ezyquant.indicators.ta.TA.cci#

static TA.cci(high: DataFrame, low: DataFrame, close: DataFrame, window: int = 20, constant: float = 0.015, fillna: bool = False) → DataFrame#

Commodity Channel Index (CCI)

Parameters:

  • high (pd.DataFrame) – dataset ‘High’ dataframe.

  • low (pd.DataFrame) – dataset ‘Low’ dataframe.

  • close (pd.DataFrame) – dataset ‘Close’ dataframe.

  • window (int = 20) – n period.

  • constant (float = 0.015) – constant.

  • fillna (bool = False) – if True, fill nan values.

Returns:

Commodity Channel Index (CCI)

Return type:

pd.DataFrame