ta.py 文件源码

def add_CCI(self, timeperiod=14,
            type='line', color='secondary', **kwargs):
    """Channel Commodity Index."""

    if not (self.has_high and self.has_low and self.has_close):
        raise Exception()

    utils.kwargs_check(kwargs, VALID_TA_KWARGS)
    if 'kind' in kwargs:
        type = kwargs['kind']

    name = 'CCI({})'.format(str(timeperiod))
    self.sec[name] = dict(type=type, color=color)
    self.ind[name] = talib.CCI(self.df[self.hi].values,
                               self.df[self.lo].values,
                               self.df[self.cl].values,
                               timeperiod)