data_handler.py 文件源码

def MassI(df):
    Range = df['high'] - df['low']
    EX1 = pd.ewma(Range, span = 9, min_periods = 8)
    EX2 = pd.ewma(EX1, span = 9, min_periods = 8)
    Mass = EX1 / EX2
    MassI = pd.Series(pd.rolling_sum(Mass, 25), name = 'MassIndex')
    return MassI

#Vortex Indicator