mirror of
https://github.com/wassname/pandas-ta.git
synced 2026-06-27 16:10:07 +08:00
78 lines
2.1 KiB
Python
78 lines
2.1 KiB
Python
# -*- coding: utf-8 -*-
|
|
from ..overlap.ema import ema
|
|
from ..overlap.hma import hma
|
|
from ..overlap.sma import sma
|
|
from ..overlap.rma import rma
|
|
from ..overlap.wma import wma
|
|
from ..utils import get_offset, verify_series, zero
|
|
|
|
|
|
def bias(close, length=None, mamode=None, offset=None, **kwargs):
|
|
"""Indicator: Bias (BIAS)"""
|
|
# Validate Arguments
|
|
close = verify_series(close)
|
|
length = int(length) if length and length > 0 else 26
|
|
mamode = mamode.lower() if mamode else None
|
|
offset = get_offset(offset)
|
|
|
|
# Calculate Result
|
|
if mamode is None or mamode == "sma":
|
|
ma = sma(close, length=length, **kwargs)
|
|
if mamode == "ema":
|
|
ma = ema(close, length=length, **kwargs)
|
|
if mamode == "hma":
|
|
ma = hma(close, length=length, **kwargs)
|
|
if mamode == "rma":
|
|
ma = rma(close, length=length, **kwargs)
|
|
if mamode == "wma":
|
|
ma = wma(close, length=length, **kwargs)
|
|
|
|
bias = (close / ma) - 1
|
|
|
|
# Offset
|
|
if offset != 0:
|
|
bias = bias.shift(offset)
|
|
|
|
# Handle fills
|
|
if "fillna" in kwargs:
|
|
bias.fillna(kwargs["fillna"], inplace=True)
|
|
if "fill_method" in kwargs:
|
|
bias.fillna(method=kwargs["fill_method"], inplace=True)
|
|
|
|
# Name and Categorize it
|
|
bias.name = f"BIAS_{ma.name}"
|
|
bias.category = "momentum"
|
|
|
|
return bias
|
|
|
|
|
|
bias.__doc__ = """Bias (BIAS)
|
|
|
|
Rate of change between the source and a moving average.
|
|
|
|
Sources:
|
|
Few internet resources on definitive definition.
|
|
Request by Github user homily, issue #46
|
|
|
|
Calculation:
|
|
Default Inputs:
|
|
length=26, MA='sma'
|
|
|
|
BIAS = (close - MA(close, length)) / MA(close, length)
|
|
= (close / MA(close, length)) - 1
|
|
|
|
Args:
|
|
close (pd.Series): Series of 'close's
|
|
length (int): The period. Default: 26
|
|
mamode (str): Options: 'ema', 'hma', 'rma', 'sma', 'wma'. Default: 'sma'
|
|
drift (int): The short period. 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.Series: New feature generated.
|
|
"""
|