Source code for pandas_ta.volume.pvt

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

[docs]def pvt(close, volume, drift=None, offset=None, **kwargs): """Indicator: Price-Volume Trend (PVT)""" # Validate arguments close = verify_series(close) volume = verify_series(volume) drift = get_drift(drift) offset = get_offset(offset) # Calculate Result pv = roc(close=close, length=drift) * volume pvt = pv.cumsum() # Offset if offset != 0: pvt = pvt.shift(offset) # Handle fills if "fillna" in kwargs: pvt.fillna(kwargs["fillna"], inplace=True) if "fill_method" in kwargs: pvt.fillna(method=kwargs["fill_method"], inplace=True) # Name and Categorize it = f"PVT" pvt.category = "volume" return pvt
pvt.__doc__ = \ """Price-Volume Trend (PVT) The Price-Volume Trend utilizes the Rate of Change with volume to and it's cumulative values to determine money flow. Sources: Calculation: Default Inputs: drift=1 ROC = Rate of Change pv = ROC(close, drift) * volume PVT = pv.cumsum() Args: close (pd.Series): Series of 'close's volume (pd.Series): Series of 'volume's drift (int): The diff 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. """