Python script to DAX

[Anonymous]

Hi, I am trying to convert the below python script to DAX Calculated column:

import numpy as np
dataset["OBV"] = np.where(dataset['close'] > dataset['close'].shift(1), dataset['volume']  ,
np.where(dataset['close'] < dataset['close'].shift(1), -dataset['volume'], 0)).cumsum()

Reason:

I am not able to add python to my on-premise gateway to enable scheduled refreshes. 

Sample Data:

AsofDate	close	Volume
2/1/1990	328	50000
2/2/1990	330	45000
2/3/1990	342	65000
2/4/1990	352	45000
2/5/1990	320	20000
2/6/1990	365	35000
2/7/1990	652	45600

I appreceate any help with DAX! Thanks 

[amitchandak]

@Anonymous , what is expected output and logic.

[Anonymous]

 Hello @amitchandak 
Thanks for your response. 

Sample Data: Sample Data 

Input Columns: As of Date, Close, Volume

Output Column: OBV

Business Logic:

If today's close is greater than yesterday's close then:
         OBV = Yesterday’s OBV + Today’s Volume

If today’s close is less than yesterday’s close then:
         OBV = Yesterday’s OBV – Today’s Volume 

If today’s close is equal to yesterday’s close then:
         OBV = Yesterday’s OBV

Execution using Python:

import numpy as np
dataset["OBV"] = np.where(dataset['close'] > dataset['close'].shift(1), dataset['volume']  ,
np.where(dataset['close'] < dataset['close'].shift(1), -dataset['volume'], 0)).cumsum()

I am trying to execute the same using DAX. 

Let me know if you have questions!

Thanks,

SV

[v-lili6-msft · Accepted solution]

hi @Anonymous 

for your requirement, you need to create two column to get your requirement:

judgecolumn = var _yesterdaydate=CALCULATE(MAX('Table'[As of Date]),FILTER('Table','Table'[As of Date]<EARLIER('Table'[As of Date])))
var _yesterdayclose=CALCULATE(SUM('Table'[Close]),FILTER('Table','Table'[As of Date] = _yesterdaydate))
return

DIVIDE('Table'[Close]-_yesterdayclose,ABS('Table'[Close]-_yesterdayclose)) *'Table'[Volume]

OBV = 

SUMX(FILTER('Table','Table'[As of Date]<=EARLIER('Table'[As of Date])),[judgecolumn])

Result:

For first date of your sample data, there is no yesterday OBV, so I have give a fixed value

OBV = 

SUMX(FILTER('Table','Table'[As of Date]<=EARLIER('Table'[As of Date])),[judgecolumn])+287025018164

here is sample pbix file, please try it.

Regards,

Lin

[Anonymous]

Hi i need to convert this python script into dax any idea?