ShareData.py 文件源码

def Cmra(self):
        df=self.sharedf
        cc=[]
        cmra=[]
        prixe=math.log(0.03637/float(12)+1)
        df=df.set_index('date')
        df1=df['change']
        for x in range(20,len(df1.index)+1):
            cc.append(df1[x-20:x].sum()-prixe)
        dd=[]
        for x in range(12,len(cc)+1):
            dd.append(sum(cc[x-12:x]))
        for x in range(252,len(dd)+1):
            cmra.append(max(cc[x-252:x])-min(cc[x-252:x]))
        df=df[281:]
        df['cmra']=cmra
        df['date']=df.index
        df=pandas.DataFrame(df.reset_index(drop=True))
        return df[['date','cmra']]