'i BddlmZmZmZmZddlmZmZGddeZy))absolute_importdivisionprint_functionunicode_literals)MovingAverageBaseMovAvcHeZdZdZdZdZdejffZfdZ xZ S)HullMovingAveragea6By Alan Hull The Hull Moving Average solves the age old dilemma of making a moving average more responsive to current price activity whilst maintaining curve smoothness. In fact the HMA almost eliminates lag altogether and manages to improve smoothing at the same time. Formula: - hma = wma(2 * wma(data, period // 2) - wma(data, period), sqrt(period)) See also: - http://alanhull.com/hull-moving-average Note: - Please note that the final minimum period is not the period passed with the parameter ``period``. A final moving average on moving average is done in which the period is the *square root* of the original. In the default case of ``30`` the final minimum period before the moving average produces a non-NAN value is ``34`` )HMAHullMA)hma_movavc|jj|j|jj}d|jj|j|jjdzz}t |jjd}|jj||z t ||j_tt|/y)N)periodg@g?) prdataparamsrpowintlinesrsuperr __init__)selfwmawma2 sqrtperiod __class__s W/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/indicators/hma.pyrzHullMovingAverage.__init__:sffmmDIIdkk.@.@mATVV]]499T[[5G5G15L]MM++S1 tcz#j/J  /1) __name__ __module__ __qualname____doc__aliasrr WMArr __classcell__)rs@r r r s1, E E# %F22r!r N) __future__rrrrrr r r!r r,s!***'%2)%2r!