Module `marketools.analysis.volume`

Expand source code

def mean_volume_on_date(volume_data, 
                        day, 
                        window=90):
    """
    Returns mean volume over given number of sessions before given date 
    (inclusively).

    Parameters
    ----------
    volume_data : pandas.DataFrame
        DataFrame with 'Volume' column
    day : date 
        date the mean volume should be calculated for
    window : int
        number of recent stock market sessions the average should be calculated 
        over

    Returns
    -------
    float
    """
    
    volume = volume_data[:day].tail(window)['Volume']
    output = volume.mean()
    
    return output

Functions

def mean_volume_on_date(volume_data, day, window=90)

Returns mean volume over given number of sessions before given date (inclusively).

Parameters

volume_data : pandas.DataFrame: DataFrame with 'Volume' column
day : date: date the mean volume should be calculated for
window : int: number of recent stock market sessions the average should be calculated over

Returns

float

Expand source code

def mean_volume_on_date(volume_data, 
                        day, 
                        window=90):
    """
    Returns mean volume over given number of sessions before given date 
    (inclusively).

    Parameters
    ----------
    volume_data : pandas.DataFrame
        DataFrame with 'Volume' column
    day : date 
        date the mean volume should be calculated for
    window : int
        number of recent stock market sessions the average should be calculated 
        over

    Returns
    -------
    float
    """
    
    volume = volume_data[:day].tail(window)['Volume']
    output = volume.mean()
    
    return output