ttrpy.momentum.roc module
Source code
# Author: joelowj
# License: Apache License, Version 2.0
import pandas as pd
def roc(df, price, roc, n):
"""
The Rate-of-Change (ROC) indicator, which is also referred to as simply
Momentum, is a pure momentum oscillator that measures the percent change in
price from one period to the next.
Parameters:
df (pd.DataFrame): DataFrame which contain the asset information.
price (string): the column name of the price of the asset.
roc (string): the column name for the rate of change values.
n (int): the total number of periods.
Returns:
df (pd.DataFrame): Dataframe with roc of the asset calculated.
"""
price_shift_n = df[price].shift(n)
df[roc] = ((df[price] - price_shift_n) / price_shift_n) * 100
df = df.dropna().reset_index(drop=True)
return dfFunctions
def roc(df, price, roc, n)-
The Rate-of-Change (ROC) indicator, which is also referred to as simply Momentum, is a pure momentum oscillator that measures the percent change in price from one period to the next.
Parameters
df:pd.DataFrame- DataFrame which contain the asset information.
price:string- the column name of the price of the asset.
roc():string- the column name for the rate of change values.
n:int- the total number of periods.
Returns
df:pd.DataFrame- Dataframe with roc of the asset calculated.
Source code
def roc(df, price, roc, n): """ The Rate-of-Change (ROC) indicator, which is also referred to as simply Momentum, is a pure momentum oscillator that measures the percent change in price from one period to the next. Parameters: df (pd.DataFrame): DataFrame which contain the asset information. price (string): the column name of the price of the asset. roc (string): the column name for the rate of change values. n (int): the total number of periods. Returns: df (pd.DataFrame): Dataframe with roc of the asset calculated. """ price_shift_n = df[price].shift(n) df[roc] = ((df[price] - price_shift_n) / price_shift_n) * 100 df = df.dropna().reset_index(drop=True) return df