indicators.py 文件源码

def atr(bars, window=14, exp=False):
    tr = true_range(bars)

    if exp:
        res = rolling_weighted_mean(tr, window)
    else:
        res = rolling_mean(tr, window)

    res = pd.Series(res)
    return (res.shift(1) * (window - 1) + res) / window


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