Source code for pandas_ta.volatility.pdist

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

[docs]def pdist(open_, high, low, close, drift=None, offset=None, **kwargs): """Indicator: Price Distance (PDIST)""" # Validate Arguments open_ = verify_series(open_) high = verify_series(high) low = verify_series(low) close = verify_series(close) drift = get_drift(drift) offset = get_offset(offset) # Calculate Result pdist = 2 * non_zero_range(high, low) pdist += non_zero_range(open_, close.shift(drift)).abs() pdist -= non_zero_range(close, open_).abs() # Offset if offset != 0: pdist = pdist.shift(offset) # Handle fills if "fillna" in kwargs: pdist.fillna(kwargs["fillna"], inplace=True) if "fill_method" in kwargs: pdist.fillna(method=kwargs["fill_method"], inplace=True) # Name & Category = "PDIST" pdist.category = "volatility" return pdist
pdist.__doc__ = \ """Price Distance (PDIST) Measures the "distance" covered by price movements. Sources: Calculation: Default Inputs: drift=1 PDIST = 2(high - low) - ABS(close - open) + ABS(open - close[drift]) Args: open_ (pd.Series): Series of 'opens's high (pd.Series): Series of 'high's low (pd.Series): Series of 'low's close (pd.Series): Series of 'close's drift (int): The difference period. Default: 1 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. """