Module marketools.analysis.price
Expand source code
import pandas as pd
def simple_relative_price_change(new_price: float, ref_price: float):
"""
Calculates and returns relative price change.
Parameters
----------
new_price : float
new/current price
ref_price : float
reference price
Returns
-------
float
"""
assert ref_price > 0
return (new_price - ref_price) / ref_price
def price_change(ohlc: pd.DataFrame,
shift: int = 0,
relative: bool = False,
percent: bool = False):
"""
Calculates price change based on given DataFrame with OHLC prices.
Parameters
----------
ohlc : pandas.DataFrame
DataFrame with OHLC data
shift : int
default is zero - price change is calculated as change within one day
(Close-Open); if greater than zero, the change is calculated in relation
to close price "shift" days before (Close[today]-Close[today-shift])
relative : bool
if True calculates relative price change
relative : bool
if True returns relative price change expressed in percentage (relative
must be True)
Returns
-------
pandas.Series
"""
if shift:
ref_price = ohlc['Close'].shift(shift)
name_str = f'({shift}d)'
else:
ref_price = ohlc['Open']
name_str = '(daily)'
change = ohlc['Close'] - ref_price
if relative:
change = change / ref_price
if percent:
change = 100 * change
name_str = '%Change ' + name_str
else:
name_str = 'Relative change ' + name_str
else:
name_str = 'Change ' + name_str
change = change.rename(name_str)
return changeFunctions
def price_change(ohlc: pandas.core.frame.DataFrame, shift: int = 0, relative: bool = False, percent: bool = False)-
Calculates price change based on given DataFrame with OHLC prices.
Parameters
ohlc:pandas.DataFrame- DataFrame with OHLC data
shift:int- default is zero - price change is calculated as change within one day (Close-Open); if greater than zero, the change is calculated in relation to close price "shift" days before (Close[today]-Close[today-shift])
relative:bool- if True calculates relative price change
relative:bool- if True returns relative price change expressed in percentage (relative must be True)
Returns
pandas.Series
Expand source code
def price_change(ohlc: pd.DataFrame, shift: int = 0, relative: bool = False, percent: bool = False): """ Calculates price change based on given DataFrame with OHLC prices. Parameters ---------- ohlc : pandas.DataFrame DataFrame with OHLC data shift : int default is zero - price change is calculated as change within one day (Close-Open); if greater than zero, the change is calculated in relation to close price "shift" days before (Close[today]-Close[today-shift]) relative : bool if True calculates relative price change relative : bool if True returns relative price change expressed in percentage (relative must be True) Returns ------- pandas.Series """ if shift: ref_price = ohlc['Close'].shift(shift) name_str = f'({shift}d)' else: ref_price = ohlc['Open'] name_str = '(daily)' change = ohlc['Close'] - ref_price if relative: change = change / ref_price if percent: change = 100 * change name_str = '%Change ' + name_str else: name_str = 'Relative change ' + name_str else: name_str = 'Change ' + name_str change = change.rename(name_str) return change def simple_relative_price_change(new_price: float, ref_price: float)-
Calculates and returns relative price change.
Parameters
new_price:float- new/current price
ref_price:float- reference price
Returns
float
Expand source code
def simple_relative_price_change(new_price: float, ref_price: float): """ Calculates and returns relative price change. Parameters ---------- new_price : float new/current price ref_price : float reference price Returns ------- float """ assert ref_price > 0 return (new_price - ref_price) / ref_price