@classmethod
def _get_um_dm(cls, df):
    """ Up move and down move

        initialize up move and down move
        :param df: data
        """
    hd = df['high_delta']
    df['um'] = (hd + hd.abs()) / 2
    ld = -df['low_delta']
    df['dm'] = (ld + ld.abs()) / 2
