INNER CODE UNIT · Python

rocs

tejaslinge/Alpaca-ROC-Trading-Bot · main.py:82

            rocs = (ask[ask.shape[0] - 1] - ask[0])/(ask[0])
        else:
            rocs = (ask[ask.shape[0] - 1] - ask[ask.shape[0] -2])/(ask[ask.shape[0] - 2])
        return rocs*1000

# Returns a list of most recent ROCs for all tickers
def return_ROC_list(tickers, timeframe):
    ROC_tickers = []
    for i in range(len(tickers)):
        df = pd.read_csv('tick_data/{}.csv'.format(tickers[i]))
        df.set_index('timestamp', inplace= True)
        df.index = pd.to_datetime(df.index, format ='%Y-%m-%d').strftime('%Y-%m-%d %H:%M')
        ROC_tickers.append(ROC(df['ask_price'], timeframe)) # [-1] forlast value (latest)
    return ROC_tickers

# compared ASK vs LTP
def compare_ask_ltp(tickers, timeframe):
    

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