hull moving average

hma.py

def hma(values, window):
    
    # requires wma.py
    
    # HMA = WMA(2*WMA(PRICE, N/2) - WMA(PRICE, N), SQRT(N))
    
    period = int(np.sqrt(window))
    
    # created wma array with NaN values for indexes < window value
    # hull_moving_averages = np.empty(window)
    # hull_moving_averages[:] = np.NAN
    
    wma1 = 2* wma(values, window/2)
    wma2 = wma(values, window)
    
    hull_moving_averages = wma((wma1 - wma2), period)
    
    return hull_moving_averages