Source code for pandas_ta.overlap.midprice

# -*- coding: utf-8 -*-
from pandas_ta import Imports
from pandas_ta.utils import get_offset, verify_series

[docs]def midprice(high, low, length=None, talib=None, offset=None, **kwargs): """Indicator: Midprice""" # Validate arguments length = int(length) if length and length > 0 else 2 min_periods = int(kwargs["min_periods"]) if "min_periods" in kwargs and kwargs["min_periods"] is not None else length _length = max(length, min_periods) high = verify_series(high, _length) low = verify_series(low, _length) offset = get_offset(offset) mode_tal = bool(talib) if isinstance(talib, bool) else True if high is None or low is None: return # Calculate Result if Imports["talib"] and mode_tal: from talib import MIDPRICE midprice = MIDPRICE(high, low, length) else: lowest_low = low.rolling(length, min_periods=min_periods).min() highest_high = high.rolling(length, min_periods=min_periods).max() midprice = 0.5 * (lowest_low + highest_high) # Offset if offset != 0: midprice = midprice.shift(offset) # Handle fills if "fillna" in kwargs: midprice.fillna(kwargs["fillna"], inplace=True) if "fill_method" in kwargs: midprice.fillna(method=kwargs["fill_method"], inplace=True) # Name and Categorize it = f"MIDPRICE_{length}" midprice.category = "overlap" return midprice