pandas_indicators.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 = 'Mass Index')
    df = df.join(MassI)
    return df

#Vortex Indicator: http://www.vortexindicator.com/VFX_VORTEX.PDF