stockstats.py 文件源码

def _get_boll(cls, df):
        """ Get Bollinger bands.

        boll_ub means the upper band of the Bollinger bands
        boll_lb means the lower band of the Bollinger bands
        boll_ub = MA + K?
        boll_lb = MA ? K?
        M = BOLL_PERIOD
        K = BOLL_STD_TIMES
        :param df: data
        :return: None
        """
        moving_avg = df['close_{}_sma'.format(cls.BOLL_PERIOD)]
        moving_std = df['close_{}_mstd'.format(cls.BOLL_PERIOD)]
        df['boll'] = moving_avg
        moving_avg = list(map(np.float64, moving_avg))
        moving_std = list(map(np.float64, moving_std))
        # noinspection PyTypeChecker
        df['boll_ub'] = np.add(moving_avg,
                               np.multiply(cls.BOLL_STD_TIMES, moving_std))
        # noinspection PyTypeChecker
        df['boll_lb'] = np.subtract(moving_avg,
                                    np.multiply(cls.BOLL_STD_TIMES,
                                                moving_std))