我的问题

我在Github上尝试了许多库，但是它们都没有为TradingView产生匹配的结果，因此我按照此链接上的公式计算RSI指标。我使用Excel进行了计算，并使用TradingView整理了结果。我知道这是绝对正确的，但是我没有找到使用Pandas进行计算的方法。

式

              100
RSI = 100 - --------
             1 + RS

RS = Average Gain / Average Loss

The very first calculations for average gain and average loss are simple
14-period averages:

First Average Gain = Sum of Gains over the past 14 periods / 14.
First Average Loss = Sum of Losses over the past 14 periods / 14

The second, and …

• 我尝试比较Pandas和传统循环的性能。我意识到，在输入和输出相同的情况下，与传统循环相比，Pandas 执行的计算速度非常快。

我的代码：

#df_1h has been imported before

import time

n = 14
pd.options.display.max_columns = 8
display("df_1h's Shape {} rows x {} columns".format(df_1h.shape[0], df_1h.shape[1]))

close = df_1h['close']

start = time.time()
df_1h['sma_14_pandas'] = close.rolling(14).mean()
end = time.time()
display('pandas: {}'.format(end - start))

start = time.time()
df_1h['sma_14_loop'] = np.nan
for i in range(n-1, df_1h.shape[0]):
    df_1h['sma_14_loop'][i] = close[i-n+1:i+1].mean()
end = time.time()
display('loop: {}'.format(end - start))

display(df_1h.tail())

输出：

"df_1h's Shape 16598 rows x 15 columns" …