TaylorCycle.py 文件源码

def main():
    DF = pd.read_hdf('/home/lc1bfrbl/Database/Oanda.hdf', 'WTICO_USD_H1')
    TTT=CalcTaylorCycle(DF)
    Index = (TTT.index.year == 2017) & (TTT.index.month == 6)
    TTT[Index].MO.plot()
    TTT[Index].MLo.plot()
    TTT[Index].MHi.plot()
    TTT[Index].High.plot()
    TTT[Index].Low.plot()