pandas df.diff() func

July 5th, 2023, 04:55 PM

Not elite, so can't post to the 'Python, Pandas...' forum.

I'm attempting to translate the DonovanWall Range Filter (AKA Vumanchu Swing Free) from Python into Java for MotiveWave.

Have no experience in pandas (some in Python).

Here's the func I'm working on

Code

def range_size(df: pd.DataFrame, range_period: float, range_multiplier: int):
    wper = range_period * 2 - 1
    # last candle is last index, not 0
    average_range = ta.ema(df.diff().abs(), range_period)
    AC = ta.ema(average_range, wper) * range_multiplier
    return AC

I'm assuming the df.diff() func is taking a data series, calculating diff between each bar and it's previous bar (bar-1), then returning a transformed data series with the results.

Am I correct in this assumption? If so, in MW I'll have to write loops to cycle thru MW's series and preform these diff calculations manually, then create a new series with the results.

July 7th, 2023, 10:54 AM

StickRustler

Not elite, so can't post to the 'Python, Pandas...' forum.

I'm attempting to translate the DonovanWall Range Filter (AKA Vumanchu Swing Free) from Python into Java for MotiveWave.

Have no experience in pandas (some in Python).

Here's the func I'm working on

Code

def range_size(df: pd.DataFrame, range_period: float, range_multiplier: int):
    wper = range_period * 2 - 1
    # last candle is last index, not 0
    average_range = ta.ema(df.diff().abs(), range_period)
    AC = ta.ema(average_range, wper) * range_multiplier
    return AC

I'm assuming the df.diff() func is taking a data series, calculating diff between each bar and it's previous bar (bar-1), then returning a transformed data series with the results.

Am I correct in this assumption? If so, in MW I'll have to write loops to cycle thru MW's series and preform these diff calculations manually, then create a new series with the results.

Correct, it basically adds a new column in your dataframe.

July 7th, 2023, 07:54 PM

sam028

Correct, it basically adds a new column in your dataframe.

Thx

pandas df.diff() func

Discussion in Platforms and Indicators

pandas df.diff() func