDEV(Series, timeperiod=5, nbdev=1):
    return pd.Series(talib.STDDEV(Series.values, timeperiod, nbdev), index=Series.index) 
開發者ID:QUANTAXIS,項目名稱:QUANTAXIS,代碼行數:4,代碼來源:talib_series.py

示例5: std

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import STDDEV [as 別名]
def std(self, n, array=False):
        """
        Standard deviation
        """
        result = talib.STDDEV(self.close, n)
        if array:
            return result
        return result[-1] 
開發者ID:ramoslin02,項目名稱:51bitqunt,代碼行數:10,代碼來源:array_manager.py

示例6: std

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import STDDEV [as 別名]
def std(self, n, array=False):
        """標準差"""
        result = talib.STDDEV(self.close, n)
        if array:
            return result
        return result[-1]

    # ---------------------------------------------------------------------- 
開發者ID:FutunnOpen,項目名稱:futuquant,代碼行數:10,代碼來源:TinyQuantBase.py

示例7: STDDEV

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import STDDEV [as 別名]
def STDDEV(data, **kwargs):
    _check_talib_presence()
    prices = _extract_series(data)
    return talib.STDDEV(prices, **kwargs) 
開發者ID:ranaroussi,項目名稱:qtpylib,代碼行數:6,代碼來源:talib_indicators.py


注:本文中的talib.STDDEV屬性示例由純淨天空整理自Github/MSDocs等開源代碼及文檔管理平台,相關代碼片段篩選自各路編程大神貢獻的開源項目,源碼版權歸原作者所有,傳播和使用請參考對應項目的License;未經允許,請勿轉載。