data_handler.py 文件源码

def STOCH(df, n = 14, slowk_period = 3, slowd_period = 3):
    fastk, fastd = talib.STOCHF(df['high'].values, df['low'].values, df['close'].values, fastk_period = n, fastd_period=slowk_period)
    slowk, slowd = talib.STOCH(df['high'].values, df['low'].values, df['close'].values, fastk_period = n, slowk_period=slowk_period, slowd_period=slowd_period)
    fk = pd.Series(fastk, index = df.index, name = "STOCHFK_%s_%s_%s" % (str(n), str(slowk_period), str(slowd_period)))
    sk = pd.Series(slowk, index = df.index, name = "STOCHSK_%s_%s_%s" % (str(n), str(slowk_period), str(slowd_period)))
    sd = pd.Series(slowd, index = df.index, name = "STOCHSD_%s_%s_%s" % (str(n), str(slowk_period), str(slowd_period)))
    return pd.concat([fk, sk, sd], join='outer', axis=1)