ttrpy.momentum.rocr module
Source code
# Author: joelowj
# License: Apache License, Version 2.0
import pandas as pd
def rocr(df, price, rocr, n):
"""
The Rate-of-Change Ratio (ROCR) 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.
rocr (string): the column name for the rate of change ratio.
n (int): the total number of periods.
Returns:
df (pd.DataFrame): Dataframe with rocr of the asset calculated.
"""
df[rocr] = df[price] / df[price].shift(n)
df = df.dropna().reset_index(drop=True)
return dfFunctions
def rocr(df, price, rocr, n)-
The Rate-of-Change Ratio (ROCR) 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.
rocr():string- the column name for the rate of change ratio.
n:int- the total number of periods.
Returns
df:pd.DataFrame- Dataframe with rocr of the asset calculated.
Source code
def rocr(df, price, rocr, n): """ The Rate-of-Change Ratio (ROCR) 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. rocr (string): the column name for the rate of change ratio. n (int): the total number of periods. Returns: df (pd.DataFrame): Dataframe with rocr of the asset calculated. """ df[rocr] = df[price] / df[price].shift(n) df = df.dropna().reset_index(drop=True) return df