INNER CODE UNIT · Python
_roll
firmai/deltapy · deltapy/extract.py:76
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
return np.mean(diff[1:-1])
# mean_second_derivative_central(df["Close"])
#++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
#-> In Package
def variance_larger_than_standard_deviation(x):