pandas_indicators.py 文件源码

def TSI(df, r, s):
    M = pd.Series(df['Close'].diff(1))
    aM = abs(M)
    EMA1 = pd.Series(pd.ewma(M, span = r, min_periods = r - 1))
    aEMA1 = pd.Series(pd.ewma(aM, span = r, min_periods = r - 1))
    EMA2 = pd.Series(pd.ewma(EMA1, span = s, min_periods = s - 1))
    aEMA2 = pd.Series(pd.ewma(aEMA1, span = s, min_periods = s - 1))
    TSI = pd.Series(EMA2 / aEMA2, name = 'TSI_' + str(r) + '_' + str(s))
    df = df.join(TSI)
    return df

#Accumulation/Distribution