data_handler.py 文件源码

def OBV(df, n):
    PosVol = pd.Series(df['volume'])
    NegVol = pd.Series(-df['volume'])
    PosVol[df['close'] <= df['close'].shift(1)] = 0
    NegVol[df['close'] >= df['close'].shift(1)] = 0
    OBV = pd.Series(pd.rolling_mean(PosVol + NegVol, n), name = 'OBV' + str(n))
    return OBV

#Force Index