INNER CODE UNIT · Python

cid_ce

firmai/deltapy · deltapy/extract.py:47

def cid_ce(x, normalize):

    if not isinstance(x, (np.ndarray, pd.Series)):
        x = np.asarray(x)
    if normalize:
        s = np.std(x)
        if s!=0:
            x = (x - np.mean(x))/s
        else:
            return 0.0

    x = np.diff(x)
    return np.sqrt(np.dot(x, x))

# cid_ce(df["Close"], True)

#++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

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