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31 lines
1.0 KiB
Python
31 lines
1.0 KiB
Python
# -*- coding: utf-8 -*-
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from ..utils import get_offset, verify_series
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def midpoint(close, length=None, offset=None, **kwargs):
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"""Indicator: Midpoint"""
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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 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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offset = get_offset(offset)
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# Calculate Result
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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 |