data_handler.py 文件源码

def TEMA(ts, n):
    n = int(n)
    ts_ema1 = pd.Series( pd.ewma(ts, span = n, adjust = False), name = 'EMA' + str(n) )
    ts_ema2 = pd.Series( pd.ewma(ts_ema1, span = n, adjust = False), name = 'EMA2' + str(n) )
    ts_ema3 = pd.Series( pd.ewma(ts_ema2, span = n, adjust = False), name = 'EMA3' + str(n) )
    ts_tema = pd.Series( 3 * ts_ema1 - 3 * ts_ema2 + ts_ema3, name = 'TEMA' + str(n) )
    return ts_tema