own_tech.py 文件源码

def getWilliam(close, high, low):
    '''
    ??????
    :param DataFrame close: ???
    :param DataFrame high: ?????
    :param DataFrame low: ?????
    :return: DataFrame w: ????
    '''
    # ?14???
    n = 14
    high = pd.rolling_max(high, n)
    high.index = range(high.shape[0])
    low = pd.rolling_min(low, n)
    low.index = range(low.shape[0])
    w = 100 - 100 * (close - low) / (high - low)
    w.replace([np.nan, np.inf, -np.inf], 0, inplace=True)
    return w