# -*- coding: utf-8 -*- from pandas import DataFrame, Series from pandas_ta._typing import DictLike, Int, IntFloat from pandas_ta.utils import v_int, v_lowerbound, v_offset, v_series def cube( close: Series, pwr: IntFloat = None, signal_offset: Int = None, offset: Int = None, **kwargs: DictLike ) -> DataFrame: """ Indicator: Cube Transform John Ehlers describes this indicator to be useful in compressing signals near zero for a normalized oscillator like the Inverse Fisher Transform. In conjunction to that, values close to -1 and 1 are nearly unchanged, whereas the ones near zero are reduced regarding their amplitude. From the input data the effects of spectral dilation should have been removed (i.e. roofing filter). Sources: Book: Cycle Analytics for Traders, 2014, written by John Ehlers page 200 Coded by rengel8 based on Markus K. (cryptocoinserver)'s source. Args: close (pd.Series): Series of 'close's pwr (float): Use this exponent 'wisely' to increase the impact of the soft limiter. Default: 3 signal_offset (int): Offset the signal line. Default: -1 offset (int): How many periods to offset the result. Default: 0 Kwargs: fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method Returns: pd.DataFrame: New feature generated. """ # Validate close = v_series(close) pwr = v_lowerbound(pwr, 3.0, 3.0, strict=False) signal_offset = v_int(signal_offset, -1, 0) offset = v_offset(offset) # Calculate result = close ** pwr ct = Series(result, index=close.index) ct_signal = Series(result, index=close.index) # Offset if offset != 0: ct = ct.shift(offset) ct_signal = ct_signal.shift(offset) if signal_offset != 0: ct = ct.shift(signal_offset) ct_signal = ct_signal.shift(signal_offset) # Fill if "fillna" in kwargs: ct.fillna(kwargs["fillna"], inplace=True) ct_signal.fillna(kwargs["fillna"], inplace=True) if "fill_method" in kwargs: ct.fillna(method=kwargs["fill_method"], inplace=True) ct_signal.fillna(method=kwargs["fill_method"], inplace=True) # Name and Category _props = f"_{pwr}_{signal_offset}" ct.name = f"CUBE{_props}" ct_signal.name = f"CUBEs{_props}" ct.category = ct_signal.category = "transform" df = DataFrame({ct.name: ct, ct_signal.name: ct_signal}) df.name = f"CUBE{_props}" df.category = ct.category return df