sample.py

def sar(s, af=0.02, amax=0.2):
    high, low = s.high, s.low# Starting values
    sig0, xpt0, af0 = True, high[0], af
    sar = [low[0] - (high - low).std()]
    for i in range(1, len(s)):
        sig1, xpt1, af1 = sig0, xpt0, af0lmin = min(low[i - 1], low[i])
        lmax = max(high[i - 1], high[i])
        if sig1:
            sig0 = low[i] > sar[-1]
            xpt0 = max(lmax, xpt1)
        else:
            sig0 = high[i] >= sar[-1]
            xpt0 = min(lmin, xpt1)if sig0 == sig1:
            sari = sar[-1] + (xpt1 - sar[-1])*af1
            af0 = min(amax, af1 + af)
            if sig0:
                af0 = af0 if xpt0 > xpt1 else af1
                sari = min(sari, lmin)
            else:
                af0 = af0 if xpt0 < xpt1 else af1
                sari = max(sari, lmax)
        else:
            af0 = af
            sari = xpt0sar.append(sari)return sar