DataCleaner

2022年9月29日

Library "DataCleaner"

outlierLevel(src, len, level)
  Gets the (standard deviation) outlier level for a given series.
  Parameters:
    src: The series to average and add a multiple of the standard deviation to.
    len: The The number of bars to measure.
    level: The positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary.
  Returns: The average of the series plus the multiple of the standard deviation.

naOutliers(src, len, maxDeviation)
  Returns only values that are within the maximum deviation.
  Parameters:
    src: The series to filter results from.
    len: The The number of bars to measure.
    maxDeviation: The maximum deviation before considered an outlier.

normalize(src, len, maxDeviation, baseline)
  Returns the source value adjusted by its standard deviation.
  Parameters:
    src: The series to measure.
    len: The number of bars to measure the standard deviation.
    maxDeviation: The maximum deviation before considered an outlier.
    baseline: The value considered to be at center. Typically zero.

cleanUsing(src, result, len, maxDeviation)
  Returns an array representing the result series with (outliers provided by the source) removed.
  Parameters:
    src: The source series to read from.
    result: The result series.
    len: The maximum size of the resultant array.
    maxDeviation: The positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary.
  Returns: An array containing the cleaned series.

clean(src, len, maxDeviation)
  Returns an array representing the source series with outliers removed.
  Parameters:
    src: The source series to read from.
    len: The maximum size of the resultant array.
    maxDeviation: The positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary.
  Returns: An array containing the cleaned series.

cleanArray(src, maxDeviation)
  Returns an array representing the source array with outliers removed.
  Parameters:
    src: The source series to read from.
    maxDeviation: The positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary.
  Returns: An array containing the cleaned series.

naArrayOutliers(src, maxDeviation)
  Returns an array representing the source array with outliers removed.
  Parameters:
    src: The array to set outliers to N/A.
    maxDeviation: The maximum deviation before considered an outlier.
  Returns: True if there were any outliers; otherwise false.

outlierLevelAdjusted(src, len, level, maxDeviation)
  Gets the (standard deviation) outlier level for a given series after a single pass of removing any outliers.
  Parameters:
    src: The series to average and add a multiple of the standard deviation to.
    len: The The number of bars to measure.
    level: The positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary.
    maxDeviation: The optional standard deviation level to use when cleaning the series. The default is the value of the provided level.
  Returns: The average of the series plus the multiple of the standard deviation.