data_handler.py 文件源码

def COPP(df, n):
    M = df['close'].diff(int(n * 11 / 10) - 1)
    N = df['close'].shift(int(n * 11 / 10) - 1)
    ROC1 = M / N
    M = df['close'].diff(int(n * 14 / 10) - 1)
    N = df['close'].shift(int(n * 14 / 10) - 1)
    ROC2 = M / N
    Copp = pd.Series(pd.ewma(ROC1 + ROC2, span = n, min_periods = n), name = 'Copp' + str(n))
    return Copp

#Keltner Channel