statistic_functions.py 文件源码

def MODE(df, n, price='Close'):
    """
    Mode (most common value) of discrete data
    """
    mode_list = []
    i = 0
    while i < len(df[price]):
        if i + 1 < n:
            mode = float('NaN')
        else:
            start = i + 1 - n
            end = i + 1
            mode = statistics.mode(df[price][start:end])
        mode_list.append(mode)
        i += 1
    return mode_list