class_docstr: True Range
  
  A technical indicator originally developed by J. Welles Wilder, Jr.
  Indicates the true degree of daily price change in an underlying.
  
  **Default Inputs:** :data:`zipline.pipeline.data.EquityPricing.high`,                         :data:`zipline.pipeline.data.EquityPricing.low`,                         :data:`zipline.pipeline.data.EquityPricing.close`
  
  **Default Window Length:** 2
code: def compute(self, today, assets, out, highs, lows, closes):
      high_to_low = highs[1:] - lows[1:]
      high_to_prev_close = abs(highs[1:] - closes[:-1])
      low_to_prev_close = abs(lows[1:] - closes[:-1])
      out[:] = nanmax(
          dstack(
              (
                  high_to_low,
                  high_to_prev_close,
                  low_to_prev_close,
              )
          ),
          2,
      )
  
imports: from __future__ import division
  from numpy import abs, average, clip, diff, dstack, inf
  from numexpr import evaluate
  from zipline.pipeline.data import EquityPricing
  from zipline.pipeline.factors import CustomFactor
  from zipline.pipeline.mixins import SingleInputMixin
  from zipline.utils.input_validation import expect_bounded
  from zipline.utils.math_utils import nanargmax, nanargmin, nanmax, nanmean, nanstd, nanmin
  from zipline.utils.numpy_utils import rolling_window
  from .basic import exponential_weights
  from .basic import LinearWeightedMovingAverage, MaxDrawdown, SimpleMovingAverage, VWAP, WeightedAverageValue
label_desc: Use image node_id 1 for calling the TrueRange obj's underlying member method code with example usage: obj.compute(today, assets, out, highs, lows, closes) without return types