moreIndicators.py 文件源码

def KST(df, r1, r2, r3, r4, n1, n2, n3, n4):  
    M = df['Close'].diff(r1 - 1)  
    N = df['Close'].shift(r1 - 1)  
    ROC1 = M / N  
    M = df['Close'].diff(r2 - 1)  
    N = df['Close'].shift(r2 - 1)  
    ROC2 = M / N  
    M = df['Close'].diff(r3 - 1)  
    N = df['Close'].shift(r3 - 1)  
    ROC3 = M / N  
    M = df['Close'].diff(r4 - 1)  
    N = df['Close'].shift(r4 - 1)  
    ROC4 = M / N  
    KST = pd.Series(pd.rolling_sum(ROC1, n1) + pd.rolling_sum(ROC2, n2) * 2 + pd.rolling_sum(ROC3, n3) * 3 + pd.rolling_sum(ROC4, n4) * 4, name = 'KST_' + str(r1) + '_' + str(r2) + '_' + str(r3) + '_' + str(r4) + '_' + str(n1) + '_' + str(n2) + '_' + str(n3) + '_' + str(n4))  
    df = df.join(KST)  
    return df

#Relative Strength Index