INNER CODE UNIT · Python
x
firmai/deltapy · deltapy/extract.py:54
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)
#++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
#-> In Package
def mean_abs_change(x):
return np.mean(np.abs(np.diff(x)))
# mean_abs_change(df["Close"])