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59 lines
1.4 KiB
Python
59 lines
1.4 KiB
Python
# -*- coding: utf-8 -*-
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from ..utils import get_offset, signed_series, verify_series
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def pvol(close, volume, offset=None, **kwargs):
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"""Indicator: Price-Volume (PVOL)"""
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# Validate arguments
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close = verify_series(close)
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volume = verify_series(volume)
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offset = get_offset(offset)
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signed = kwargs.pop('signed', False)
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# Calculate Result
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if signed:
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pvol = signed_series(close, 1) * close * volume
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else:
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pvol = close * volume
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# Offset
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if offset != 0:
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pvol = pvol.shift(offset)
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# Handle fills
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if 'fillna' in kwargs:
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pvol.fillna(kwargs['fillna'], inplace=True)
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if 'fill_method' in kwargs:
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pvol.fillna(method=kwargs['fill_method'], inplace=True)
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# Name and Categorize it
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pvol.name = f"PVOL"
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pvol.category = 'volume'
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return pvol
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pvol.__doc__ = \
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"""Price-Volume (PVOL)
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Returns a series of the product of price and volume.
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Calculation:
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if signed:
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pvol = signed_series(close, 1) * close * volume
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else:
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pvol = close * volume
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Args:
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close (pd.Series): Series of 'close's
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volume (pd.Series): Series of 'volume's
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signed (bool): Keeps the sign of the difference in 'close's. Default: True
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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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""" |