Update hwma.py

Close[i] raises KeyError
This commit is contained in:
moritzgun
2021-03-15 17:16:44 +01:00
committed by GitHub
parent a31489af18
commit 01eac4c350
+2 -2
View File
@@ -15,12 +15,12 @@ def hwma(close, na=None, nb=None, nc=None, offset=None, **kwargs):
# Calculate Result
last_a = last_v = 0
last_f = close[0]
last_f = close.iloc[0]
result = []
m = close.size
for i in range(m):
F = (1.0 - na) * (last_f + last_v + 0.5 * last_a) + na * close[i]
F = (1.0 - na) * (last_f + last_v + 0.5 * last_a) + na * close.iloc[i]
V = (1.0 - nb) * (last_v + last_a) + nb * (F - last_f)
A = (1.0 - nc) * last_a + nc * (V - last_v)
result.append((F + V + 0.5 * A))