kline_data.py 文件源码

def get_indicator(df, indicator):
        ret_df = df
        if 'MACD' in indicator:
            macd, macdsignal, macdhist = ta.MACD(df.close.values, fastperiod=12, slowperiod=26, signalperiod=9)
            ret_df = KlineData._merge_dataframe(pd.DataFrame([macd, macdsignal, macdhist]).T.rename(columns={0: "macddif", 1: "macddem", 2: "macdhist"}), ret_df)
            ret_df = KlineData._merge_dataframe(line_intersections(ret_df, columns=['macddif', 'macddem']), ret_df)
        if 'MFI' in indicator:
            real = ta.MFI(df.high.values, df.low.values, df.close.values, df.volume.values, timeperiod=14)
            ret_df = KlineData._merge_dataframe(pd.DataFrame([real]).T.rename(columns={0: "mfi"}), ret_df)
        if 'ATR' in indicator:
            real = ta.NATR(df.high.values, df.low.values, df.close.values, timeperiod=14)
            ret_df = KlineData._merge_dataframe(pd.DataFrame([real]).T.rename(columns={0: "atr"}), ret_df)
        if 'ROCR' in indicator:
            real = ta.ROCR(df.close.values, timeperiod=10)
            ret_df = KlineData._merge_dataframe(pd.DataFrame([real]).T.rename(columns={0: "rocr"}), ret_df)
        ret_df['date'] = pd.to_datetime(ret_df['date'], format='%Y-%m-%d')
        return ret_df