ezyquant.indicators.ta.TA.roc

Contents

ezyquant.indicators.ta.TA.roc#

static TA.roc(close: DataFrame, window: int = 12, fillna: bool = False) → DataFrame#

Rate of Change (ROC)

Parameters:

close (pd.DataFrame) – dataset ‘Close’ dataframe.
window (int = 12) – n period.
fillna (bool = False) – if True, fill nan values.

Returns:

Rate of Change (ROC)

Return type:

pd.DataFrame