これはTALIB機能を使用しないPANDASのバージョンを 作成できるように, グループオーナーの親手によるオープンソースのATR関数です

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