obv¶

Defined in fynance.features.ohlcv

obv(close, volume=None)[source]

On-Balance Volume, causal.

Signed cumulative volume: add volume on up-closes, subtract on down-closes, carry on flat closes (starts at 0).

Parameters:

closearray-like, or OHLCV: Close series, or a single OHLCV.
volumearray-like, optional: Volume series (required unless close is an OHLCV).

Returns:

numpy.ndarray: OBV series, aligned with the input.

Examples

>>> import numpy as np
>>> c = np.array([10., 11., 10.5, 10.5, 12.])
>>> v = np.array([100., 150., 120., 80., 200.])
>>> obv(c, v)
array([  0., 150.,  30.,  30., 230.])