pandas_indicators.py 文件源码

def OBV(df, n):
    i = 0
    OBV = [0]
    while i < df.index[-1]:
        if df.get_value(i + 1, 'Close') - df.get_value(i, 'Close') > 0:
            OBV.append(df.get_value(i + 1, 'Volume'))
        if df.get_value(i + 1, 'Close') - df.get_value(i, 'Close') == 0:
            OBV.append(0)
        if df.get_value(i + 1, 'Close') - df.get_value(i, 'Close') < 0:
            OBV.append(-df.get_value(i + 1, 'Volume'))
        i = i + 1
    OBV = pd.Series(OBV)
    OBV_ma = pd.Series(pd.rolling_mean(OBV, n), name = 'OBV_' + str(n))
    df = df.join(OBV_ma)
    return df

#Force Index