Added moving average envelope issue #87 #115
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Seems there are no I think the name |
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It was |
Oh, I just browsed the reference site again. They named it |
test/movingaverages.jl
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| @test isapprox(upper.values[491] , 23.5587, atol=.01) | ||
| @test isapprox(lower.values[1] , 88.9038, atol=.01) | ||
| @test isapprox(lower.values[2] , 88.1838, atol=.01) | ||
| @test isapprox(lower.values.values[490] , 19.1394, atol=.01) |
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Typo indeed.
src/movingaverages.jl
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| push!(cname, string(cols[c], "_env_", n)) | ||
| end | ||
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| TimeArray(tstamps, upper, cname, ta.meta), TimeArray(tstamps, lower, cname, ta.meta) |
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Any reason not to merge these two TimeArray?
Codecov Report
@@ Coverage Diff @@
## master #115 +/- ##
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+ Coverage 93.75% 94.09% +0.34%
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Files 7 7
Lines 208 220 +12
==========================================
+ Hits 195 207 +12
Misses 13 13
Continue to review full report at Codecov.
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src/movingaverages.jl
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| upper = s + s * e | ||
| lower = s - s * e | ||
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| upper, lower |
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How about merging this also via [upper lower] ?
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I think [lower upper] makes more sense.
src/movingaverages.jl
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| s = sma(ta, n) | ||
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| upper = s.values .+ (s.values .* e) | ||
| lower = s.values .- (s.values .* e) |
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I think the broadcast of TimeArray works here.
upper = @. s + (s * e)
lower = @. s - (s * e)There was a problem hiding this comment.
It works with s.values.
src/movingaverages.jl
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| cols = colnames(ta) | ||
| for c in 1:length(cols) | ||
| push!(cname, string(cols[c], "_env_", n)) | ||
| end |
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This code block can be turned into a broadcast, like:
julia> string.(colnames(ohlc), "_env_", 1)
4-element Array{String,1}:
"Open_env_1"
"High_env_1"
"Low_env_1"
"Close_env_1"
I've added moving average envelopes (
env). Related tests seem to return anUndefVarErroreven thoughenvis exported insrc/MarketTechnicals.jl. Any ideas?