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heikinashi loop optimized; reset_index moved to tests

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hroff-1902 2019-05-08 23:41:45 +03:00
parent 1ccc25b486
commit 45e5867736
1 changed files with 3 additions and 9 deletions
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12
freqtrade/vendor/qtpylib/indicators.py vendored
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@ -113,15 +113,9 @@ def heikinashi(bars):
bars['low'] + bars['close']) / 4 bars['low'] + bars['close']) / 4
# ha open # ha open
idx = bars.index.name bars.at[0, 'ha_open'] = (bars.at[0, 'open'] + bars.at[0, 'close']) / 2
bars.reset_index(inplace=True) for i in range(1, len(bars)):
for i in range(0, len(bars)): bars.at[i, 'ha_open'] = (bars.at[i - 1, 'ha_open'] + bars.at[i - 1, 'ha_close']) / 2
bars.at[i, 'ha_open'] = (
(bars.at[0, 'open'] if i == 0 else bars.at[i - 1, 'ha_open']) +
(bars.at[0, 'close'] if i == 0 else bars.at[i - 1, 'ha_close'])
) / 2
if idx:
bars.set_index(idx, inplace=True)
bars['ha_high'] = bars.loc[:, ['high', 'ha_open', 'ha_close']].max(axis=1) bars['ha_high'] = bars.loc[:, ['high', 'ha_open', 'ha_close']].max(axis=1)
bars['ha_low'] = bars.loc[:, ['low', 'ha_open', 'ha_close']].min(axis=1) bars['ha_low'] = bars.loc[:, ['low', 'ha_open', 'ha_close']].min(axis=1)