Ichimoku Cloud
Ichimoku Cloud implemented in PyTorch with "Just In Time" (JIT) compilation
IchimokuCloud
Bases: torch.nn.Module
A PyTorch implementation of the Ichimoku Cloud indicator. It computes five different lines: conversion line, baseline, span A, span B, and chikou span.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
conversion_period |
int
|
The conversion line period. Default as 9. |
9
|
base_period |
int
|
The baseline period. Default as 26. |
26
|
span_b_period |
int
|
The span B period. Default as 52. |
52
|
Attributes:
| Name | Type | Description |
|---|---|---|
conversion_period |
int
|
The conversion line period. |
base_period |
int
|
The baseline period. |
span_b_period |
int
|
The span B period. |
forward(high, low, close)
Computes the Ichimoku Cloud indicator based on the high, low, and close price data.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high |
torch.Tensor
|
A tensor containing the high-price data. |
required |
low |
torch.Tensor
|
A tensor containing the low-price data. |
required |
close |
torch.Tensor
|
A tensor containing the close price data. |
required |
Returns:
| Name | Type | Description |
|---|---|---|
tuple |
tuple
|
A tuple containing five tensors: conversion line, baseline, span A, span B, and chikou span. |
kernel(x, period)
staticmethod
Applies the kernel calculation to a given tensor.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
x |
torch.Tensor
|
A tensor to transform. |
required |
period |
int
|
The kernel period. |
required |
Returns:
| Type | Description |
|---|---|
torch.Tensor
|
torch.Tensor: The transformed tensor. |