indicators.py 文件源码

def weighted_bollinger_bands(series, window=20, stds=2):
    ema = rolling_weighted_mean(series, window=window)
    std = rolling_std(series, window=window)
    upper = ema + std * stds
    lower = ema - std * stds

    return pd.DataFrame(index=series.index, data={
        'upper': upper.values,
        'mid': ema.values,
        'lower': lower.values
    })


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