zscore

zscore(close, length=None, std=None, offset=None, **kwargs)

Rolling Z Score

Sources:

Calculation:

Default Inputs:

length=30, std=1

SMA = Simple Moving Average STDEV = Standard Deviation std = std * STDEV(close, length) mean = SMA(close, length) ZSCORE = (close - mean) / std

Args:

close (pd.Series): Series of ‘close’s length (int): It’s period. Default: 30 std (float): It’s period. Default: 1 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.