oscillator.py 文件源码

python
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项目:AutoTrading 作者: curme 项目源码 文件源码
def ACOscillator(df):
    df_mid_points = (df['High'] + df['Low'])/2
    mid_points = Data.toFloatArray(df_mid_points)
    longav = tl.SMA(np.array(mid_points), timeperiod=40)
    shortav = tl.SMA(np.array(mid_points),timeperiod =15)
    A0 = longav - shortav
    Mavg = tl.SMA(A0, timeperiod = 15)
    AcResult = tl.SMA(Mavg - A0, timeperiod = 15)
    signals = np.diff(AcResult)
    return signals
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