technical.py 文件源码

def MFI(df, n):  
    PP = (df['High'] + df['Low'] + df['Close']) / 3  
    i = 0  
    PosMF = [0]  
    while i < df.index[-1]:  
        if PP[i + 1] > PP[i]:  
            PosMF.append(PP[i + 1] * df.get_value(i + 1, 'Volume'))  
        else:  
            PosMF.append(0)  
        i = i + 1  
    PosMF = pd.Series(PosMF)  
    TotMF = PP * df['Volume']  
    MFR = pd.Series(PosMF / TotMF)  
    MFI = pd.Series(pd.rolling_mean(MFR, n), name = 'MFI_' + str(n))  
    df = df.join(MFI)  
    return df

#On-balance Volume