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Merge branch 'pr/79' into development

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This commit is contained in:
Kevin Johnson
2020-07-25 11:36:28 -07:00
parent 93c898a005 4cf1d86996
commit b16cb4e3bd
2 changed files with 15 additions and 6 deletions
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pandas_ta/statistics/stdev.py
+7 -3
View File
@@ -3,15 +3,16 @@ from numpy import sqrt as npsqrt
from .variance import variance
from ..utils import get_offset, verify_series
def stdev(close, length=None, offset=None, **kwargs):
def stdev(close, length=None, ddof=1, offset=None, **kwargs):
"""Indicator: Standard Deviation"""
# Validate Arguments
close = verify_series(close)
length = int(length) if length and length > 0 else 30
ddof = int(ddof) if ddof >= 0 and ddof < length else 1
offset = get_offset(offset)
# Calculate Result
stdev = variance(close=close, length=length).apply(npsqrt)
stdev = variance(close=close, length=length, ddof=ddof).apply(npsqrt)
# Offset
if offset != 0:
@@ -39,6 +40,9 @@ Calculation:
Args:
close (pd.Series): Series of 'close's
length (int): It's period. Default: 30
ddof (int): Delta Degrees of Freedom.
The divisor used in calculations is N - ddof,
where N represents the number of elements. Default: 1
offset (int): How many periods to offset the result. Default: 0
Kwargs:
@@ -47,4 +51,4 @@ Kwargs:
Returns:
pd.Series: New feature generated.
"""
"""
pandas_ta/statistics/variance.py
+8 -3
View File
@@ -1,16 +1,18 @@
# -*- coding: utf-8 -*-
from ..utils import get_offset, verify_series
def variance(close, length=None, offset=None, **kwargs):
def variance(close, length=None, ddof=1, offset=None, **kwargs):
"""Indicator: Variance"""
# Validate Arguments
close = verify_series(close)
length = int(length) if length and length > 1 else 30
ddof = int(ddof) if ddof >= 0 and ddof < length else 1
min_periods = int(kwargs['min_periods']) if 'min_periods' in kwargs and kwargs['min_periods'] is not None else length
offset = get_offset(offset)
# Calculate Result
variance = close.rolling(length, min_periods=min_periods).var()
variance = close.rolling(length, min_periods=min_periods).var(ddof)
# Offset
if offset != 0:
@@ -37,6 +39,9 @@ Calculation:
Args:
close (pd.Series): Series of 'close's
length (int): It's period. Default: 30
ddof (int): Delta Degrees of Freedom.
The divisor used in calculations is N - ddof,
where N represents the number of elements. Default: 1
offset (int): How many periods to offset the result. Default: 0
Kwargs:
@@ -45,4 +50,4 @@ Kwargs:
Returns:
pd.Series: New feature generated.
"""
"""