data_handler.py 文件源码

def BBANDS_STOP(df, n, nstd):
    MA = pd.Series(pd.rolling_mean(df['close'], n))
    MSD = pd.Series(pd.rolling_std(df['close'], n))
    Upper = pd.Series(MA + MSD * nstd, name = 'BBSTOP_upper')
    Lower = pd.Series(MA - MSD * nstd, name = 'BBSTOP_lower')
    Trend = pd.Series(0, index = Lower.index, name = 'BBSTOP_trend')
    for idx, dateidx in enumerate(Upper.index):
        if idx >= n:
            Trend[idx] = Trend[idx-1]
            if (df.close[idx] > Upper[idx-1]):
                Trend[idx] = 1
            if (df.close[idx] < Lower[idx-1]):
                Trend[idx] = -1                
            if (Trend[idx]==1) and (Lower[idx] < Lower[idx-1]):
                Lower[idx] = Lower[idx-1]
            elif (Trend[idx]==-1) and (Upper[idx] > Upper[idx-1]):
                Upper[idx] = Upper[idx-1]
    return pd.concat([Upper,Lower, Trend], join='outer', axis=1)