我们从Python开源项目中，提取了以下9个代码示例，用于说明如何使用talib.ROCP。
def __init__(self, selector): self.selector = selector self.supported = {"ROCP", "OROCP", "HROCP", "LROCP", "MACD", "RSI", "VROCP", "BOLL", "MA", "VMA", "PRICE_VOLUME"} self.feature = []
def add_ROCP(self, timeperiod=10, type='line', color='tertiary', **kwargs): """Rate of Change (Percentage).""" if not self.has_close: raise Exception() utils.kwargs_check(kwargs, VALID_TA_KWARGS) if 'kind' in kwargs: type = kwargs['kind'] name = 'ROCP({})'.format(str(timeperiod)) self.sec[name] = dict(type=type, color=color) self.ind[name] = talib.ROCP(self.df[self.cl].values, timeperiod)
def calculate_indicator(stock_df): periods = [3, 5, 10, 20, 30, 60] # MA for period in periods: stock_df['MA' + str(period)] = talib.MA(stock_df['close'].values, timeperiod=period) # EMA periods = [3, 5, 10, 20, 30, 60] for period in periods: stock_df['EMA' + str(period)] = talib.EMA(stock_df['close'].values, timeperiod=period) # AMTMA periods = [5, 10, 20] for period in periods: stock_df['AMTMA' + str(period)] = talib.MA(stock_df['amount'].values, timeperiod=period) # ATR periods = [5, 10, 20] for period in periods: stock_df['ATR' + str(period)] = talib.ATR(stock_df['high'].values, stock_df['low'].values, stock_df['close'].values, timeperiod=period) # ADX period = 14 stock_df['ADX' + str(period)] = talib.ADX(stock_df['high'].values, stock_df['low'].values, stock_df['close'].values, timeperiod=period) # MACD stock_df['MACD_DIFF'], stock_df['MACD_DEA'], stock_df['MACD_HIST'] = talib.MACD( stock_df['close'].values, fastperiod=12, slowperiod=26, signalperiod=9) # CCI period = 14 stock_df['CCI' + str(period)] = talib.CCI(stock_df['high'].values, stock_df['low'].values, stock_df['close'].values, timeperiod=period) # MFI period = 14 stock_df['MFI' + str(period)] = talib.MFI(stock_df['high'].values, stock_df['low'].values, stock_df['close'].values, stock_df['volume'].values, timeperiod=period) # ROCP periods = [5, 10, 20] for period in periods: stock_df['ROCP' + str(period)] = talib.ROCP(stock_df['close'].values, timeperiod=period)
