Library

Parameters:

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Parameters:

Returns:

Parameters:

Returns:

**"FFTLibrary"**contains a function for performing Fast Fourier Transform ( FFT ) along with a few helper functions. In general, FFT is defined for complex inputs and outputs. The real and imaginary parts of formally complex data are treated as separate arrays (denoted as x and y). For real-valued data, the array of imaginary parts should be filled with zeros.**FFT function****fft(x, y, dir)**: Computes the one-dimensional discrete Fourier transform using an in-place complex-to-complex FFT algorithm. Note: The transform also produces a mirror copy of the frequency components, which correspond to the signal's negative frequencies.Parameters:

**x**: float array, real part of the data,**array size must be a power of 2****y**: float array, imaginary part of the data, array size must be the same as**x**; for real-valued input,**y**must be an array of zeros**dir**: string, options = , defines the direction of the transform: forward" (time-to-frequency) or inverse (frequency-to-time)Returns:

**x, y**: tuple (float array, float array), real and imaginary parts of the transformed data (original x and y are changed on output)**Helper functions****fftPower(x, y)**: Helper function that computes the power of each frequency component (in other words, Fourier amplitudes squared).Parameters:

**x**: float array, real part of the Fourier amplitudes**y**: float array, imaginary part of the Fourier amplitudesReturns:

**power**: float array of the same length as**x**and**y**, Fourier amplitudes squared**fftFreq(N)**: Helper function that returns the FFT sample frequencies defined in cycles per timeframe unit. For example, if the timeframe is 5m, the frequencies are in cycles/(5 minutes).Parameters:

**N**: int, window length (number of points in the transformed dataset)Returns:

**freq**: float array of N, contains the sample frequencies (with zero at the start).
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A word of caution: always be aware of the risks and do not interpret data produced by the script or contained in the preview chart as trading advice.