获取旧系列数据的问题（金融为Python）

发布于 2025-02-11 00:28:27 字数 921 浏览 2 评论 0原文

我已经转换了这个公式（ zlema移动平均）

但是我有很多“数据（lag lay day of days of data of data of days of Days）”，看来它无法返回查找结果。这是功能，但不幸的是，它不会产生所需的结果。

def fzlema(source,period):
  zxLag     = period / 2 if (period / 2) == np.round(period / 2) else (period - 1) / 2
  zxLag     = int(zxLag) 
  zxEMAData = source + (source - source.iloc[zxLag])  # Probably error is in this line
  zlema     = zxEMAData.ewm(span=period, adjust=False).mean()
  zlema     = np.round(zlema,2)
  return zlema

zlema =  fzlema(dataframe['close'], 50)

需要明确的是，脚本运行完美，但是我得到的是无与伦比的，因为它是在TradingView上计算的。我尝试使用使用iLoc [..]和tail（..），但都没有返回确切的结果。我可以使用库pandas和numpy。

有什么观点？

原文

I've converted this formula (ZLEMA Moving Average)

But I have many issues with "Data(Lag Days Ago)", it seems that it cant go back to find the result. Here's the function but unfortunately it doesn't produce the desired result.

def fzlema(source,period):
  zxLag     = period / 2 if (period / 2) == np.round(period / 2) else (period - 1) / 2
  zxLag     = int(zxLag) 
  zxEMAData = source + (source - source.iloc[zxLag])  # Probably error is in this line
  zlema     = zxEMAData.ewm(span=period, adjust=False).mean()
  zlema     = np.round(zlema,2)
  return zlema

zlema =  fzlema(dataframe['close'], 50)

To be clear, the script runs perfectly but what I got is unmatched as it's been calculated on Tradingview.
I tried used iloc[..] and tail(..) but neither return exact results.
I can use the libraries pandas and numpy.

Any point of view?

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