pandas_indicators.py 文件源码

def EOM(df, n):
    EoM = (df['High'].diff(1) + df['Low'].diff(1)) * (df['High'] - df['Low']) / (2 * df['Volume'])
    Eom_ma = pd.Series(pd.rolling_mean(EoM, n), name = 'EoM_' + str(n))
    df = df.join(Eom_ma)
    return df

#Commodity Channel Index