Pandas计算EMA、MACD、布林线

1、获取K线数据

上一篇博客：OKEX获取期货k线数据 中已经介绍

 

2、计算EMA指标

import pandas as pd

df = ****** #具体数据与格式见上篇文章
paras = [7, 9]
for para in paras:
    df['EMA_' + str(para)] = pd.DataFrame.ewm(df['close'], span=para).mean()
ema_a = 'EMA_' + str(paras[0])
ema_b = 'EMA_' + str(paras[1])
print(df)

3、计算MACD指标

import pandas as pd

df = ****** #具体数据与格式见上篇文章
paras = [5, 10]
for para in paras:
    df['ma_' + str(para)] = df['close'].rolling(para).mean()
ema_a = 'MA_' + str(paras[0])
ema_b = 'MA_' + str(paras[1])
print(df)

 

4、计算布林线指标

import pandas as pd

df = ****** #具体数据与格式见上篇文章
paras = [100, 2]

n = para[0]
m = para[1]

# 计算均线
df['median'] = df['close'].rolling(n, min_periods=1).mean()

# 计算上轨、下轨道
df['std'] = df['close'].rolling(n, min_periods=1).std(ddof=0)  # ddof代表标准差自由度
df['upper'] = df['median'] + m * df['std']
df['lower'] = df['median'] - m * df['std']
print(df)