data_handler.py 文件源码

def Chaikin(df):
    ad = (2 * df['close'] - df['high'] - df['low']) / (df['high'] - df['low']) * df['volume']
    Chaikin = pd.Series(pd.ewma(ad, span = 3, min_periods = 2) - pd.ewma(ad, span = 10, min_periods = 9), name = 'Chaikin')
    return Chaikin

#Money Flow Index and Ratio