update
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@ -24,22 +24,28 @@ DIVERGENCE - of two time series, same like in v2realbot
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@jit(nopython=True)
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def divergence(series1, series2, divtype):
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def divergence(series1, series2, divtype, round):
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#div = a+b / a-b will give value between -1 and 1
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if divtype == "reln":
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return (series1 - series2) / (series1 + series2)
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out = (series1 - series2) / (series1 + series2)
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elif divtype == "rel":
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return series1 - series2
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out = series1 - series2
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elif divtype == "abs":
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return np.abs(series1 - series2)
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out = np.abs(series1 - series2)
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elif divtype == "absn":
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return np.abs(series1 - series2) / series1
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out = np.abs(series1 - series2) / series1
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elif divtype == "pctabs":
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return np.abs(((series1 - series2) / series1) * 100)
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out = np.abs(((series1 - series2) / series1) * 100)
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elif divtype == "pct":
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return ((series1 - series2) / series1) * 100
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out = ((series1 - series2) / series1) * 100
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else:
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return np.full_like(series1, np.nan)
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out = np.full_like(series1, np.nan)
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for i in range(out.shape[0]):
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if not np.isnan(out[i]):
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out[i] = np.round(out[i], round)
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return out
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"""
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Divergence indicator - various divergences between two series
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@ -48,11 +54,12 @@ IND_DIVERGENCE = vbt.IF(
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class_name='DIVERGENCE',
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module_name='ttools',
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input_names=['series1', 'series2'],
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param_names=["divtype"],
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param_names=["divtype", "round"],
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output_names=['div']
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).with_apply_func(divergence,
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takes_1d=True,
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param_settings=dict(
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),
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divtype="reln"
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divtype="reln",
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round=4
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)
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