强力指数FI的python实现
强力指数指标(Force Index)由Alexander Elder发明,该技术指标用来指示上升或下降趋势的力量大小,在零线上下移动来表示趋势的强弱。计算公式
FORCE INDEX(i)=VOLUME(i)*
FORCE INDEX(i):当前柱的力量指数
VOLUME(i):当前柱的交易量;
MA(ApPRICE,N,i):在任何一个时段内当前柱的任何移动平均线:
MA(ApPRICE,N,i-1)——前一柱的任何移动平均线。
################# Force Index ########################################################
# Load the necessary packages and modules
import pandas as pd
import pandas.io.data as web
# Force Index
def ForceIndex(data, ndays):
FI = pd.Series(data['Close'].diff(ndays) * data['Volume'], name = 'ForceIndex')
data = data.join(FI)
return data
# Retrieve the Apple data from Yahoo finance:
data = web.DataReader('AAPL',data_source='yahoo',start='1/1/2010', end='1/1/2016')
data = pd.DataFrame(data)
# Compute the Force Index for Apple
n = 1
AAPL_ForceIndex = ForceIndex(data,n)
print(AAPL_ForceIndex)
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