请教"atr.atr#DAY"(14)如何替换成PYTHON表达

代人发帖 · 发表于 2023-12-18 09:00

林彬汕头 · 发表于 2023-12-18 10:38

分钟级别如何引用日线的ATR

技术009 · 发表于 2023-12-18 16:22

columns = ['datetime','open','close','high','low']
data = history_bars('SQRB00', 100, '1d', columns)
df = pd.DataFrame(data, columns=columns,dtype='uint64')
# 计算真实波动幅度（TR）
df['tr0'] = abs(df['high'] - df['low'])
df['tr1'] = abs(df['high'] - df['close'].shift())
df['tr2'] = abs(df['low'] - df['close'].shift())
df['tr'] = df[['tr0', 'tr1', 'tr2']].max(axis=1)

# 计算ATR
df['atr'] = df['tr'].rolling(window=14).mean()
print(df)

林彬汕头 · 发表于 2023-12-18 17:30

感谢

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