data_handler.py 文件源码

def RSI_F(df, n, field='close'):
    UpMove = df[field] - df[field].shift(1)
    DoMove = df[field].shift(1) - df[field]
    UpD = pd.Series(UpMove)
    DoD = pd.Series(DoMove)
    UpD[(UpMove <= 0)] = 0
    DoD[(DoMove <= 0)] = 0
    PosDI = pd.Series(pd.ewma(UpD, com = n-1), name = "RSI"+str(n)+'_UP')
    NegDI = pd.Series(pd.ewma(DoD, com = n-1), name = "RSI"+str(n)+'_DN')
    RSI = pd.Series(PosDI / (PosDI + NegDI) * 100, name = 'RSI' + str(n))
    return pd.concat([RSI, PosDI, NegDI], join='outer', axis=1)