data_handler.py 文件源码

def MACD(df, n_fast, n_slow, n_signal):
    EMAfast = pd.Series(pd.ewma(df['close'], span = n_fast, min_periods = n_slow - 1))
    EMAslow = pd.Series(pd.ewma(df['close'], span = n_slow, min_periods = n_slow - 1))
    MACD = pd.Series(EMAfast - EMAslow, name = 'MACD' + str(n_fast) + '_' + str(n_slow) + '_' + str(n_signal))
    MACDsig = pd.Series(pd.ewma(MACD, span = n_signal, min_periods = n_signal - 1), name = 'MACDsig' + str(n_fast) + '_' + str(n_slow) + '_' + str(n_signal))
    MACDhist = pd.Series(MACD - MACDsig, name = 'MACDhist' + str(n_fast) + '_' + str(n_slow) + '_' + str(n_signal))
    return pd.concat([MACD, MACDsig, MACDhist], join='outer', axis=1)