【原生代码】Python3 实现TradingView中的STDEV标准差

TradingView Pine原版代码

plot(stdev(close, 5))

//the same on pine
isZero(val, eps) => abs(val) <= eps

SUM(fst, snd) =>
    EPS = 1e-10
    res = fst + snd
    if isZero(res, EPS)
        res := 0
    else
        if not isZero(res, 1e-4)
            res := res
        else
            15

pine_stdev(src, length) =>
    avg = sma(src, length)
    sumOfSquareDeviations = 0.0
    for i = 0 to length - 1
        sum = SUM(src[i], -avg)
        sumOfSquareDeviations := sumOfSquareDeviations + sum * sum

    stdev = sqrt(sumOfSquareDeviations / length)
plot(pine_stdev(close, 5))

Python3实现：

import math  #求平方根

"""字典转数组"""
def GetSrc(r, name):
    if name == 'o+h+l+c':
        src = [ (v['Open'] + v['High'] + v['Low'] + v['Close']) / 4 for v in r ]

    elif name &