我使用python pandas计算以下公式 (https://i.stack.imgur.com/XIKBz.png) 我是这样在python中完成的:
EURUSD['SMA2']= EURUSD['Close']. rolling (2).mean()
EURUSD['TMA2']= ( EURUSD['Close'] + EURUSD[SMA2']) / 2
当我计算TMA 100时,问题是长编码,因此我需要使用“ for loop”来轻松更改TMA周期。 预先感谢
编辑: 我找到了代码,但是有一个错误:
值= []
对于范围(1,201)中的i:values.append(eurusd ['Close'])。rolling(window = i).mean()values.mean()
答案 0 :(得分:0)
TMA是平均值的平均值。
import numpy as np
import pandas as pd
df = pd.DataFrame(np.random.rand(10, 5))
print(df)
# df['mean0']=df.mean(0)
df['mean1']=df.mean(1)
print(df)
df['TMA'] = df['mean1'].rolling(window=10,center=False).mean()
print(df)
或者您可以轻松打印它。
print(df["mean1"].mean())
这是它的外观:
0 1 2 3 4
0 0.643560 0.412046 0.072525 0.618968 0.080146
1 0.018226 0.222212 0.077592 0.125714 0.595707
2 0.652139 0.907341 0.581802 0.021503 0.849562
3 0.129509 0.315618 0.711265 0.812318 0.757575
4 0.881567 0.455848 0.470282 0.367477 0.326812
5 0.102455 0.156075 0.272582 0.719158 0.266293
6 0.412049 0.527936 0.054381 0.587994 0.442144
7 0.063904 0.635857 0.244050 0.002459 0.423960
8 0.446264 0.116646 0.990394 0.678823 0.027085
9 0.951547 0.947705 0.080846 0.848772 0.699036
0 1 2 3 4 mean1
0 0.643560 0.412046 0.072525 0.618968 0.080146 0.365449
1 0.018226 0.222212 0.077592 0.125714 0.595707 0.207890
2 0.652139 0.907341 0.581802 0.021503 0.849562 0.602470
3 0.129509 0.315618 0.711265 0.812318 0.757575 0.545257
4 0.881567 0.455848 0.470282 0.367477 0.326812 0.500397
5 0.102455 0.156075 0.272582 0.719158 0.266293 0.303313
6 0.412049 0.527936 0.054381 0.587994 0.442144 0.404901
7 0.063904 0.635857 0.244050 0.002459 0.423960 0.274046
8 0.446264 0.116646 0.990394 0.678823 0.027085 0.451842
9 0.951547 0.947705 0.080846 0.848772 0.699036 0.705581
0 1 2 3 4 mean1 TMA
0 0.643560 0.412046 0.072525 0.618968 0.080146 0.365449 NaN
1 0.018226 0.222212 0.077592 0.125714 0.595707 0.207890 NaN
2 0.652139 0.907341 0.581802 0.021503 0.849562 0.602470 NaN
3 0.129509 0.315618 0.711265 0.812318 0.757575 0.545257 NaN
4 0.881567 0.455848 0.470282 0.367477 0.326812 0.500397 NaN
5 0.102455 0.156075 0.272582 0.719158 0.266293 0.303313 NaN
6 0.412049 0.527936 0.054381 0.587994 0.442144 0.404901 NaN
7 0.063904 0.635857 0.244050 0.002459 0.423960 0.274046 NaN
8 0.446264 0.116646 0.990394 0.678823 0.027085 0.451842 NaN
9 0.951547 0.947705 0.080846 0.848772 0.699036 0.705581 0.436115