data_handler.py 文件源码

def ULTOSC(df):
    TR_l = TR(df)
    BP_l = df['close'] - pd.concat([df['low'], df['close'].shift(1)], axis=1).min(axis=1)
    UltO = pd.Series((4 * pd.rolling_sum(BP_l, 7) / pd.rolling_sum(TR_l, 7)) + (2 * pd.rolling_sum(BP_l, 14) / pd.rolling_sum(TR_l, 14)) + (pd.rolling_sum(BP_l, 28) / pd.rolling_sum(TR_l, 28)), name = 'UltOsc')
    return UltO