/i dZddlZddlZddlmZGddeZGddeZGdd eZ dd Z dd Z dd Z dS)zi .. module:: others :synopsis: Others Indicators. .. moduleauthor:: Dario Lopez Padial (Bukosabino) N)IndicatorMixincJeZdZdZd dejdefdZdZdejfdZ d S) DailyReturnIndicatorzDaily Return (DR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. FclosefillnacJ||_||_|dSN_close_fillna_runselfrrs O/var/www/html/crypto-bot/backend/venv/lib/python3.11/site-packages/ta/others.py__init__zDailyReturnIndicator.__init__!   cz|j|jdz dz |_|xjdzc_dS)Nd)r shift_drrs rr zDailyReturnIndicator._runs8K$+"3"3A"6"66!; Crreturncf||jd}tj|dS)z^Daily Return (DR) Returns: pandas.Series: New feature generated. rvalued_retname _check_fillnarpdSeriesr dr_seriess r daily_returnz!DailyReturnIndicator.daily_returns3 &&txq&99 y1111rNF) __name__ __module__ __qualname____doc__r#r$boolrr r'rrrrssbi 2bi222222rrcJeZdZdZd dejdefdZdZdejfdZ d S) 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. FrrcJ||_||_|dSr r rs rrz DailyLogReturnIndicator.__init__3rrctjtj|j|_|xjdzc_dS)Nr)r#r$nplogr diffrrs rr zDailyLogReturnIndicator._run8s>9RVDK00116688 Crrcf||jd}tj|dS)zcDaily Log Return (DLR) Returns: pandas.Series: New feature generated. rrd_logretrr!r%s rdaily_log_returnz(DailyLogReturnIndicator.daily_log_return<s3 &&txq&99 y4444rNr() r)r*r+r,r#r$r-rr r8r.rrr0r0)ssbi 5")555555rr0cJeZdZdZd dejdefdZdZdejfdZ d S) CumulativeReturnIndicatorzCumulative Return (CR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. FrrcJ||_||_|dSr r rs rrz"CumulativeReturnIndicator.__init__Nrrcj|j|jjdz dz |_|xjdzc_dS)Nrrr)r iloc_crrs rr zCumulativeReturnIndicator._runSs2K$+"21"55: Crrcf||jd}tj|dS)zcCumulative Return (CR) Returns: pandas.Series: New feature generated. rcum_retr)r"r>r#r$)rrAs rcumulative_returnz+CumulativeReturnIndicator.cumulative_returnWs3 $$TXR$88yy1111rNr() r)r*r+r,r#r$r-rr rBr.rrr:r:Fssbi 229222222rr:FcHt||S)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'rDs rr'r'as# eF ; ; ; H H J JJrcHt||S)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. rD)r0r8rDs rr8r8ns# #v > > > O O Q QQrcHt||S)zCumulative Return (CR) Args: close(pandas.Series): dataset 'Close' column. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. rD)r:rBrDs rrBrB}s# %5 @ @ @ R R T TTrr() r,numpyr3pandasr#ta.utilsrrr0r:r'r8rBr.rrrJs ######22222>222655555n555:222222226 K K K K R R R R U U U U U Ur