Time for action – balancing volume

In other words we need to multiply the sign of the close price with the volume. In this tutorial, we will go over two approaches to this problem, one using the NumPy sign function, and the other using the NumPy piecewise function.

1. Load the BHP data into a close and volume array:

   c, v=np.loadtxt('BHP.csv', delimiter=',', usecols=(6, 7), unpack=True)

   Compute the absolute value changes. Calculate the change of the close price with the diff function. The diff function computes the difference between two sequential array elements and returns an array containing these differences:

   change = np.diff(c)
   print "Change", change

   The changes of the close price are shown as follows:

   Change [ 1.92 -1.08 -1.26  0.63 -1.54 -0.28  0.25 -0.6   2.15 0.69 -1.33  1.16
     1.59 -0.26 -1.29 -0.13 -2.12 -3.91  1.28 -0.57 -2.07 -2.07 2.5   1.18
   -0.88  1.31  1.24 -0.59]

2. The NumPy sign function returns the signs for each element in an array. -1 is returned for a negative number, 1 for a positive...