Update __init__.py

pyalgotrade/utils/__init__.py

@@ -1 +1,47 @@
+# PyAlgoTrade
+#
+# Copyright 2011-2015 Gabriel Martin Becedillas Ruiz
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#   http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+"""
+.. moduleauthor:: Gabriel Martin Becedillas Ruiz <gabriel.becedillas@gmail.com>
+"""
+
+
+def get_change_percentage(actual, prev):
+    if actual is None or prev is None or prev == 0:
+        raise Exception("Invalid values")
+
+    diff = actual-prev
+    ret = diff / float(abs(prev))
+    return ret
+
+
+def safe_min(left, right):
+    if left is None:
+        return right
+    elif right is None:
+        return left
+    else:
+        return min(left, right)
+
+
+def safe_max(left, right):
+    if left is None:
+        return right
+    elif right is None:
+        return left
+    else:
+        return max(left, right)