data_handler.py 文件源码

def KELCH(df, n):
    KelChM = pd.Series(pd.rolling_mean((df['high'] + df['low'] + df['close']) / 3, n), name = 'KelChM' + str(n))
    KelChU = pd.Series(pd.rolling_mean((4 * df['high'] - 2 * df['low'] + df['close']) / 3, n), name = 'KelChU' + str(n))
    KelChD = pd.Series(pd.rolling_mean((-2 * df['high'] + 4 * df['low'] + df['close']) / 3, n), name = 'KelChD' + str(n))
    return pd.concat([KelChM, KelChU, KelChD], join='outer', axis=1)

#Ultimate Oscillator