Source code for pandas_ta.overlap.trima
# -*- coding: utf-8 -*-
from .sma import sma
from pandas_ta import Imports
from pandas_ta.utils import get_offset, verify_series
[docs]def trima(close, length=None, talib=None, offset=None, **kwargs):
"""Indicator: Triangular Moving Average (TRIMA)"""
# Validate Arguments
length = int(length) if length and length > 0 else 10
close = verify_series(close, length)
offset = get_offset(offset)
mode_tal = bool(talib) if isinstance(talib, bool) else True
if close is None: return
# Calculate Result
if Imports["talib"] and mode_tal:
from talib import TRIMA
trima = TRIMA(close, length)
else:
half_length = round(0.5 * (length + 1))
sma1 = sma(close, length=half_length)
trima = sma(sma1, length=half_length)
# Offset
if offset != 0:
trima = trima.shift(offset)
# Handle fills
if "fillna" in kwargs:
trima.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
trima.fillna(method=kwargs["fill_method"], inplace=True)
# Name & Category
trima.name = f"TRIMA_{length}"
trima.category = "overlap"
return trima
trima.__doc__ = \
"""Triangular Moving Average (TRIMA)
A weighted moving average where the shape of the weights are triangular and the
greatest weight is in the middle of the period.
Sources:
https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/triangular-moving-average-trima/
tma = sma(sma(src, ceil(length / 2)), floor(length / 2) + 1) # Tradingview
trima = sma(sma(x, n), n) # Tradingview
Calculation:
Default Inputs:
length=10
SMA = Simple Moving Average
half_length = round(0.5 * (length + 1))
SMA1 = SMA(close, half_length)
TRIMA = SMA(SMA1, half_length)
Args:
close (pd.Series): Series of 'close's
length (int): It's period. Default: 10
talib (bool): If TA Lib is installed and talib is True, Returns the TA Lib
version. Default: True
offset (int): How many periods to offset the result. Default: 0
Kwargs:
adjust (bool): Default: True
fillna (value, optional): pd.DataFrame.fillna(value)
fill_method (value, optional): Type of fill method
Returns:
pd.Series: New feature generated.
"""