pandas rolling方法_Python pandas.rolling_max方法代码示例

# 需要导入模块: import pandas [as 别名]

# 或者: from pandas import rolling_max [as 别名]

def getKDJ(close, high, low):

'''

calculate KDJ value

:param DataFrame close:close price

:param DataFrame high:highest price of a day

:param DataFrame low: lowest price of a day

:return: [DataFrame,DataFrame,DataFrame,DataFrame] [RSV, K, D, KDJ]:KDJ value and some subproducts

'''

# interval over which KDJ is calculated

kdj_interval = 9

N = 3

# calculate RSV

# get the close value to be used

close = pd.DataFrame(close.iloc[(kdj_interval - 1):, :].values)

# calculate maximum in (kdj_interval) days in high value

high_max_in_interval = pd.rolling_max(high, kdj_interval)

# rolling_sum function will set the first (kdj_interval-1) days as np.nan,drop them

high_max_in_interval.