def bband(stock, window, num_std):
data = stock.selected_line_info.values
index = stock.selected_line_info.index
ma = pd.rolling_mean(data, window)
std = pd.rolling_std(data, window)
upper = ma + std * num_std
lower = ma - std * num_std
bband_ma = pd.Series(ma, index=index)
bband_upper = pd.Series(upper, index=index)
bband_lower = pd.Series(lower, index=index)
return bband_upper,bband_lower,bband_ma
Quantitative platform in test.py 文件源码
python
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