technical.py 文件源码

def BBANDS(df, n):  
    MA = pd.Series(pd.rolling_mean(df['Close'], n))  
    MSD = pd.Series(pd.rolling_std(df['Close'], n))  
    b1 = 4 * MSD / MA  
    B1 = pd.Series(b1, name = 'BollingerB_' + str(n))  
    df = df.join(B1)  
    b2 = (df['Close'] - MA + 2 * MSD) / (4 * MSD)  
    B2 = pd.Series(b2, name = 'Bollinger%b_' + str(n))  
    df = df.join(B2)  
    return df

#Pivot Points, Supports and Resistances