data_handler.py 文件源码

def HEIKEN_ASHI(df, period1):
    SM_O = pd.rolling_mean(df['open'], period1)
    SM_H = pd.rolling_mean(df['high'], period1)
    SM_L = pd.rolling_mean(df['low'], period1)
    SM_C = pd.rolling_mean(df['close'], period1)
    HA_C = pd.Series((SM_O + SM_H + SM_L + SM_C)/4.0, name = 'HAclose')
    HA_O = pd.Series(SM_O, name = 'HAopen')
    HA_H = pd.Series(SM_H, name = 'HAhigh')
    HA_L = pd.Series(SM_L, name = 'HAlow')
    for idx, dateidx in enumerate(HA_C.index):
        if idx >= (period1):
            HA_O[idx] = (HA_O[idx-1] + HA_C[idx-1])/2.0
        HA_H[idx] = max(SM_H[idx], HA_O[idx], HA_C[idx])
        HA_L[idx] = min(SM_L[idx], HA_O[idx], HA_C[idx])
    return pd.concat([HA_O, HA_H, HA_L, HA_C], join='outer', axis=1)