Skip to content

ma ¤

ema ¤

ema(
    series: Series | str = "close",
    window: int = None,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    **kwargs
) -> Series | DataFrame

Exponential Moving Average

Parameters:

  • series (Series | str, default: 'close' ) –

    description. Defaults to "close".

  • window (int, default: None ) –

    description. Defaults to None.

  • dataframe (DataFrame, default: None ) –

    description. Defaults to None.

  • name (str | None, default: None ) –

    description. Defaults to None.

  • prefix (str, default: '' ) –

    description. Defaults to "".

  • inplace (bool, default: False ) –

    description. Defaults to False.

  • plot (bool | list, default: False ) –

    description. Defaults to False.

  • plot_kwargs (dict | None, default: None ) –

    description. Defaults to None.

Example 
df.i.ema(window=21, name="ema", inplace=True, plot=True)

Returns:

  • Series | DataFrame –

    pd.Series | pd.DataFrame: description

Source code in lettrade/indicator/trend/ma.py 
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
def ema(
    series: pd.Series | str = "close",
    window: int = None,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    **kwargs,
) -> pd.Series | pd.DataFrame:
    """Exponential Moving Average

    Args:
        series (pd.Series | str, optional): _description_. Defaults to "close".
        window (int, optional): _description_. Defaults to None.
        dataframe (pd.DataFrame, optional): _description_. Defaults to None.
        name (str | None, optional): _description_. Defaults to None.
        prefix (str, optional): _description_. Defaults to "".
        inplace (bool, optional): _description_. Defaults to False.
        plot (bool | list, optional): _description_. Defaults to False.
        plot_kwargs (dict | None, optional): _description_. Defaults to None.

    Example:
        ```python
        df.i.ema(window=21, name="ema", inplace=True, plot=True)
        ```

    Returns:
        pd.Series | pd.DataFrame: _description_
    """
    return ma(
        series=series,
        window=window,
        mode="ema",
        dataframe=dataframe,
        name=name,
        prefix=prefix,
        inplace=inplace,
        plot=plot,
        plot_kwargs=plot_kwargs,
        **kwargs,
    )

ma ¤

ma(
    series: Series | str = "close",
    window: int = None,
    mode: Literal[
        "sma",
        "ema",
        "wma",
        "dema",
        "tema",
        "trima",
        "kama",
        "mama",
        "t3",
    ] = None,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    **kwargs
) -> Series | DataFrame

Moving Average

Parameters:

  • series (Series | str, default: 'close' ) –

    description. Defaults to "close".

  • window (int, default: None ) –

    description. Defaults to None.

  • mode (Literal['sma', 'ema', 'wma', 'dema', 'tema', 'trima', 'kama', 'mama', 't3'], default: None ) –

    description. Defaults to None.

  • dataframe (DataFrame, default: None ) –

    description. Defaults to None.

  • name (str | None, default: None ) –

    description. Defaults to None.

  • prefix (str, default: '' ) –

    description. Defaults to "".

  • inplace (bool, default: False ) –

    description. Defaults to False.

  • plot (bool | list, default: False ) –

    description. Defaults to False.

  • plot_kwargs (dict | None, default: None ) –

    description. Defaults to None.

Example 
df.i.ma(window=21, name="sma", mode="sma", inplace=True, plot=True)

Raises:

Returns:

  • Series | DataFrame –

    pd.Series | pd.DataFrame: description

Source code in lettrade/indicator/trend/ma.py 
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
def ma(
    series: pd.Series | str = "close",
    window: int = None,
    mode: Literal[
        "sma", "ema", "wma", "dema", "tema", "trima", "kama", "mama", "t3"
    ] = None,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    **kwargs,
) -> pd.Series | pd.DataFrame:
    """Moving Average

    Args:
        series (pd.Series | str, optional): _description_. Defaults to "close".
        window (int, optional): _description_. Defaults to None.
        mode (Literal[ "sma", "ema", "wma", "dema", "tema", "trima", "kama", "mama", "t3" ], optional): _description_. Defaults to None.
        dataframe (pd.DataFrame, optional): _description_. Defaults to None.
        name (str | None, optional): _description_. Defaults to None.
        prefix (str, optional): _description_. Defaults to "".
        inplace (bool, optional): _description_. Defaults to False.
        plot (bool | list, optional): _description_. Defaults to False.
        plot_kwargs (dict | None, optional): _description_. Defaults to None.

    Example:
        ```python
        df.i.ma(window=21, name="sma", mode="sma", inplace=True, plot=True)
        ```

    Raises:
        RuntimeError: _description_

    Returns:
        pd.Series | pd.DataFrame: _description_
    """
    # Validation & init
    if __debug__:
        if window is None or window <= 0:
            raise RuntimeError(f"Window {window} is invalid")
        if mode is None:
            raise RuntimeError(f"Mode {window} is invalid")
        if plot and not inplace:
            raise RuntimeError("Cannot plot when inplace=False")

    series = series_init(series=series, dataframe=dataframe, inplace=inplace)

    # Indicator
    ma_fn = talib_ma(mode)
    i = ma_fn(series, timeperiod=window, **kwargs)

    if inplace:
        name = name or f"{prefix}{mode}"
        dataframe[name] = i

        # Plot
        if plot:
            if plot_kwargs is None:
                plot_kwargs = dict()

            plot_kwargs.update(series=name, name=name)

            from lettrade.indicator.plot import IndicatorPlotter
            from lettrade.plot.plotly import plot_line

            IndicatorPlotter(dataframe=dataframe, plotter=plot_line, **plot_kwargs)

        return dataframe

    return i

sma ¤

sma(
    series: Series | str = "close",
    window: int = None,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    **kwargs
) -> Series | DataFrame

Simple Moving Average

Parameters:

  • series (Series | str, default: 'close' ) –

    description. Defaults to "close".

  • window (int, default: None ) –

    description. Defaults to None.

  • dataframe (DataFrame, default: None ) –

    description. Defaults to None.

  • name (str | None, default: None ) –

    description. Defaults to None.

  • prefix (str, default: '' ) –

    description. Defaults to "".

  • inplace (bool, default: False ) –

    description. Defaults to False.

  • plot (bool | list[str], default: False ) –

    description. Defaults to False.

  • plot_kwargs (dict | None, default: None ) –

    description. Defaults to None.

Example 
df.i.sma(window=21, name="sma", inplace=True, plot=True)

Returns:

  • Series | DataFrame –

    pd.Series | pd.DataFrame: description

Source code in lettrade/indicator/trend/ma.py 
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
def sma(
    series: pd.Series | str = "close",
    window: int = None,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    **kwargs,
) -> pd.Series | pd.DataFrame:
    """Simple Moving Average

    Args:
        series (pd.Series | str, optional): _description_. Defaults to "close".
        window (int, optional): _description_. Defaults to None.
        dataframe (pd.DataFrame, optional): _description_. Defaults to None.
        name (str | None, optional): _description_. Defaults to None.
        prefix (str, optional): _description_. Defaults to "".
        inplace (bool, optional): _description_. Defaults to False.
        plot (bool | list[str], optional): _description_. Defaults to False.
        plot_kwargs (dict | None, optional): _description_. Defaults to None.

    Example:
        ```python
        df.i.sma(window=21, name="sma", inplace=True, plot=True)
        ```

    Returns:
        pd.Series | pd.DataFrame: _description_
    """
    return ma(
        series=series,
        window=window,
        mode="sma",
        dataframe=dataframe,
        name=name,
        prefix=prefix,
        inplace=inplace,
        plot=plot,
        plot_kwargs=plot_kwargs,
        **kwargs,
    )