def compute_diff(values1, values2):
    assert(len(values1) == len(values2))
    ret = []
    for i in range(len(values1)):
        v1 = values1[i]
        v2 = values2[i]
        if v1 is not None and v2 is not None:
            diff = v1 - v2
        else:
            diff = None
        ret.append(diff)
    return ret
dataset/ETHPy150Open gbeced/pyalgotrade/pyalgotrade/technical/cross.py/compute_diff/original