moreIndicators.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