mirror of
https://github.com/wassname/pandas-ta.git
synced 2026-06-27 16:10:07 +08:00
James Sawyer
57 lines
1.4 KiB
Python
57 lines
1.4 KiB
Python
# -*- coding: utf-8 -*-
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from ..overlap.sma import sma
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from .stdev import stdev
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from ..utils import get_offset, verify_series
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def zscore(close, length=None, std=None, offset=None, **kwargs):
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"""Indicator: Z Score"""
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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 > 1 else 30
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std = float(std) if std and std > 1 else 1
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offset = get_offset(offset)
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# Calculate Result
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std *= stdev(close=close, length=length, **kwargs)
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mean = sma(close=close, length=length, **kwargs)
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zscore = (close - mean) / std
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# Offset
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if offset != 0:
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zscore = zscore.shift(offset)
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# Name & Category
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zscore.name = f"Z_{length}"
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zscore.category = "statistics"
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return zscore
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zscore.__doc__ = """Rolling Z Score
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Sources:
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Calculation:
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Default Inputs:
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length=30, std=1
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SMA = Simple Moving Average
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STDEV = Standard Deviation
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std = std * STDEV(close, length)
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mean = SMA(close, length)
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ZSCORE = (close - mean) / std
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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: 30
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std (float): It's period. Default: 1
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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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