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fixed heikenashi calculation

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ran 2018-01-12 09:27:52 +02:00 committed by gcarq
parent e6e5c5daf0
commit 6edb25f5c2
1 changed files with 5 additions and 2 deletions
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3
freqtrade/vendor/qtpylib/indicators.py vendored
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@ -110,10 +110,13 @@ def heikinashi(bars):
bars = bars.copy() bars = bars.copy()
bars['ha_close'] = (bars['open'] + bars['high'] + bars['ha_close'] = (bars['open'] + bars['high'] +
bars['low'] + bars['close']) / 4 bars['low'] + bars['close']) / 4
bars['ha_open'] = (bars['open'].shift(1) + bars['close'].shift(1)) / 2 bars['ha_open'] = (bars['open'].shift(1) + bars['close'].shift(1)) / 2
bars.loc[:1, 'ha_open'] = bars['open'].values[0] bars.loc[:1, 'ha_open'] = bars['open'].values[0]
for x in range(2):
bars.loc[1:, 'ha_open'] = ( bars.loc[1:, 'ha_open'] = (
(bars['ha_open'].shift(1) + bars['ha_close'].shift(1)) / 2)[1:] (bars['ha_open'].shift(1) + bars['ha_close'].shift(1)) / 2)[1:]
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)