Source code for pandas_ta.volume.efi

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

[docs]def efi(close, volume, length=None, mamode=None, drift=None, offset=None, **kwargs): """Indicator: Elder's Force Index (EFI)""" # Validate arguments length = int(length) if length and length > 0 else 13 mamode = mamode if isinstance(mamode, str) else "ema" close = verify_series(close, length) volume = verify_series(volume, length) drift = get_drift(drift) offset = get_offset(offset) if close is None or volume is None: return # Calculate Result pv_diff = close.diff(drift) * volume efi = ma(mamode, pv_diff, length=length) # Offset if offset != 0: efi = efi.shift(offset) # Handle fills if "fillna" in kwargs: efi.fillna(kwargs["fillna"], inplace=True) if "fill_method" in kwargs: efi.fillna(method=kwargs["fill_method"], inplace=True) # Name and Categorize it = f"EFI_{length}" efi.category = "volume" return efi
efi.__doc__ = \ """Elder's Force Index (EFI) Elder's Force Index measures the power behind a price movement using price and volume as well as potential reversals and price corrections. Sources: Calculation: Default Inputs: length=20, drift=1, mamode=None EMA = Exponential Moving Average SMA = Simple Moving Average pv_diff = close.diff(drift) * volume if mamode == 'sma': EFI = SMA(pv_diff, length) else: EFI = EMA(pv_diff, length) Args: close (pd.Series): Series of 'close's volume (pd.Series): Series of 'volume's length (int): The short period. Default: 13 drift (int): The diff period. Default: 1 mamode (str): See ```help(```. Default: 'ema' 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. """