pandas_indicators.py 文件源码

def TRIX(df, n):
    EX1 = pd.ewma(df['Close'], span = n, min_periods = n - 1)
    EX2 = pd.ewma(EX1, span = n, min_periods = n - 1)
    EX3 = pd.ewma(EX2, span = n, min_periods = n - 1)
    i = 0
    ROC_l = [0]
    while i + 1 <= df.index[-1]:
        ROC = (EX3[i + 1] - EX3[i]) / EX3[i]
        ROC_l.append(ROC)
        i = i + 1
    Trix = pd.Series(ROC_l, name = 'Trix_' + str(n))
    df = df.join(Trix)
    return df

#Average Directional Movement Index