statistic_functions.py 文件源码

def MEDIAN_GROUPED(df, n, price='Close', interval=1):
    """
    Median, or 50th percentile, of grouped data
    """
    median_grouped_list = []
    i = 0
    while i < len(df[price]):
        if i + 1 < n:
            median_grouped = float('NaN')
        else:
            start = i + 1 - n
            end = i + 1
            median_grouped = statistics.median_grouped(df[price][start:end], interval)
        median_grouped_list.append(median_grouped)
        i += 1
    return median_grouped_list