In other words we need to multiply the sign of the close price with the volume. In this tutorial, we will go over 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 close price with the
difffunction. Thedifffunction 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
signfunction returns the signs for each element in an array.-1is returned for a negative number,1for a positive...