Q-j jddlmZmZmZddlmZmZddlmZm Z m Z m Z m Z  d dedededed ed ef d Z y) ) DataFrameSeriesconcat)DictLikeInt)signalsv_driftv_offset v_pos_defaultv_seriesNcloselengthdriftoffsetkwargsreturnc .t|d}t||dz}|yt|}t|}|j |j }|j |j }|j |j}||z }|dk7r|j|}d|vr|j|ddd ||_ d |_ |jd d } | s|Stt|j|it||jd d|jdd|jdd|jdd|jdd|jdd |jdd| gd} | S)aEfficiency Ratio This indicator, by Perry J. Kaufman, attempts to identify market noise or volatility. Sources: * "New Trading Systems and Methods", Perry J. Kaufman * [tc2000](https://help.tc2000.com/m/69404/l/749623-kaufman-efficiency-ratio) Parameters: close (Series): ```close``` Series length (int): The period. Default: ```1``` offset (int): Post shift. Default: ```0``` Other Parameters: fillna (value): ```pd.DataFrame.fillna(value)``` Returns: (Series): 1 column Note: It is calculated by dividing the net change in price movement over ```n``` periods by the sum of the absolute net changes over the same ```n``` periods. N)windowrfillnaT)inplaceER_momentumsignal_indicatorsFxaPxbxseries xseries_a xseries_b cross_values cross_series) indicatorrrr r!r"r#r$r)axis)r r r r diffabsrollingsumshiftrnamecategorypoprrr) r rrrrabs_diffabs_volatilityabs_volatility_rsumerr signalsdfs c/Users/jameslopez/projects/TradingBot25/.venv/lib/python3.12/site-packages/pandas_ta/momentum/er.pyr2r2s<62 &F UFQJ 'E } ENE f Fzz&!%%'HZZ&**,N(000?CCE ' 'B{ XXf 6 &"D 1F8nBGBK #6>  277B-( zz$+zz$+"JJy$7$jjd;$jjd;!'NE!B!'ND!A!   ")NNN)pandasrrrpandas_ta._typingrrpandas_ta.utilsrr r r r r2r5r4r:s^,,+59O OO.1O O"*O Or5