Filter_Stock_CHN_1.py 文件源码

def MACD(df, short_win=12, long_win=26, macd_win=9):
    # talib??MACD
    prices = np.array(df['close'])
    macd_tmp = talib.MACD(prices, fastperiod=short_win, slowperiod=long_win, signalperiod=macd_win)
    df['macd_dif'] = macd_tmp[0]
    df['macd_dea'] = macd_tmp[1]
    df['macd'] = macd_tmp[2]
    return df