log_next_moving_closes = np.log(next_moving_closes)
log_next_moving_closes_std = np.std(log_next_moving_closes)
if np.isclose(log_next_moving_closes_std, 0):
- next_moving_slope_strength = (
- np.sign(log_next_moving_closes[-1] - log_next_moving_closes[0])
- * 0.01
- )
+ next_moving_slope_strength = 0
else:
- log_next_closes_moving_length = len(log_next_moving_closes)
- weights = np.linspace(0.5, 1.5, log_next_closes_moving_length)
+ log_next_moving_closes_length = len(log_next_moving_closes)
+ weights = np.linspace(0.5, 1.5, log_next_moving_closes_length)
log_next_moving_slope = np.polyfit(
- range(log_next_closes_moving_length),
+ range(log_next_moving_closes_length),
log_next_moving_closes,
1,
w=weights,
log_next_moving_closes = np.log(next_moving_closes)
log_next_moving_closes_std = np.std(log_next_moving_closes)
if np.isclose(log_next_moving_closes_std, 0):
- next_moving_slope_strength = (
- np.sign(log_next_moving_closes[-1] - log_next_moving_closes[0])
- * 0.01
- )
+ next_moving_slope_strength = 0
else:
- log_next_closes_moving_length = len(log_next_moving_closes)
- weights = np.linspace(0.5, 1.5, log_next_closes_moving_length)
+ log_next_moving_closes_length = len(log_next_moving_closes)
+ weights = np.linspace(0.5, 1.5, log_next_moving_closes_length)
log_next_moving_slope = np.polyfit(
- range(log_next_closes_moving_length),
+ range(log_next_moving_closes_length),
log_next_moving_closes,
1,
w=weights,