pandas_indicators.py 文件源码

def ULTOSC(df):
    i = 0
    TR_l = [0]
    BP_l = [0]
    while i < df.index[-1]:
        TR = 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_l.append(TR)
        BP = df.get_value(i + 1, 'Close') - min(df.get_value(i + 1, 'Low'), df.get_value(i, 'Close'))
        BP_l.append(BP)
        i = i + 1
    UltO = pd.Series((4 * pd.rolling_sum(pd.Series(BP_l), 7) / pd.rolling_sum(pd.Series(TR_l), 7)) + (2 * pd.rolling_sum(pd.Series(BP_l), 14) / pd.rolling_sum(pd.Series(TR_l), 14)) + (pd.rolling_sum(pd.Series(BP_l), 28) / pd.rolling_sum(pd.Series(TR_l), 28)), name = 'Ultimate_Osc')
    df = df.join(UltO)
    return df

#Donchian Channel