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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 
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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 
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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)

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

        plot_kwargs.update(series=pd.Series(i, index=dataframe.index), name=name)
        plot_kwargs.setdefault("color", random_color())

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

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

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

        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 
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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,
    )