factor.py 文件源码

def MA_VOLUME(security_list, timeperiod=5):
    # ????????????
    if isinstance(security_list, str):
        security_list = [security_list]
    # ?? N ??????
    security_data = history(timeperiod * 2, '1d', 'volume',
                            security_list, df=False, skip_paused=True)
    mavol = {}
    for stock in security_list:
        x = security_data[stock]
        mavol[stock] = talib.MA(security_data[stock], timeperiod)
    return mavol

# BIAS