technical.py 文件源码

def Vortex(df, n):  
    i = 0  
    TR = [0]  
    while i < df.index[-1]:  
        Range = max(df.get_value(i + 1, 'High'), df.get_value(i, 'Close')) - min(df.get_value(i + 1, 'Low'), df.get_value(i, 'Close'))  
        TR.append(Range)  
        i = i + 1  
    i = 0  
    VM = [0]  
    while i < df.index[-1]:  
        Range = abs(df.get_value(i + 1, 'High') - df.get_value(i, 'Low')) - abs(df.get_value(i + 1, 'Low') - df.get_value(i, 'High'))  
        VM.append(Range)  
        i = i + 1  
    VI = pd.Series(pd.rolling_sum(pd.Series(VM), n) / pd.rolling_sum(pd.Series(TR), n), name = 'Vortex_' + str(n))  
    df = df.join(VI)  
    return df





#KST Oscillator