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pandas 计算 布林通道 和 唐奇通道     所属分类 quant 浏览量 356
以沪深300指数为例

import pandas as pd
hs300file = "/data/hs300.txt"
hs300df = pd.read_csv(hs300file)
hs300df["up"] = hs300df["high"].rolling(window=20).max()
hs300df["down"] = hs300df["low"].rolling(window=20).min()
hs300df["mid"] = (hs300df["up"] + hs300df["down"]) / 2
hs300df[["up","down","close"]].plot()
hs300df[["up","down","close"]].tail(100).plot()



hs300df["bollstd"] = hs300df["close"].rolling(window=20).std()
hs300df["bollmid"] = hs300df["close"].rolling(window=20).mean()
hs300df["bollhigh"] = hs300df["bollmid"] + 2*hs300df["bollstd"]
hs300df["bolllow"] = hs300df["bollmid"] - 2*hs300df["bollstd"]
hs300df[["bollhigh","bolllow","close"]].plot()
hs300df[["bollhigh","bolllow","close"]].tail(100).plot()



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