predictorWeekly.py 文件源码

def calculateBollingerBandsValue(df):
    simpleMovingAverage = pandas.rolling_mean(df,window=5)
    stdDeviation = pandas.rolling_std(df,window=5)
    bollingerBandsValue = (df - simpleMovingAverage)/(2*stdDeviation)
    bollingerBandsValue = bollingerBandsValue.dropna()
    return bollingerBandsValue