Hilbert Transform - Phasor Components

HT_PHASOR calculates the sine and cosine components of the dominant cycle.

Method

tm.ta.ht_phasor(source)

Inputs

Parameter	Argument type	Description	Default Value
source	pd.Series	Input data series	-

Outputs

Note

The outputs are returned as a tuple of objects. Make sure to unpack them as shown in the example usage.

Output	Type
inphase	np.ndarray
quadrature	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Hilbert Transform - Phasor Components
    inphase, quadrature = tm.ta.ht_phasor(data.close)

    # Get the last value and print
    last_value = inphase.iloc[-1]
    tm.log(f"Last value of Hilbert Transform - Phasor Components is {last_value}")

    # Plot the values of inphase
    tm.plot(inphase, title="Hilbert Transform - Phasor Components", overlay=False)