python获取计算股票技术指标DIF/DEA/MACD

最新推荐文章于 2023-07-26 21:52:54 发布

紫月挽枫

最新推荐文章于 2023-07-26 21:52:54 发布

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先了解一下DIF、DEA、MACD指标的计算方式：
在这里插入图片描述


import pandas as pd
import numpy as np
# 计算EMA(12)和EMA(16)
	data['EMA12'] = data['close'].ewm(alpha=2 / 13, adjust=False).mean()
    data['EMA26'] = data['close'].ewm(alpha=2 / 27, adjust=False).mean()
 
    # 计算DIFF、DEA、MACD
    data['DIFF'] = data['EMA12'] - data['EMA26']
    data['DEA'] = data['DIFF'].ewm(alpha=2 / 10, adjust=False).mean()
    data['MACD'] = 2 * (data['DIFF'] - data['DEA'])