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import talib as ta
def skdj(close,high,low):
low_min = low.rolling(9).min()
high_max = high.rolling(9).max()
rsv = ta.EMA((close - low_min) / (high_max - low_min) * 100, timeperiod=3)
# 计算慢速K、D线(二次平滑)
k = ta.EMA(rsv, timeperiod=3) # 对K值进行3日平均
d = ta.MA(k, timeperiod=3) # 对D值进行3日平均
return pd.DataFrame(k, columns=['k']), pd.DataFrame(d, columns=['d']) |
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