indicators.py 文件源码

def keltner_channel(bars, window=14, atrs=2):
    typical_mean = rolling_mean(typical_price(bars), window)
    atrval = atr(bars, window) * atrs

    upper = typical_mean + atrval
    lower = typical_mean - atrval

    return pd.DataFrame(index=bars.index, data={
        'upper': upper.values,
        'mid': typical_mean.values,
        'lower': lower.values
    })


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