factor.py 文件源码

def Bollinger_Bands(security_list, timeperiod=5, nbdevup=2, nbdevdn=2):
    # ????????????
    if isinstance(security_list, str):
        security_list = [security_list]
    # ?? Bollinger Bands
    security_data = history(timeperiod * 2, '1d', 'close',
                            security_list, df=False, skip_paused=True)
    upperband = {}
    middleband = {}
    lowerband = {}
    for stock in security_list:
        upperband[stock], middleband[stock], lowerband[stock] = talib.BBANDS(
            security_data[stock], timeperiod, nbdevup, nbdevdn)
    return upperband, middleband, lowerband

# ?????