o Oh @srdZddlZddlZddlmZGdddeZGdddeZGdd d eZ dd d Z dd dZ dddZ dS)zi .. module:: others :synopsis: Others Indicators. .. moduleauthor:: Dario Lopez Padial (Bukosabino) N)IndicatorMixinc@>eZdZdZd dejdefddZddZd ejfd d Z d S)DailyReturnIndicatorzDaily Return (DR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. FclosefillnacC||_||_|dSN_close_fillna_runselfrrrV/var/www/html/HyperOracle/crypto_trader/venv/lib/python3.10/site-packages/ta/others.py__init__ zDailyReturnIndicator.__init__cCs4|j|jjd|jdd|_|jd9_dS)N) fill_valued)r shiftmean_drrrrrr szDailyReturnIndicator._runreturncC|j|jdd}tj|ddS)z^Daily Return (DR) Returns: pandas.Series: New feature generated. rvalued_retname _check_fillnarpdSeriesr dr_seriesrrr daily_return!z!DailyReturnIndicator.daily_returnNF) __name__ __module__ __qualname____doc__r#r$boolrr r'rrrrrs rc@r)DailyLogReturnIndicatorzDaily Log Return (DLR) https://stackoverflow.com/questions/31287552/logarithmic-returns-in-pandas-dataframe Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. FrrcCrrr r rrrr5rz DailyLogReturnIndicator.__init__cCs*tt|j|_|jd9_dS)Nr)r#r$nplogr diffrrrrrr :zDailyLogReturnIndicator._runrcCr)zcDaily Log Return (DLR) Returns: pandas.Series: New feature generated. rrd_logretrr!r%rrrdaily_log_return>r(z(DailyLogReturnIndicator.daily_log_returnNr)) r*r+r,r-r#r$r.rr r5rrrrr/+s  r/c@r)CumulativeReturnIndicatorzCumulative Return (CR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. FrrcCrrr r rrrrPrz"CumulativeReturnIndicator.__init__cCs*|j|jjdd|_|jd9_dS)Nrrr)r iloc_crrrrrr Ur3zCumulativeReturnIndicator._runrcCr)zcCumulative Return (CR) Returns: pandas.Series: New feature generated. rcum_retr)r"r8r#r$)rr:rrrcumulative_returnYr(z+CumulativeReturnIndicator.cumulative_returnNr)) r*r+r,r-r#r$r.rr r;rrrrr6Hs r6FcCt||dS)zDaily Return (DR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. rr)rr'r=rrrr'c r'cCr<)a"Daily Log Return (DLR) https://stackoverflow.com/questions/31287552/logarithmic-returns-in-pandas-dataframe Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r=)r/r5r=rrrr5ps r5cCr<)zCumulative Return (CR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r=)r6r;r=rrrr;r>r;r)) r-numpyr0pandasr#ta.utilsrrr/r6r'r5r;rrrrs