MCPcopy Create free account
hub / github.com/ScottfreeLLC/AlphaPy / net

Function net

alphapy/transforms.py:975–1002  ·  view source on GitHub ↗

r"""Calculate the net change of a given column. Parameters ---------- f : pandas.DataFrame Dataframe containing the column ``c``. c : str Name of the column in the dataframe ``f``. o : int, optional Offset value for shifting the series. Returns -

(f, c='close', o = 1)

Source from the content-addressed store, hash-verified

973#
974
975def net(f, c='close', o = 1):
976 r"""Calculate the net change of a given column.
977
978 Parameters
979 ----------
980 f : pandas.DataFrame
981 Dataframe containing the column ``c``.
982 c : str
983 Name of the column in the dataframe ``f``.
984 o : int, optional
985 Offset value for shifting the series.
986
987 Returns
988 -------
989 new_column : pandas.Series (float)
990 The array containing the new feature.
991
992 References
993 ----------
994 *Net change is the difference between the closing price of a security
995 on the day's trading and the previous day's closing price. Net change
996 can be positive or negative and is quoted in terms of dollars* [IP_NET]_.
997
998 .. [IP_NET] http://www.investopedia.com/terms/n/netchange.asp
999
1000 """
1001 new_column = f[c] - f[c].shift(o)
1002 return new_column
1003
1004
1005#

Callers 2

dminusFunction · 0.85
dmplusFunction · 0.85

Calls

no outgoing calls

Tested by

no test coverage detected