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hub / github.com/ScottfreeLLC/AlphaPy / truelow

Function truelow

alphapy/transforms.py:1465–1487  ·  view source on GitHub ↗

r"""Calculate the *True Low* value. Parameters ---------- f : pandas.DataFrame Dataframe with columns ``high`` and ``low``. Returns ------- new_column : pandas.Series (float) The array containing the new feature. References ---------- *Today's l

(f)

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1463#
1464
1465def truelow(f):
1466 r"""Calculate the *True Low* value.
1467
1468 Parameters
1469 ----------
1470 f : pandas.DataFrame
1471 Dataframe with columns ``high`` and ``low``.
1472
1473 Returns
1474 -------
1475 new_column : pandas.Series (float)
1476 The array containing the new feature.
1477
1478 References
1479 ----------
1480 *Today's low, or the previous close, whichever is lower* [TS_TR]_.
1481
1482 """
1483 c1 = 'high[1]'
1484 vexec(f, c1)
1485 c2 = 'low'
1486 new_column = f.apply(c2min, axis=1, args=[c1, c2])
1487 return new_column
1488
1489
1490#

Callers 1

truerangeFunction · 0.85

Calls 1

vexecFunction · 0.90

Tested by

no test coverage detected