QAIndicator_Series.py 文件源码

def SMA(Series, N, M=1):

    ret = []
    i = 1
    length = len(Series)
    # ??X????? nan ?
    while i < length:
        if np.isnan(Series[i]):
            i += 1
        else:
            break
    preY = Series[i]  # Y'
    ret.append(preY)
    while i < length:
        Y = (M * Series[i] + (N - M) * preY) / float(N)
        ret.append(Y)
        preY = Y
        i += 1
    return pd.Series(ret)