# -*- coding: utf-8 -*-
from pandas_ta.utils import get_offset, symmetric_triangle, verify_series, weights
[docs]def swma(close, length=None, asc=None, offset=None, **kwargs):
"""Indicator: Symmetric Weighted Moving Average (SWMA)"""
# Validate Arguments
length = int(length) if length and length > 0 else 10
# min_periods = int(kwargs["min_periods"]) if "min_periods" in kwargs and kwargs["min_periods"] is not None else length
asc = asc if asc else True
close = verify_series(close, length)
offset = get_offset(offset)
if close is None: return
# Calculate Result
triangle = symmetric_triangle(length, weighted=True)
swma = close.rolling(length, min_periods=length).apply(weights(triangle), raw=True)
# swma = close.rolling(length).apply(weights(triangle), raw=True)
# Offset
if offset != 0:
swma = swma.shift(offset)
# Handle fills
if "fillna" in kwargs:
swma.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
swma.fillna(method=kwargs["fill_method"], inplace=True)
# Name & Category
swma.name = f"SWMA_{length}"
swma.category = "overlap"
return swma
swma.__doc__ = \
"""Symmetric Weighted Moving Average (SWMA)
Symmetric Weighted Moving Average where weights are based on a symmetric
triangle. For example: n=3 -> [1, 2, 1], n=4 -> [1, 2, 2, 1], etc...
This moving average has variable length in contrast to TradingView's fixed
length of 4.
Source:
https://www.tradingview.com/study-script-reference/#fun_swma
Calculation:
Default Inputs:
length=10
def weights(w):
def _compute(x):
return np.dot(w * x)
return _compute
triangle = utils.symmetric_triangle(length - 1)
SWMA = close.rolling(length)_.apply(weights(triangle), raw=True)
Args:
close (pd.Series): Series of 'close's
length (int): It's period. Default: 10
asc (bool): Recent values weigh more. Default: True
offset (int): How many periods to offset the result. Default: 0
Kwargs:
fillna (value, optional): pd.DataFrame.fillna(value)
fill_method (value, optional): Type of fill method
Returns:
pd.Series: New feature generated.
"""