如果要使用 EMA,需要更多数据,比如计算 EMA(周期 = 14),至少需要 28行数据 下面我提供 OKX ETH - USDT - SWAP - 1 h 来做测试,在代码中使用 limit = 14 是错误的,100是对的:
import pandas as pd
import requests
import json
import time
#Data:OKX ETH-USDT-SWAP 1H
limit= 20 #When using limit = 100 data is normal
url = 'https://www.okx.com/api/v5/market/candles?instId=ETH-USDT-SWAP&bar=1H&limit={}'.format(limit)
headers={'User-Agent' : 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_0) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/68.0.3440.106 Safari/537.36'}
result =requests.get(url=url,headers=headers).json()
df=pd.DataFrame(result['data'])
df = df.rename(columns={0: 'open_time', 1: 'open', 2: 'high', 3: 'low', 4: 'close', 5: 'volz',6:'voleth',7:'volusdt',8:'KlineState'})
for i in list(df):
df[i]=list(reversed(df[i]))
#Pandas ema14 example:
'''
DataFrame.ewm(com=None, span=None, halflife=None, alpha=None, min_periods=0, adjust=True, ignore_na=False,
axis=0, times=None, method='single')[source]
'''
period=14
while True:
example_ema_1=df['close'].ewm(span=period).mean().values[-1].round(2)
example_ema_2=df['close'].ewm(span=period, adjust=False).mean().values[-1].round(2)
example_ema_3=df['close'].ewm(span=period, adjust=False,ignore_na=True).mean().values[-1].round(2)
print('example_ema_1',example_ema_1)
print('example_ema_2',example_ema_2)
print('example_ema_3',example_ema_3)
time.sleep(1)
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