指數移動平均
阿新 • • 發佈:2019-01-04
import tushare as ts import pandas as pd import matplotlib.pyplot as plt import numpy as np import talib df=ts.get_k_data('600600') #簡單移動平均 def SMA(ps,k): ewma=pd.Series(0.0,index=ps.index) # ewma[period-1]=ps[:period].mean() for i in range(k,len(ps)): ewma[i] =ps[i-k:i].sum()/k return ewma #指數移動平均 def EMA(ps,period=5,exp=0.1): ewma=pd.Series(0.0,index=ps.index) #數列的首項是五日的均值 ewma[period-1]=ps[:period].mean() for i in range(period,len(ps)): ewma[i] =exp*ps[i]+(1-exp)*ewma[i-1] return ewma ps=df.close sma=SMA(ps,5) ema=EMA(ps)