from sklearn.linear_model import LinearRegression
def SQZMIval(data, depth = 20):
new = []
high = data.High
low = data.Low
close = data.Close
for x in range(1, len(data)):
if abs(-x-depth) < len(data):
a = max(data.iloc[-x-depth:-x]['High'])
b = min(data.iloc[-x-depth:-x]['Low'])
average1 = (a + b)/2
c = sum(data.iloc[-x-depth:-x]['Close'])/depth
average2 = (average1 + c)/2
final = data.iloc[-x]['Close'] - average2
new.insert(0, final)
else:
new.insert(0, 0)
new.insert(0,0)
data['Average1'] = pd.Series(new)
z = []
for y in range(1,(depth+1)):
z.append(y)
for x in range(1, len(data)):
if abs(-x-depth) < len(data):
final = data.iloc[-x-depth:-x]['Average1']
X = np.array(z).reshape(-1, 1)
Y = final.values
linear_regressor = LinearRegression()
linear_regressor.fit(X, Y)
Y_pred = linear_regressor.predict(X)
new.insert(0, round(Y_pred[-1],2))
else:
new.insert(0, 0)
new.insert(0,0)
return pd.Series(new)
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