How to count days of stock above sma in a period?
let say i want to count days that stock price above sma200 within a period 50 days
Is the below correct?
class AboveDays(CustomFactor):
inputs = [USEquityPricing.close]
window_length = 251
def compute(self, today, asset_ids, out, close):
range_mean = pd.Series(close).rolling(200).mean()
diff = close[-50:] - range_mean
out[:] = np.apply_along_axis(lambda x: np.nansum(x>0), 0, diff)
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