Kevin Johnson
b16cb4e3bd
Merge branch 'pr/79' into development
2020-07-25 11:36:28 -07:00
Kevin Johnson
93c898a005
MAINT rsi refactor
2020-07-25 11:30:00 -07:00
YuvalWein and GitHub
4cf1d86996
Update stdev.py
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Same as variance explanation, since std = sqrt(variance):
When calculation variance we can divide the calculation by N, or by N-1.
When calculating sample variance we divide by N-1 (like in the current code).(https://towardsdatascience.com/why-sample-variance-is-divided-by-n-1-89821b83ef6d )
Sometimes We want to divide by N like the basis formula, to calculate population variance. (https://en.wikipedia.org/wiki/Variance#Discrete_random_variable )
For me its useful to add another parameter that will make it possible to calculate both of then using one function.
Is it useful for you?
2020-07-23 10:26:04 +03:00
YuvalWein and GitHub
94696f6120
Update variance.py
...
When calculation variance we can divide the calculation by N, or by N-1.
When calculating sample variance we divide by N-1 (like in the current code).(https://towardsdatascience.com/why-sample-variance-is-divided-by-n-1-89821b83ef6d )
Sometimes We want to divide by N like the basis formula, to calculate population variance. (https://en.wikipedia.org/wiki/Variance#Discrete_random_variable )
For me its useful to add another parameter that will make it possible to calculate both of then using one function.
Is it useful for you?
2020-07-23 10:22:55 +03:00
Kevin Johnson
40594c49d1
ENH resolved #72 MAINT refactor candles directory
2020-07-22 17:08:45 -07:00
Kevin Johnson
7bdd5009a5
BUG Donchian input fixed #73
2020-07-21 11:23:28 -07:00
Kevin Johnson
1d484af53e
MAINT YuvalWein cmf documentation fix
2020-07-21 10:57:28 -07:00
Kevin Johnson
78926405d1
Merge branch 'pr/78' into development
2020-07-21 10:53:59 -07:00
Kevin Johnson
b356fca04d
MAINT BBANDS RMA tests ENH Strategy + Watchlist Class + New Notebook
2020-07-21 10:49:33 -07:00
YuvalWein and GitHub
334f3648c1
Update cmf.py
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Confusing documentation:
note that in the Arg of doc we have open before volume, and open is not an optional parameter.
its different from the real function arguments.
2020-07-21 11:30:11 +03:00
Kevin Johnson and GitHub
0a34a0f9cc
Merge pull request #71 from phoenixg1/master
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Solving for cold start in supertrend - setting a default trend value of +1
2020-07-11 11:00:02 -07:00
Gaurav Swaroop
94e6f37f07
Solving for cold start - setting a default trend value of +1
2020-07-11 17:42:13 +05:30
Kevin Johnson
11730dad3f
DOC STY
2020-07-05 15:30:10 -07:00
Kevin Johnson and GitHub
f0faff6d7e
Merge pull request #67 from twopirllc/development
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MAINT PERF ENH ema, wma and macd
2020-07-05 15:23:39 -07:00
Kevin Johnson
7e36ac1ded
MAINT PERF ENH ema, wma and macd
2020-07-05 15:22:03 -07:00
Kevin Johnson and GitHub
98099f71de
Merge pull request #65 from twopirllc/development
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ENH mp property + strategy multiprocessing support
2020-06-17 10:21:55 -07:00
Kevin Johnson
40ab535838
ENH mp property + strategy multiprocessing support
2020-06-17 10:16:41 -07:00
Kevin Johnson
9cb7adb543
ENH cdl_doji DEV candle MAINT refactor timing
2020-06-14 18:33:40 -07:00
Kevin Johnson
158288dd33
ENH rvi indicator DEV unsigned_differences MAINT utils
2020-06-05 12:26:27 -07:00
Kevin Johnson
fdb4ed66c0
MAINT refactor rvi to rvgi prior to adding rvi
2020-06-03 09:57:29 -07:00
Kevin Johnson
5446950b3e
DOC readme correction
2020-06-03 09:17:53 -07:00
Kevin Johnson
feb9960741
BUG swma triangle correction
2020-06-03 09:16:27 -07:00
Kevin Johnson
16ee6f85bc
ENH inertia added
2020-06-02 20:43:54 -07:00
Kevin Johnson
e849c27f09
MAINT README fix
2020-06-02 15:36:45 -07:00
Kevin Johnson
2d1745b9c8
Merge branch 'development'
2020-06-02 15:34:02 -07:00
Kevin Johnson
bc52d67b99
BUG dpo calc fix ENH pvo added MAINT minor
2020-06-02 15:32:53 -07:00
Kevin Johnson
b966b1f1b6
BUG missing package from setup.py
2020-06-01 11:58:25 -07:00
Kevin Johnson
5997536da6
ENH + MAINT added Heikin-Ashi and Supertrend
2020-06-01 11:00:32 -07:00
Kevin Johnson
6e6a5f7a34
Merge branch 'pr/56' into development
2020-05-29 08:51:06 -07:00
Kevin Johnson
755cf66c94
MAINT factor out datetime_ordered to utils
2020-05-29 08:48:42 -07:00
fff-git
3d97965749
correction retour ligne dans stoch
2020-05-29 17:08:28 +02:00
fff-git
8f35af18b6
correction déco sur increase enlevé par erreur
2020-05-29 17:05:39 +02:00
fff-git
7844d8367f
Merge branch 'nv_it' into development
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Modifications qui seront validées :
nouveau fichier : ../../__init__.py
modifié : ../core.py
modifié : ../momentum/stoch.py
modifié : __init__.py
nouveau fichier : ha.py
nouveau fichier : supertrend.py
modifié : ../volatility/atr.py
2020-05-29 16:53:03 +02:00
fff-git
d4285cdeca
Sur la branche nv_it
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Modifications qui seront validées :
modifié : ha.py
modifié : supertrend.py
modifié : ../volatility/atr.py
2020-05-29 16:34:30 +02:00
Kevin Johnson
8e25aae389
ENH + MAINT + DOC updating and new strategy method
2020-05-28 15:29:20 -07:00
fff-git
64f1b3563c
Add 2 TI : Heikin-Ashi and supertrend
2020-05-28 17:51:13 +02:00
fff-git
11e7eda03f
Add 2 TI : Heikin-Ashi and supertrend
2020-05-28 17:50:26 +02:00
Kevin Johnson
49a3f2b771
MAINT refactor version to core
2020-05-26 14:21:43 -07:00
Kevin Johnson
eacfb69ce1
BUG naming refactor
2020-05-26 12:41:12 -07:00
Kevin Johnson and GitHub
1a96181b38
Merge pull request #53 from twopirllc/master
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Master -> Development
2020-05-26 12:11:45 -07:00
Kevin Johnson and GitHub
1aa68d1b19
Merge pull request #50 from lluissalord/event_module
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Signals module
2020-05-26 12:01:38 -07:00
Kevin Johnson and GitHub
e4cfe11edd
Merge branch 'master' into event_module
2020-05-26 11:58:40 -07:00
Kevin Johnson
1d35e883c7
Merge branch 'development'
2020-05-26 11:47:54 -07:00
Kevin Johnson
1bb124c018
MAINT clean up
2020-05-26 11:46:04 -07:00
Lluis
39a1070bb4
Remove unnecessary files
2020-05-26 16:40:10 +02:00
Lluis
83d004140d
Remove extra line
2020-05-26 16:39:14 +02:00
Lluis
3bee712e34
Remove extra line
2020-05-26 16:38:48 +02:00
Lluis
8e4180fd97
Remove signals
2020-05-26 16:36:47 +02:00
Lluis
44e87216c7
Merge branch 'master' of https://github.com/twopirllc/pandas-ta into event_module
2020-05-26 16:35:20 +02:00
Lluis
71c8440558
Add signal on macd
2020-05-26 16:31:06 +02:00