Function
MACD
(close, short=12, long=26, signal=9)
Source from the content-addressed store, hash-verified
| 24 | |
| 25 | # 计算MACD |
| 26 | def MACD(close, short=12, long=26, signal=9): |
| 27 | ema12 = pd.DataFrame.ewm(close, span=short).mean() |
| 28 | ema26 = pd.DataFrame.ewm(close, span=long).mean() |
| 29 | # dif组成的线叫MACD线 |
| 30 | dif = ema12 - ema26 |
| 31 | # dea组成的线叫signal线 |
| 32 | dea = pd.DataFrame.ewm(dif, span=signal).mean() |
| 33 | # dif与dea的差得到柱状 |
| 34 | hist = 2 * (dif - dea) |
| 35 | dif = np.round(dif, 3) |
| 36 | dea = np.round(dea, 3) |
| 37 | hist = np.round(hist, 3) |
| 38 | return dif, dea, hist |
| 39 | |
| 40 | #计算修正K线数据 |
| 41 | def Heikin_Ashi(df): |
Tested by
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