Source code for pandas_ta.trend.dpo

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

[docs]def dpo(close, length=None, centered=True, offset=None, **kwargs): """Indicator: Detrend Price Oscillator (DPO)""" # Validate Arguments length = int(length) if length and length > 0 else 20 close = verify_series(close, length) offset = get_offset(offset) if not kwargs.get("lookahead", True): centered = False if close is None: return # Calculate Result t = int(0.5 * length) + 1 ma = sma(close, length) dpo = close - ma.shift(t) if centered: dpo = (close.shift(t) - ma).shift(-t) # Offset if offset != 0: dpo = dpo.shift(offset) # Handle fills if "fillna" in kwargs: dpo.fillna(kwargs["fillna"], inplace=True) if "fill_method" in kwargs: dpo.fillna(method=kwargs["fill_method"], inplace=True) # Name and Categorize it = f"DPO_{length}" dpo.category = "trend" return dpo
dpo.__doc__ = \ """Detrend Price Oscillator (DPO) Is an indicator designed to remove trend from price and make it easier to identify cycles. Sources: Calculation: Default Inputs: length=20, centered=True SMA = Simple Moving Average t = int(0.5 * length) + 1 DPO = close.shift(t) - SMA(close, length) if centered: DPO = DPO.shift(-t) Args: close (pd.Series): Series of 'close's length (int): It's period. Default: 1 centered (bool): Shift the dpo back by int(0.5 * length) + 1. 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. """