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Add fix for #742 #743

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merged 1 commit into from
Dec 24, 2023
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Commits on Dec 2, 2023

  1. Add fix for twopirllc#742

    Add sum_signed_rolling_deltas function and proper NumPy vectorization.
    Some TMO indicators in TV consider the rolling window to be exclusive
    of the current day, while others consider it inclusive. Since this
    series is used to compute the moving averages and momentums for the
    TMO, there would be a plot mismatch against TV unless we dealt with
    both cases.
    Added doctests for both cases, noting that since the series must be cast
    to float type, fp precision representation issues might arise, which
    makes the Pandas Series equality tests unsuitable. We use np.allclose so
    that we can deal with both the fp precision issues if they arise, and
    with the necessary NaN padding as well.
    luisbarrancos committed Dec 2, 2023
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