Source code for pandas_ta.overlap.swma

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

[docs]def swma(close, length=None, asc=None, offset=None, **kwargs): """Indicator: Symmetric Weighted Moving Average (SWMA)""" # Validate Arguments length = int(length) if length and length > 0 else 10 # min_periods = int(kwargs["min_periods"]) if "min_periods" in kwargs and kwargs["min_periods"] is not None else length asc = asc if asc else True close = verify_series(close, length) offset = get_offset(offset) if close is None: return # Calculate Result triangle = symmetric_triangle(length, weighted=True) swma = close.rolling(length, min_periods=length).apply(weights(triangle), raw=True) # swma = close.rolling(length).apply(weights(triangle), raw=True) # Offset if offset != 0: swma = swma.shift(offset) # Handle fills if "fillna" in kwargs: swma.fillna(kwargs["fillna"], inplace=True) if "fill_method" in kwargs: swma.fillna(method=kwargs["fill_method"], inplace=True) # Name & Category = f"SWMA_{length}" swma.category = "overlap" return swma
swma.__doc__ = \ """Symmetric Weighted Moving Average (SWMA) Symmetric Weighted Moving Average where weights are based on a symmetric triangle. For example: n=3 -> [1, 2, 1], n=4 -> [1, 2, 2, 1], etc... This moving average has variable length in contrast to TradingView's fixed length of 4. Source: Calculation: Default Inputs: length=10 def weights(w): def _compute(x): return * x) return _compute triangle = utils.symmetric_triangle(length - 1) SWMA = close.rolling(length)_.apply(weights(triangle), raw=True) Args: close (pd.Series): Series of 'close's length (int): It's period. Default: 10 asc (bool): Recent values weigh more. Default: True offset (int): How many periods to offset the result. Default: 0 Kwargs: fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method Returns: pd.Series: New feature generated. """