本文整理匯總了Python中talib.WMA屬性的典型用法代碼示例。如果您正苦於以下問題：Python talib.WMA屬性的具體用法？Python talib.WMA怎麽用？Python talib.WMA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.WMA屬性的9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: wma
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import WMA [as 別名]
def wma(candles: np.ndarray, period=30, source_type="close", sequential=False) -> Union[float, np.ndarray]:
"""
WMA - Weighted Moving Average
:param candles: np.ndarray
:param period: int - default: 30
: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.WMA(source, timeperiod=period)
return res if sequential else res[-1] 示例2: TA_HMA
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import WMA [as 別名]
def TA_HMA(close, period):
"""
赫爾移動平均線(HMA)
Hull Moving Average.
Formula:
HMA = WMA(2*WMA(n/2) - WMA(n)), sqrt(n)
"""
hma = talib.WMA(2 * talib.WMA(close, int(period / 2)) - talib.WMA(close, period), int(np.sqrt(period)))
return hma 示例3: wma_close
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import WMA [as 別名]
def wma_close(self, sym, frequency, period=30):
if not self.kbars_ready(sym, frequency):
return []
closes = self.close(sym, frequency)
ma = ta.WMA(closes, timeperiod=period)
return ma 示例4: add_WMA
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import WMA [as 別名]
def add_WMA(self, timeperiod=20,
type='line', color='secondary', **kwargs):
"""Weighted Moving Average."""
if not self.has_close:
raise Exception()
utils.kwargs_check(kwargs, VALID_TA_KWARGS)
if 'kind' in kwargs:
type = kwargs['kind']
name = 'WMA({})'.format(str(timeperiod))
self.pri[name] = dict(type=type, color=color)
self.ind[name] = talib.WMA(self.df[self.cl].values,
timeperiod) 示例5: wma
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import WMA [as 別名]
def wma(src, length):
return talib.WMA(src, length) 示例6: fishers_inverse
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import WMA [as 別名]
def fishers_inverse(series: Series, smoothing: float = 0) -> np.ndarray:
""" Does a smoothed fishers inverse transformation.
Can be used with any oscillator that goes from 0 to 100 like RSI or MFI """
v1 = 0.1 * (series - 50)
if smoothing > 0:
v2 = ta.WMA(v1.values, timeperiod=smoothing)
else:
v2 = v1
return (np.exp(2 * v2)-1) / (np.exp(2 * v2) + 1) 示例7: test_wma
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import WMA [as 別名]
def test_wma():
'''test TA.WVMA'''
ma = TA.WMA(ohlc, period=20)
talib_ma = talib.WMA(ohlc['close'], timeperiod=20)
# assert round(talib_ma[-1], 5) == round(ma.values[-1], 5)
# assert 1511.96547 == 1497.22193
pass # close enough 示例8: test_wma
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import WMA [as 別名]
def test_wma(self):
result = pandas_ta.wma(self.close)
self.assertIsInstance(result, Series)
self.assertEqual(result.name, 'WMA_10')
try:
expected = tal.WMA(self.close, 10)
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9: WMA
# 需要導入模塊: import talib [as 別名]
# 或者: from talib import WMA [as 別名]
def WMA(data, **kwargs):
_check_talib_presence()
prices = _extract_series(data)
return talib.WMA(prices, **kwargs)
# ---------------------------------------------
# Momentum Indicators
# ---------------------------------------------