asset.py 文件源码

def simple_moving_average(self, period=50, column='adj_close'):
        table_name = 'sma_test'
        # stmt = text('SELECT * FROM sma_test WHERE asset_id = :asset_id')
        # stmt.bindparams(asset_id=self.id)
        # try:
            # TODO: parse dates
            # df = pd.read_sql(sql, con=conn, params={
            #     'asset_id': self.id
            # })
        # except OperationalError:
        #     logger.exception('error in query')
        sma_ts = pd.Series(
                self.ohlcv[column].rolling(center=False, window=period,
                                           min_periods=period - 1).mean()).dropna()
        print('creating')
        print(sma_ts)
        return sma_ts
            # return sma_ts
        # else:
        #     print('found')
        #     print(df)
        #     return df