Source code for pandas_ta.overlap.wcp

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

[docs]def wcp(high, low, close, talib=None, offset=None, **kwargs): """Indicator: Weighted Closing Price (WCP)""" # Validate Arguments high = verify_series(high) low = verify_series(low) close = verify_series(close) offset = get_offset(offset) mode_tal = bool(talib) if isinstance(talib, bool) else True # Calculate Result if Imports["talib"] and mode_tal: from talib import WCLPRICE wcp = WCLPRICE(high, low, close) else: wcp = (high + low + 2 * close) / 4 # Offset if offset != 0: wcp = wcp.shift(offset) # Handle fills if "fillna" in kwargs: wcp.fillna(kwargs["fillna"], inplace=True) if "fill_method" in kwargs: wcp.fillna(method=kwargs["fill_method"], inplace=True) # Name & Category = "WCP" wcp.category = "overlap" return wcp
wcp.__doc__ = \ """Weighted Closing Price (WCP) Weighted Closing Price is the weighted price given: high, low and double the close. Sources: Calculation: WCP = (2 * close + high + low) / 4 Args: high (pd.Series): Series of 'high's low (pd.Series): Series of 'low's close (pd.Series): Series of 'close's 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: fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method Returns: pd.Series: New feature generated. """