Function IF

MyTT.py:27–28

(S_BOOL,S_TRUE,S_FALSE)

    return  pd.Series(S).rolling(N).std(ddof=0).values     

def IF(S_BOOL,S_TRUE,S_FALSE):          #序列布尔判断 res=S_TRUE if S_BOOL==True  else  S_FALSE
    return np.where(S_BOOL, S_TRUE, S_FALSE)

def SUM(S, N):                          #对序列求N天累计和，返回序列         
    return pd.Series(S).rolling(N).sum().values