EMA（Exponential Moving Average）是指数平均数指标

EMA（Exponential Moving Average）是指数平均数指标

def EMA(df_close, N):
    weight = []
    for i in range(N):
        weight_i = 2 / (N + 1) * (N - i) / N
        weight.append(weight_i)
        # print(weight_i)
    weight_array = np.array(weight)

    ema_n = np.empty_like(df_close)
    ema_n[:, ] = np.nan
    for j in range(N - 1, len(df_close)):
        # from 3 to 100 these for
        df_close_i = df_close.loc[j - N + 1:j, ]
        ema_n[j] = sum(df_close_i * weight_array)
        # print(j)
    return ema_n

 

df_close:价格序号从0开始一列(n*1)

N:N期指数平均(int)

以下是我随便扔进去的一个期货的close价格的图片，橙色是移动平均的，蓝色是真实值，数据描述：

symbol='SHFE.RB' 
frequency='600s' 
start_time='2014-01-01'
end_time='2015-01-03'