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我正在尝试从头开始实现 Chaikin Oscillator,但与真正的 API(例如 TradingView)相比,它给了我错误的结果

代码:

def exponential_moving_average_series(ts, n):
    """
    :param df: pandas.DataFrame
    :param n:
    :return: pandas.DataFrame
    """
    EMA = pd.Series(pd.ewma(ts, span = n, min_periods = n - 1), name = 'EMA_' + str(n))
    return EMA


def chaikin_oscillator(df):
    """Calculate Chaikin Oscillator for given data.
    :param df: pandas.DataFrame
    :return: pandas.DataFrame
    """
    ad = (2 * df['Close'] - df['High'] - df['Low']) * df['Volume'] / (df['High'] - df['Low'])
    ad = ad + ad.shift(1)

    ema3 = exponential_moving_average_series(ad,3);
    ema10 = exponential_moving_average_series(ad,10);

    Chaikin = pd.Series((ema3-ema10), name='Chaikin')

    df = df.join(Chaikin)
    return df

结果:

此代码中的 Chaikin 振荡器与资产的收盘头寸图进行比较

来自 TradingView 的柴金振荡器参考

数据格式如下:

index 时间戳 Open Close High Low Volume Chaikin

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