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58 lines
1.8 KiB
Python
58 lines
1.8 KiB
Python
# -*- coding: utf-8 -*-
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from pandas_ta import Imports
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from pandas_ta.utils import get_offset, verify_series
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def midpoint(close, length=None, talib=None, offset=None, **kwargs):
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"""Midpoint
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The Midpoint is the average of the rolling high and low of period length.
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Args:
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close (pd.Series): Series of 'close's
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length (int): It's period. Default: 2
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talib (bool): If TA Lib is installed and talib is True, Returns the TA Lib
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version. Default: True
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offset (int): How many periods to offset the result. Default: 0
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Kwargs:
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fillna (value, optional): pd.DataFrame.fillna(value)
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fill_method (value, optional): Type of fill method
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Returns:
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pd.Series: New feature generated.
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"""
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# Validate arguments
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length = int(length) if length and length > 0 else 2
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min_periods = int(kwargs["min_periods"]) if "min_periods" in kwargs and kwargs["min_periods"] is not None else length
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close = verify_series(close, max(length, min_periods))
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offset = get_offset(offset)
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mode_tal = bool(talib) if isinstance(talib, bool) else True
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if close is None: return
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# Calculate Result
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if Imports["talib"] and mode_tal:
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from talib import MIDPOINT
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midpoint = MIDPOINT(close, length)
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else:
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lowest = close.rolling(length, min_periods=min_periods).min()
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highest = close.rolling(length, min_periods=min_periods).max()
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midpoint = 0.5 * (lowest + highest)
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# Offset
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if offset != 0:
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midpoint = midpoint.shift(offset)
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# Handle fills
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if "fillna" in kwargs:
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midpoint.fillna(kwargs["fillna"], inplace=True)
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if "fill_method" in kwargs:
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midpoint.fillna(method=kwargs["fill_method"], inplace=True)
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# Name and Categorize it
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midpoint.name = f"MIDPOINT_{length}"
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midpoint.category = "overlap"
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return midpoint
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