data_handler.py 文件源码

def Vortex(df, n):
    tr = TR(df)
    vm = abs(df['high'] - df['low'].shift(1)) - abs(df['low']-df['high'].shift(1))
    VI = pd.Series(pd.rolling_sum(vm, n) / pd.rolling_sum(tr, n), name = 'Vortex' + str(n))
    return VI

#KST Oscillator