#!/usr/bin/env python

# -*- coding: utf-8; py-indent-offset:4 -*-

###############################################################################

#

# Copyright (C) 2015-2020 Daniel Rodriguez

#

# This program is free software: you can redistribute it and/or modify

# it under the terms of the GNU General Public License as published by

# the Free Software Foundation, either version 3 of the License, or

# (at your option) any later version.

#

# This program is distributed in the hope that it will be useful,

# but WITHOUT ANY WARRANTY; without even the implied warranty of

# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the

# GNU General Public License for more details.

#

# You should have received a copy of the GNU General Public License

# along with this program. If not, see <http://www.gnu.org/licenses/>.

#

###############################################################################

from __future__ import (absolute_import, division, print_function,

unicode_literals)

from . import Indicator, MovAv

class StandardDeviation(Indicator):

'''

Calculates the standard deviation of the passed data for a given period

Note:

- If 2 datas are provided as parameters, the 2nd is considered to be the

mean of the first

- ``safepow`` (default: False) If this parameter is True, the standard

deviation will be calculated as pow(abs(meansq - sqmean), 0.5) to safe

guard for possible negative results of ``meansq - sqmean`` caused by

the floating point representation.

Formula:

- meansquared = SimpleMovingAverage(pow(data, 2), period)

- squaredmean = pow(SimpleMovingAverage(data, period), 2)

- stddev = pow(meansquared - squaredmean, 0.5) # square root

See:

- http://en.wikipedia.org/wiki/Standard_deviation

'''

alias = ('StdDev',)

lines = ('stddev',)

params = (('period', 20), ('movav', MovAv.Simple), ('safepow', True),)

def _plotlabel(self):

plabels = [self.p.period]

plabels += [self.p.movav] * self.p.notdefault('movav')

return plabels

def __init__(self):

if len(self.datas) > 1:

mean = self.data1

else:

mean = self.p.movav(self.data, period=self.p.period)

meansq = self.p.movav(pow(self.data, 2), period=self.p.period)

sqmean = pow(mean, 2)

if self.p.safepow:

self.lines.stddev = pow(abs(meansq - sqmean), 0.5)

else:

self.lines.stddev = pow(meansq - sqmean, 0.5)

class MeanDeviation(Indicator):

'''MeanDeviation (alias MeanDev)

Calculates the Mean Deviation of the passed data for a given period

Note:

- If 2 datas are provided as parameters, the 2nd is considered to be the

mean of the first

Formula:

- mean = MovingAverage(data, period) (or provided mean)

- absdeviation = abs(data - mean)

- meandev = MovingAverage(absdeviation, period)

See:

- https://en.wikipedia.org/wiki/Average_absolute_deviation

'''

alias = ('MeanDev',)

lines = ('meandev',)

params = (('period', 20), ('movav', MovAv.Simple),)

def _plotlabel(self):

plabels = [self.p.period]

plabels += [self.p.movav] * self.p.notdefault('movav')

return plabels

def __init__(self):

if len(self.datas) > 1:

mean = self.data1

else:

mean = self.p.movav(self.data, period=self.p.period)

absdev = abs(self.data - mean)

self.lines.meandev = self.p.movav(absdev, period=self.p.period)