INNER CODE UNIT · Python

variance_larger_than_standard_deviation

firmai/deltapy · deltapy/extract.py:93

def variance_larger_than_standard_deviation(x):

    y = np.var(x)
    return y > np.sqrt(y)

# variance_larger_than_standard_deviation(df["Close"])

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

var_index_param = {"Volume":None, "Open": None}

@set_property("fctype", "combiner")
@set_property("custom", True)
def var_index(time,param=var_index_param):
    final = []
    keys = []
    for key, magnitude in param.items():
      w = 1.0 / np.power(np.subtract(time[1:], time[:-1]), 2)

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