moreIndicators.py 文件源码

def CCI(df, n):  
    PP = (df['High'] + df['Low'] + df['Close']) / 3  
    CCI = pd.Series((PP - pd.rolling_mean(PP, n)) / pd.rolling_std(PP, n), name = 'CCI_' + str(n))  
    df = df.join(CCI)  
    return df

#Coppock Curve