adosc_func.py 文件源码

def adosc_bloomberg(my_close, my_high, my_low, my_volume, fastperiod, slowperiod):

    MFV = (((my_close - my_low)-(my_high - my_close)) / (my_high - my_low)) * my_volume
    ADL = np.cumsum(MFV)
    ADOSC = SMA(ADL.values, timeperiod=fastperiod) - SMA(ADL.values, timeperiod=slowperiod)

    return ADOSC