我是熊猫新手.计算大熊猫RSI指标中相对强度部分的最佳方法是什么?到目前为止,我得到以下内容:
from pylab import * import pandas as pd import numpy as np def Datapull(Stock): try: df = (pd.io.data.DataReader(Stock,'yahoo',start='01/01/2010')) return df print 'Retrieved', Stock time.sleep(5) except Exception, e: print 'Main Loop', str(e) def RSIfun(price, n=14): delta = price['Close'].diff() #----------- dUp= dDown= RolUp=pd.rolling_mean(dUp, n) RolDown=pd.rolling_mean(dDown, n).abs() RS = RolUp / RolDown rsi= 100.0 - (100.0 / (1.0 + RS)) return rsi Stock='AAPL' df=Datapull(Stock) RSIfun(df)
我到目前为止做得对吗?我对方程的不同部分有困难,你可以将向上和向下计算分开