mirror of
https://github.com/wassname/pandas-ta.git
synced 2026-06-27 16:10:07 +08:00
James Sawyer
54 lines
1.3 KiB
Python
54 lines
1.3 KiB
Python
# -*- coding: utf-8 -*-
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from ..utils import get_offset, verify_series
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def rma(close, length=None, offset=None, **kwargs):
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"""Indicator: wildeR's Moving Average (RMA)"""
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# Validate Arguments
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close = verify_series(close)
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length = int(length) if length and length > 0 else 10
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offset = get_offset(offset)
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alpha = (1.0 / length) if length > 0 else 0.5
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# Calculate Result
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rma = close.ewm(alpha=alpha).mean()
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# Offset
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if offset != 0:
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rma = rma.shift(offset)
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# Name & Category
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rma.name = f"RMA_{length}"
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rma.category = "overlap"
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return rma
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rma.__doc__ = """wildeR's Moving Average (RMA)
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The WildeR's Moving Average is simply an Exponential Moving Average (EMA)
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with a modified alpha = 1 / length.
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Sources:
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https://alanhull.com/hull-moving-average
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Calculation:
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Default Inputs:
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length=10
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EMA = Exponential Moving Average
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alpha = 1 / length
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RMA = EMA(close, alpha=alpha)
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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: 10
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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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