RiskTools

16 thg 8, 2023

Library "RiskTools"
Provides functions for calculating risk metrics

pctDrop(start, result)
  Calculates what is the percentage drop from a reference price
  Parameters:
    start (float): Starting price before the drop occurred
    result (float): Resulting price to which the percentage drop occurred
  Returns: Percentage drop from "start" to "result"

priceBeforeDrop(pctDrop, result)
  Calculates a starting price given a resulting price and a percentage drop to that price
  Parameters:
    pctDrop (float): Percentage drop
    result (float): Resulting price to which the percentage drop occurred
  Returns: The starting price from which a percentage drop "pctDrop" gave a "result"

dropzone(price, masource, malength, window, zonesize)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength (simple int): The length used in the SMA calculation from which the floor price is determined
    window (simple int): The lookback period from which to calculate the floor price
    zonesize (simple int)
  Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

16 thg 8, 2023

Phát hành các Ghi chú

v2

Updated:
priceBeforeDrop(pctdrop, result)
  Calculates a starting price given a resulting price and a percentage drop to that price
  Parameters:
    pctdrop (float): Percentage drop
    result (float): Resulting price to which the percentage drop occurred
  Returns: The starting price from which a percentage drop "pctDrop" gave a "result"

dropzone(price, masource, malength_days, window_days, zonesize)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
    window_days (simple int): The lookback period (in days) from which to calculate the floor price
    zonesize (simple int): The lookback period from which to calculate the floor price
  Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

17 thg 8, 2023

Phát hành các Ghi chú

v3

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, firstzone)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
    window_days (simple int): The lookback period (in days) from which to calculate the floor price
    zonesize (simple int): The increment by which each new zone is larger than the next
    firstzone (simple int): The first valid zone number, if ommitted it defaults to the first zonesize increment
  Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

18 thg 8, 2023

Phát hành các Ghi chú

v4

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, firstzone, lastzone)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
    window_days (simple int): The lookback period (in days) from which to calculate the floor price
    zonesize (simple int): The increment by which each new zone is larger than the next
    firstzone (simple int): The first valid zone number, if ommitted it defaults to the first zonesize increment
    lastzone (simple int)
  Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

19 thg 8, 2023

Phát hành các Ghi chú

v5

19 thg 8, 2023

Phát hành các Ghi chú

v6

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, minuszone, firstzone, lastzone)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
    window_days (simple int): The lookback period (in days) from which to calculate the floor price
    zonesize (simple int): The increment by which each new zone is larger than the next
    minuszone (simple int): The zone number to use if price is below the floor price. If ommitted it defaults to zero (0)
    firstzone (simple int): The first valid zone number. If ommitted it defaults to the first zonesize increment
    lastzone (simple int): The last zone number where price is above the final zone.
  Returns: The zone identifier as a multiple of the zone size in string format

30 thg 8, 2023

Phát hành các Ghi chú

v7

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, minuszone, firstzone, lastzone, overzone)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
    window_days (simple int): The lookback period (in days) from which to calculate the floor price
    zonesize (simple int): The increment by which each new zone is larger than the next
    minuszone (simple int): The zone number to use if price is below the floor price. If ommitted it defaults to zero (0)
    firstzone (simple int): The first valid zone number. If ommitted it defaults to the first zonesize increment
    lastzone (simple int): The last zone number where price is above the final zone.
    overzone (simple int)
  Returns: The zone identifier as a multiple of the zone size in string format