python - 在 Python 中创建 Aroon 指标

Question

我想在股票价格 OHLCV 的数据框中添加 aroon（看涨和看跌）指标列。阿隆计算在这里

Answer 1

我建议查看pandas_ta包含 80 多个指标的库：

$ pip install pandas_ta

>>> import pandas as pd
>>> import pandas_ta as ta
>>> pd.concat([price_ohlcv, price_ohlcv.ta.aroon()], axis=1).tail()
                            open    high    low     close   volume  AROOND_14   AROONU_14
time                            
2020-04-30 00:00:00+00:00   1.095   1.102   1.093   1.098   70879.0 57.142857   7.142857
2020-05-01 00:00:00+00:00   1.097   1.097   1.090   1.091   79412.0 50.000000   92.857143
2020-05-04 00:00:00+00:00   1.091   1.093   1.083   1.084   74476.0 42.857143   85.714286
2020-05-05 00:00:00+00:00   1.084   1.085   1.078   1.080   78846.0 35.714286   78.571429
2020-05-06 00:00:00+00:00   1.079   1.082   1.079   1.080   22443.0 28.571429   71.428571