From d684ff5715271a2ef52bf2cd9b85783b5077d69f Mon Sep 17 00:00:00 2001 From: gcarq Date: Wed, 13 Jun 2018 16:20:13 +0200 Subject: [PATCH] drop zlma implementation --- freqtrade/vendor/qtpylib/indicators.py | 22 ++-------------------- 1 file changed, 2 insertions(+), 20 deletions(-) diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py index 9830e08fe..e68932998 100644 --- a/freqtrade/vendor/qtpylib/indicators.py +++ b/freqtrade/vendor/qtpylib/indicators.py @@ -261,6 +261,7 @@ def rolling_std(series, window=200, min_periods=None): # --------------------------------------------- + def rolling_mean(series, window=200, min_periods=None): min_periods = window if min_periods is None else min_periods if min_periods == window and len(series) > window: @@ -273,6 +274,7 @@ def rolling_mean(series, window=200, min_periods=None): # --------------------------------------------- + def rolling_min(series, window=14, min_periods=None): min_periods = window if min_periods is None else min_periods try: @@ -556,27 +558,7 @@ def stoch(df, window=14, d=3, k=3, fast=False): return pd.DataFrame(index=df.index, data=data) # --------------------------------------------- -def zlma(series, window=20, kind="ema"): - """ - John Ehlers' Zero lag (exponential) moving average - https://en.wikipedia.org/wiki/Zero_lag_exponential_moving_average - """ - lag = (window - 1) // 2 - series = 2 * series - series.shift(lag) - if kind in ['ewm', 'ema']: - return ema(series, lag) - elif kind == "hma": - return hma(series, lag) - return sma(series, lag) -def zlema(series, window): - return zlma(series, window, kind="ema") -def zlsma(series, window): - return zlma(series, window, kind="sma") -def zlhma(series, window): - return zlma(series, window, kind="hma") - -# --------------------------------------------- def zscore(bars, window=20, stds=1, col='close'): """ get zscore of price """