Commit Graph
216 Commits
Author SHA1 Message Date
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
YuvalWeinandGitHub 4cf1d86996 Update stdev.py
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
YuvalWeinandGitHub 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
YuvalWeinandGitHub 334f3648c1 Update cmf.py
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 JohnsonandGitHub 0a34a0f9cc Merge pull request #71 from phoenixg1/master
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 JohnsonandGitHub f0faff6d7e Merge pull request #67 from twopirllc/development
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 JohnsonandGitHub 98099f71de Merge pull request #65 from twopirllc/development
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
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
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 JohnsonandGitHub 1a96181b38 Merge pull request #53 from twopirllc/master
Master -> Development
2020-05-26 12:11:45 -07:00
Kevin JohnsonandGitHub 1aa68d1b19 Merge pull request #50 from lluissalord/event_module
Signals module
2020-05-26 12:01:38 -07:00
Kevin JohnsonandGitHub 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