python-技术指标-ema算法

def get_EMA(df,a):  
    for i in range(len(df)):  
        if i==0:  
            df.ix[i,'ema']=df.ix[i,'close']  
        if i>0:  
            df.ix[i,'ema']=(1-a)*df.ix[i-1,'ema']+a*df.ix[i,'close']  
    return df
from WindPy import*
import pandas as pd
import numpy as np
import datetime
import time
#获取数据
w.start(60)
symbol="000001.SZ"
start_date="2016-01-01"
end_date="2017-05-02"
stock=w.wsd(symbol, "trade_code,open,high,low,close,pre_close,\
                  volume,amt", start_date,end_date)
df = pd.DataFrame()
df['date']=stock.Times
df['stock_code']=stock.Data[0]
#index_data['stock_code'] =symbol
df['open'] =stock.Data[1]
df['high'] =stock.Data[2]
df['low']  =stock.Data[3]
df['close']=stock.Data[4]
df['pre_close']=stock.Data[5]
df['volume']=stock.Data[6]
df['amt']=stock.Data[7]
df
get_EMA(df,0.7)