o ?Bi @srdZddlZddlZddlmZGdddeZGdddeZGdd d eZ dd d Z dd dZ dddZ dS)zi .. module:: others :synopsis: Others Indicators. .. moduleauthor:: Dario Lopez Padial (Bukosabino) N)IndicatorMixinc@>eZdZdZd dejdefddZddZd ejfd d Z d S)DailyReturnIndicatorzDaily Return (DR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. FclosefillnacC||_||_|dSN_close_fillna_runselfrrrI/var/www/html/Trade-python/venv/lib/python3.10/site-packages/ta/others.py__init__ zDailyReturnIndicator.__init__cCs*|j|jdd|_|jd9_dS)Nd)r shift_drrrrrr zDailyReturnIndicator._runreturncC|j|jdd}tj|ddS)z^Daily Return (DR) Returns: pandas.Series: New feature generated. rvalued_retname _check_fillnarpdSeriesr dr_seriesrrr daily_returnz!DailyReturnIndicator.daily_returnNF) __name__ __module__ __qualname____doc__r"r#boolrr r&rrrrr rc@r)DailyLogReturnIndicatorzDaily Log Return (DLR) https://stackoverflow.com/questions/31287552/logarithmic-returns-in-pandas-dataframe Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. FrrcCrrr r rrrr3rz DailyLogReturnIndicator.__init__cCs*tt|j|_|jd9_dS)Nr)r"r#nplogr diffrrrrrr 8rzDailyLogReturnIndicator._runrcCr)zcDaily Log Return (DLR) Returns: pandas.Series: New feature generated. rrd_logretrr r$rrrdaily_log_return<r'z(DailyLogReturnIndicator.daily_log_returnNr() r)r*r+r,r"r#r-rr r4rrrrr/)s  r/c@r)CumulativeReturnIndicatorzCumulative Return (CR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. FrrcCrrr r rrrrNrz"CumulativeReturnIndicator.__init__cCs*|j|jjdd|_|jd9_dS)Nrrr)r iloc_crrrrrr SrzCumulativeReturnIndicator._runrcCr)zcCumulative Return (CR) Returns: pandas.Series: New feature generated. rcum_retr)r!r7r"r#)rr9rrrcumulative_returnWr'z+CumulativeReturnIndicator.cumulative_returnNr() r)r*r+r,r"r#r-rr r:rrrrr5Fr.r5FcCt||dS)zDaily Return (DR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. rr)rr&r<rrrr&a r&cCr;)a"Daily Log Return (DLR) https://stackoverflow.com/questions/31287552/logarithmic-returns-in-pandas-dataframe Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r<)r/r4r<rrrr4ns r4cCr;)zCumulative Return (CR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r<)r5r:r<rrrr:}r=r:r() r,numpyr0pandasr"ta.utilsrrr/r5r&r4r:rrrrs