KST.py 文件源码

def KST(df, r1, r2, r3, r4, n1, n2, n3, n4,s):  
    M = df['Close'].diff(r1)  
    N = df['Close'].shift(r1)  
    ROC1 = (M / N)*100
    M = df['Close'].diff(r2)  
    N = df['Close'].shift(r2)  
    ROC2 = (M / N)*100
    M = df['Close'].diff(r3)  
    N = df['Close'].shift(r3)  
    ROC3 = (M / N)*100
    M = df['Close'].diff(r4)  
    N = df['Close'].shift(r4)  
    ROC4 = (M / N)*100
    KST = pd.Series(pd.rolling_mean(ROC1, n1) + pd.rolling_mean(ROC2, n2) * 2 + 
          pd.rolling_mean(ROC3, n3) * 3 + pd.rolling_mean(ROC4, n4) * 4, name = 'KST')  
    Sig = pd.Series(pd.rolling_mean(KST, s), name = 'Signal')
    df = df.join(KST)  
    df = df.join(Sig)
    #df = df.round(2)
    return df

# Retrieve the S&P 500 data from Yahoo finance: