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"""SMA indicator, not ready yet."""
import pandas as pd # type: ignore
from ..interfaces import Indicator
class SMA(Indicator):
"""Replay the value."""
def __init__(self, windowSize: int):
"""Save the value."""
self.windowSize = windowSize
def __call__(self, data: pd.DataFrame) -> pd.Series:
"""Return a dataframe of valuation of each stock from the input data.
data (DataFrame): Time-Stock valuated candlestick data.
For each time and each stock give (high, low, open, close).
DataFrame: Stock valuated float.
For each stock give -1 if realy bad and +1 if realy good.
# only use date as index => actions become columns
data2 = data.unstack()
# select high prices for each action
data3 = data2["close"]
# apply sma
sma = data3.rolling(window=self.windowSize).mean().fillna(0)
# computes slope at each point of the sma
smaDiff = sma.diff()
res = {}
for column in sma.columns:
# pour chaque type d'action
coeff = smaDiff[column].get(sma.index[-1])
# TODO: ne pas hardcoder
normalization_factor = 0.2
trust = coeff * normalization_factor
res[column] = trust
return pd.Series(res)