[q_stick] #퀀트

q_stick.py

def q_stick(Data, ema_lookback, opening, close, where):
	# The variable Data refers to the OHLC array you are using
	# The variable ema_lookback refers to the selected lookback period
	# The variable opening refers to the open column in the OHLC array
	# The variable close refers to the close column in the OHLC array
	# The variable where refers to where the Q-Stick will be put

	for i in range(len(Data)):
		Data[i, where] = Data[i, close] - Data[i, opening]

	Data = ema(Data, 2, ema_lookback, where, where + 1)
	return Data