
    "[Fi}                     P    d dl Zd dlZdej                  dedej                  fdZy)    Ndfperiodreturnc                 "   | d   }| d   }| d   }|j                  d      }t        j                  ||z
  ||z
  j                         ||z
  j                         gd      j	                  d      }|j                  |d      j                         S )Nhighlowclose   )axisF)spanadjust)shiftpdconcatabsmaxewmmean)r   r   r   r   r	   
prev_closetrs          0/var/www/html/strategy_lab/app/indicators/atr.pyatrr      s    f:D
U)CwKEQJ	s
	
	!	z	  	
 ss{	  66ve6,1133    )pandasr   numpynp	DataFrameintSeriesr    r   r   <module>r!      s-     4BLL 4# 4")) 4r   