INNER CODE UNIT · Python
S1
firmai/deltapy · deltapy/extract.py:116
S1 = sum(w * (magnitude[1:] - magnitude[:-1]) ** 2)
S2 = sum(w)
eta_e = (w_mean * np.power(time[N - 1] -
time[0], 2) * S1 / (sigma2 * S2 * N ** 2))
final.append(eta_e)
keys.append(key)
return {"Interact__{}".format(k): eta_e for eta_e, k in zip(final,keys) }
# var_index(df["Close"].values)
#++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
#-> In Package
def symmetry_looking(x, param=[{"r": 0.2}]):