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indicator_helpers: apply correct typehints

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gcarq 2018-03-17 22:16:03 +01:00
parent 31e2aa0f38
commit 2de63133ae
1 changed files with 6 additions and 6 deletions
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12
freqtrade/indicator_helpers.py
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@ -1,19 +1,19 @@
from math import exp, pi, sqrt, cos from math import exp, pi, sqrt, cos
import numpy import numpy as np
import talib as ta import talib as ta
from pandas import Series from pandas import Series
def went_up(series: Series) -> Series: def went_up(series: Series) -> bool:
return series > series.shift(1) return series > series.shift(1)
def went_down(series: Series) -> Series: def went_down(series: Series) -> bool:
return series < series.shift(1) return series < series.shift(1)
def ehlers_super_smoother(series: Series, smoothing: float = 6): def ehlers_super_smoother(series: Series, smoothing: float = 6) -> type(Series):
magic = pi * sqrt(2) / smoothing magic = pi * sqrt(2) / smoothing
a1 = exp(-magic) a1 = exp(-magic)
coeff2 = 2 * a1 * cos(magic) coeff2 = 2 * a1 * cos(magic)
@ -29,7 +29,7 @@ def ehlers_super_smoother(series: Series, smoothing: float = 6):
return filtered return filtered
def fishers_inverse(series: Series, smoothing: float = 0): def fishers_inverse(series: Series, smoothing: float = 0) -> np.ndarray:
""" Does a smoothed fishers inverse transformation. """ Does a smoothed fishers inverse transformation.
Can be used with any oscillator that goes from 0 to 100 like RSI or MFI """ Can be used with any oscillator that goes from 0 to 100 like RSI or MFI """
v1 = 0.1 * (series - 50) v1 = 0.1 * (series - 50)
@ -37,4 +37,4 @@ def fishers_inverse(series: Series, smoothing: float = 0):
v2 = ta.WMA(v1.values, timeperiod=smoothing) v2 = ta.WMA(v1.values, timeperiod=smoothing)
else: else:
v2 = v1 v2 = v1
return (numpy.exp(2 * v2)-1) / (numpy.exp(2 * v2) + 1) return (np.exp(2 * v2)-1) / (np.exp(2 * v2) + 1)