data_handler.py 文件源码

def BBANDS(df, n, k = 2):
    MA = pd.Series(pd.rolling_mean(df['close'], n))
    MSD = pd.Series(pd.rolling_std(df['close'], n))
    b1 = 2 * k * MSD / MA
    B1 = pd.Series(b1, name = 'BollingerB' + str(n))
    b2 = (df['close'] - MA + k * MSD) / (2 * k * MSD)
    B2 = pd.Series(b2, name = 'Bollingerb' + str(n))
    return pd.concat([B1,B2], join='outer', axis=1)

#Pivot Points, Supports and Resistances