Python talib.STDDEV Examples

The following are 8 code examples of talib.STDDEV(). You can vote up the ones you like or vote down the ones you don't like, and go to the original project or source file by following the links above each example. You may also want to check out all available functions/classes of the module talib , or try the search function .
Example #1
Source File: stddev.py    From jesse with MIT License 7 votes vote down vote up 
def stddev(candles: np.ndarray, period=5, nbdev=1, source_type="close", sequential=False) -> Union[float, np.ndarray]:
    """
    STDDEV - Standard Deviation

    :param candles: np.ndarray
    :param period: int - default: 5
    :param nbdev: int - default: 1
    :param source_type: str - default: "close"
    :param sequential: bool - default=False

    :return: float | np.ndarray
    """
    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    source = get_candle_source(candles, source_type=source_type)
    res = talib.STDDEV(source, timeperiod=period, nbdev=nbdev)

    return res if sequential else res[-1]
Example #2
Source File: zscore.py    From jesse with MIT License 6 votes vote down vote up 
def zscore(candles: np.ndarray, period=14, matype=0, nbdev=1, source_type="close", sequential=False) -> Union[
    float, np.ndarray]:
    """
    zScore

    :param candles: np.ndarray
    :param period: int - default: 14
    :param matype: int - default: 0
    :param nbdev: int - default: 1
    :param source_type: str - default: "close"
    :param sequential: bool - default=False

    :return: float | np.ndarray
    """
    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    source = get_candle_source(candles, source_type=source_type)
    means = talib.MA(source, timeperiod=period, matype=matype)
    sigmas = talib.STDDEV(source, timeperiod=period, nbdev=nbdev)
    zScores = (source - means) / sigmas

    return zScores if sequential else zScores[-1]
Example #3
Source File: talib_series.py    From QUANTAXIS with MIT License 5 votes vote down vote up 
def STDDEV(Series, timeperiod=5, nbdev=1):
    return pd.Series(talib.STDDEV(Series.values, timeperiod, nbdev), index=Series.index)
Example #4
Source File: array_manager.py    From 51bitqunt with MIT License 5 votes vote down vote up 
def std(self, n, array=False):
        """
        Standard deviation
        """
        result = talib.STDDEV(self.close, n)
        if array:
            return result
        return result[-1]
Example #5
Source File: ta_lib.py    From ctpbee with MIT License 5 votes vote down vote up 
def std(self, n, array=False):
        """
        Standard deviation
        """
        result = talib.STDDEV(self.close, n)
        if array:
            return result
        return result[-1]
Example #6
Source File: TinyQuantBase.py    From futuquant with Apache License 2.0 5 votes vote down vote up 
def std(self, n, array=False):
        """标准差"""
        result = talib.STDDEV(self.close, n)
        if array:
            return result
        return result[-1]

    # ----------------------------------------------------------------------
Example #7
Source File: test_indicator_statistics.py    From pandas-ta with MIT License 5 votes vote down vote up 
def test_stdev(self):
        result = pandas_ta.stdev(self.close)
        self.assertIsInstance(result, Series)
        self.assertEqual(result.name, 'STDEV_30')

        try:
            expected = tal.STDDEV(self.close, 30)
            pdt.assert_series_equal(result, expected, check_names=False)
        except AssertionError as ae:
            try:
                corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
                self.assertGreater(corr, CORRELATION_THRESHOLD)
            except Exception as ex:
                error_analysis(result, CORRELATION, ex)
Example #8
Source File: talib_indicators.py    From qtpylib with Apache License 2.0 5 votes vote down vote up 
def STDDEV(data, **kwargs):
    _check_talib_presence()
    prices = _extract_series(data)
    return talib.STDDEV(prices, **kwargs)