如何用Python构建aroon指示器

如何用Python构建aroon指示器,python,pandas,finance,quantitative-finance,indicator,Python,Pandas,Finance,Quantitative Finance,Indicator,我正在尝试使用pandas在python中创建aroon指示符。然而,我得到了错误的值。。。有谁能帮我指出我哪里出了问题 import pandas as pd import Bitmex_OHLC import numpy as np import importlib def aroon(): importlib.reload(Bitmex_OHLC) df_aroon = Bitmex_OHLC.OHLC() df_aroon['14L_min'] = df_aro

我正在尝试使用pandas在python中创建aroon指示符。然而,我得到了错误的值。。。有谁能帮我指出我哪里出了问题

import pandas as pd
import Bitmex_OHLC
import numpy as np
import importlib

def aroon():
    importlib.reload(Bitmex_OHLC)
    df_aroon = Bitmex_OHLC.OHLC()
    df_aroon['14L_min'] = df_aroon['low'].rolling(window=14,min_periods=0).min()
    df_aroon['14H_max'] = df_aroon['high'].rolling(window=14,min_periods = 0).max()
    df_aroon['ind'] = range(0,len(df_aroon))
    # recent_high = df_aroon.iloc[-1]["25d High"]
    df_aroon['high_ind'] = df_aroon['ind'].where(df_aroon["14H_max"]==df_aroon['high']).fillna(method = 'ffill')
    df_aroon['low_ind'] = df_aroon['ind'].where(df_aroon["14L_min"] == df_aroon['low']).fillna(method = 'ffill')
    df_aroon['since_high'] = df_aroon['ind']-df_aroon['high_ind']
    df_aroon['since_low'] = df_aroon['ind'] - df_aroon['low_ind']
    df_aroon['up'] = (((14 - df_aroon['since_high'])/14) *100)
    df_aroon['down'] = (((14 - df_aroon['since_low']) / 14) * 100)
    return (df_aroon)

print(aroon().tail())
(向下)列的值应始终为正,(因为_低)列的值应小于14

任何帮助都将不胜感激。。塔克斯


嗨,我是一个想使用quantopian的新手 对使用Aroon感兴趣。在我的搜索中找到此。看起来比您的代码简单,并且相信它使用了ta库。

使用python中的ta lib库创建股票指标。这里是链接