pandas_indicators.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))
    df = df.join(KelChM)
    df = df.join(KelChU)
    df = df.join(KelChD)
    return df

#Ultimate Oscillator