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strategy.utils.price_model

np​

pd​

BaseModel​

PriceModel Objects​

class PriceModel(BaseModel)

__init__​

def __init__(data)

Initialize the PriceModel with data.

Arguments:

  • data: DataFrame with OHLCV columns or Series/array-like of close prices.

raw​

def raw()

Return the raw price data without any transformation.

Returns:

Series, the original price data.

sma​

def sma(window)

Calculate the Simple Moving Average (SMA).

Arguments:

  • window: Integer, the window size for SMA.

Returns:

Series, the SMA values.

ema​

def ema(window)

Calculate the Exponential Moving Average (EMA).

Arguments:

  • window: Integer, the window size for EMA.

Returns:

Series, the EMA values.

hma​

def hma(window)

Calculate the Hull Moving Average (HMA).

Arguments:

  • window: Integer, the window size for HMA.

Returns:

Series, the HMA values.

wma​

def wma(window)

Calculate the Weighted Moving Average (WMA).

Arguments:

  • window: Integer, the window size for WMA.

Returns:

Series, the WMA values.

tma​

def tma(window)

Calculate the Triangular Moving Average (TMA).

Arguments:

  • window: Integer, the window size for TMA.

Returns:

Series, the TMA values.

kama​

def kama(window)

Calculate the Kaufman's Adaptive Moving Average (KAMA).

Arguments:

  • window: Integer, the window size for KAMA.

Returns:

Series, the KAMA values.

model​

def model(model_type, window)

Select the price model to use.

Arguments:

  • model_type: String, the type of model ('raw', 'sma', 'ema', 'hma', 'wma', 'tma', 'kama').
  • window: Integer, the window size for the model. Not used for 'raw' model type.

Returns:

Series, the calculated model values.

get_data_window​

@classmethod
def get_data_window(cls, model_type, window)

Calculate the required minimum data length for each model type.

Note: These are minimum requirements. For better initialization, especially for models like EMA, consider using 2x or 3x the window size.

Arguments:

  • model_type: String, the type of model ('raw', 'sma', 'ema', 'hma', 'wma', 'tma', 'kama').
  • window: Integer, the window size for the model. Not used for 'raw' model type.

Returns:

Integer, the required data length for the specified model.