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"""SMA indicator, not ready yet."""
import pandas as pd # type: ignore
from ..interfaces import Indicator
import logging
class SMA(Indicator):
"""Replay the value."""
def __init__(self, windowSize: int):
"""Save the value."""
super().__init__()
self.windowSize = windowSize
def __call__(self, data: pd.DataFrame) -> pd.Series:
"""Return a dataframe of valuation of each stock from the input data.
Args:
data (DataFrame): Time-Stock valuated candlestick data.
For each time and each stock give (high, low, open, close).
Returns:
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().fillna(0)
res = smaDiff.iloc[-1]
logging.info(res)
return pd.Series(res)