Source code for pandas_ta.statistics.kurtosis
# -*- coding: utf-8 -*-
from pandas_ta.utils import get_offset, verify_series
[docs]def kurtosis(close, length=None, offset=None, **kwargs):
"""Indicator: Kurtosis"""
# Validate Arguments
length = int(length) if length and length > 0 else 30
min_periods = int(kwargs["min_periods"]) if "min_periods" in kwargs and kwargs["min_periods"] is not None else length
close = verify_series(close, max(length, min_periods))
offset = get_offset(offset)
if close is None: return
# Calculate Result
kurtosis = close.rolling(length, min_periods=min_periods).kurt()
# Offset
if offset != 0:
kurtosis = kurtosis.shift(offset)
# Handle fills
if "fillna" in kwargs:
kurtosis.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
kurtosis.fillna(method=kwargs["fill_method"], inplace=True)
# Name & Category
kurtosis.name = f"KURT_{length}"
kurtosis.category = "statistics"
return kurtosis
kurtosis.__doc__ = \
"""Rolling Kurtosis
Sources:
Calculation:
Default Inputs:
length=30
KURTOSIS = close.rolling(length).kurt()
Args:
close (pd.Series): Series of 'close's
length (int): It's period. Default: 30
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.
"""