data_handler.py 文件源码

def rsi_f(df, n, field = 'close'):
    RSI_key = 'RSI%s' % str(n)
    dx = df[field][-1] - df[field][-2]
    alpha = 1.0/n
    if dx > 0:
        upx = dx
        dnx = 0
    else:
        upx = 0
        dnx = -dx
    udi = df[RSI_key + '_UP'][-1] = df[RSI_key + '_UP'][-2] * (1 - alpha) + upx * alpha
    ddi = df[RSI_key + '_DN'][-1] = df[RSI_key + '_DN'][-2] * (1 - alpha) + dnx * alpha
    df[RSI_key][-1] = udi/(udi + ddi) * 100.0

#True Strength Index