moreIndicators.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))  
    df = df.join(Copp)  
    return df

#Keltner Channel