mattools.py 文件源码

def get_array_ma(ts, periods):
    ma = np.empty(shape = len(ts))
    ma.fill(np.NAN)
    for i in xrange(len(ts)):
        j = i - periods + 1
        if j < 0:
            j = 0
        ma[i] = np.nanmean(ts[j:i+1], 0)
    return ma


# 0 for add, 1 for multiply