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求各位大佬能不能将这个代码转换为PANDAS的代码?

Author: syue, Created: 2021-06-29 21:03:55, Updated:

这个是群主老大手写的开源的ATR函数,求各位大佬能部能写个PANDAS版本的,不使用TALIB功能

def ATR(records, period=14): if len(records) == 0: return [] if ‘Close’ not in records[0]: raise “TA.ATR argument must KLine”

    R = Std._zeros(len(records))
    m = 0.0
    n = 0.0
    for i in xrange(0, len(records)):
        TR = 0
        if i == 0:
            TR = records[i]['High'] - records[i]['Low']
        else:
            TR = max(records[i]['High'] - records[i]['Low'], abs(records[i]['High'] - records[i - 1]['Close']), abs(records[i - 1]['Close'] - records[i]['Low']))
        m += TR
        if i < period:
            n = m / (i + 1)
        else:
            n = (((period - 1) * n) + TR) / period
        R[i] = n
    return R

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小草 速度没区别