INNER CODE UNIT · Python

mean_abs_change

firmai/deltapy · deltapy/extract.py:67

def mean_abs_change(x):
    return np.mean(np.abs(np.diff(x)))

# mean_abs_change(df["Close"])

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


#-> In Package
def _roll(a, shift):
    if not isinstance(a, np.ndarray):
        a = np.asarray(a)
    idx = shift % len(a)
    return np.concatenate([a[-idx:], a[:-idx]])

def mean_second_derivative_central(x):

    diff = (_roll(x, 1) - 2 * np.array(x) + _roll(x, -1)) / 2.0

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