data_handler.py 文件源码

def TRIX(df, n):
    EX1 = pd.ewma(df['close'], span = n, min_periods = n - 1, adjust = False)
    EX2 = pd.ewma(EX1, span = n, min_periods = n - 1, adjust = False)
    EX3 = pd.ewma(EX2, span = n, min_periods = n - 1, adjust = False)
    return pd.Series(EX3/EX3.shift(1) - 1, name = 'Trix' + str(n))

#Average Directional Movement Index