In other words, we need to multiply the sign of the close price and the volume. In this section, we look at two approaches to this problem: one using the NumPy sign() function and the other using the NumPy
piecewise() function.
Load the BHP data into a close and volume array:
c, v=np.loadtxt('BHP.csv', delimiter=',', usecols=(6, 7), unpack=True)Compute the absolute value changes. Calculate the change of the closing price with the
diff()function. Thediff()function computes the difference between two sequential array elements and returns an array containing these differences:change = np.diff(c) print("Change", change)The changes of the close price are shown as follows:
Change [ 1.92 -1.08 -1.26 0.63 -1.54 -0.28 0.25 -0.6 2.15 0.69 -1.33 1.16 1.59 -0.26 -1.29 -0.13 -2.12 -3.91 1.28 -0.57 -2.07 -2.07 2.5 1.18 -0.88 1.31 1.24 -0.59]
The NumPy
sign()function returns the signs for each element in an array. -1 is returned for a negative number...