abcbase.py 文件源码

def BOLL_CN(close,timeperiod=20, nbdev=2, isDEV=False):
        stddev = nbdev
        if not isDEV:
            devfix =  np.sqrt(1.0*timeperiod/(timeperiod-1))
            stddev = nbdev * devfix
        bollUPPER, bollMIDDLE, bollLOWER = tl.BBANDS(
                    #close narray 
                    close, 
                    #time default 20
                    timeperiod=timeperiod,
                    # number of non-biased standard deviations from the mean
                    nbdevup=stddev,
                    nbdevdn=stddev,
                    # Moving average type: simple moving average here
                    matype=0)
        return bollUPPER, bollMIDDLE, bollLOWER

    #WR%