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.
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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.
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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.
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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.
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v5
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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
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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