jealous / stockstats

Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with inline stock statistics/indicators support.
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[GH-152] Extract Kaufman's Adaptive Moving Average #153

Closed jealous closed 1 year ago

jealous commented 1 year ago

The Efficiency Ratio (ER) is calculated by dividing the price change over a period by the absolute sum of the price movements that occurred to achieve that change.

The resulting ratio ranges between 0 and 1 with higher values representing a more efficient or trending market.

The default column is close.

The default window is 10.

Formular:

Examples:

codecov-commenter commented 1 year ago

Codecov Report

Patch coverage: 100.00% and project coverage change: +0.44 :tada:

Comparison is base (2bac991) 98.26% compared to head (01bc7bf) 98.71%.

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Additional details and impacted files ```diff @@ Coverage Diff @@ ## master #153 +/- ## ========================================== + Coverage 98.26% 98.71% +0.44% ========================================== Files 1 1 Lines 922 931 +9 ========================================== + Hits 906 919 +13 + Misses 16 12 -4 ``` | [Impacted Files](https://app.codecov.io/gh/jealous/stockstats/pull/153?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Cedric+Zhuang) | Coverage Δ | | |---|---|---| | [stockstats.py](https://app.codecov.io/gh/jealous/stockstats/pull/153?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Cedric+Zhuang#diff-c3RvY2tzdGF0cy5weQ==) | `98.71% <100.00%> (+0.44%)` | :arrow_up: |

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