mirror of
https://github.com/wassname/pandas-ta.git
synced 2026-06-27 16:10:07 +08:00
James Sawyer
78 lines
2.0 KiB
Python
78 lines
2.0 KiB
Python
# -*- coding: utf-8 -*-
|
|
from math import atan, pi
|
|
from pandas_ta.utils import get_offset, verify_series
|
|
|
|
|
|
def slope(
|
|
close,
|
|
length=None,
|
|
as_angle=None,
|
|
to_degrees=None,
|
|
vertical=None,
|
|
offset=None,
|
|
**kwargs,
|
|
):
|
|
"""Indicator: Slope"""
|
|
# Validate arguments
|
|
close = verify_series(close)
|
|
length = int(length) if length and length > 0 else 1
|
|
as_angle = True if isinstance(as_angle, bool) else False
|
|
to_degrees = True if isinstance(to_degrees, bool) else False
|
|
offset = get_offset(offset)
|
|
|
|
# Calculate Result
|
|
slope = close.diff(length) / length
|
|
if as_angle:
|
|
slope = slope.apply(atan)
|
|
if to_degrees:
|
|
slope *= 180 / pi
|
|
|
|
# Offset
|
|
if offset != 0:
|
|
slope = slope.shift(offset)
|
|
|
|
# Handle fills
|
|
if "fillna" in kwargs:
|
|
slope.fillna(kwargs["fillna"], inplace=True)
|
|
if "fill_method" in kwargs:
|
|
slope.fillna(method=kwargs["fill_method"], inplace=True)
|
|
|
|
# Name and Categorize it
|
|
slope.name = (f"SLOPE_{length}" if not as_angle else
|
|
f"ANGLE{'d' if to_degrees else 'r'}_{length}")
|
|
slope.category = "momentum"
|
|
|
|
return slope
|
|
|
|
|
|
slope.__doc__ = """Slope
|
|
|
|
Returns the slope of a series of length n. Can convert the slope to angle. Default: slope.
|
|
|
|
Sources: Algebra I
|
|
|
|
Calculation:
|
|
Default Inputs:
|
|
length=1
|
|
slope = close.diff(length) / length
|
|
|
|
if as_angle:
|
|
slope = slope.apply(atan)
|
|
if to_degrees:
|
|
slope *= 180 / PI
|
|
|
|
Args:
|
|
close (pd.Series): Series of 'close's
|
|
length (int): It's period. Default: 1
|
|
offset (int): How many periods to offset the result. Default: 0
|
|
|
|
Kwargs:
|
|
as_angle (value, optional): Converts slope to an angle. Default: False
|
|
to_degrees (value, optional): Converts slope angle to degrees. Default: False
|
|
fillna (value, optional): pd.DataFrame.fillna(value)
|
|
fill_method (value, optional): Type of fill method
|
|
|
|
Returns:
|
|
pd.Series: New feature generated.
|
|
"""
|