python-大智慧price_oscillator指标

"""
Created on Tue May 23 08:57:02 2017
@author: yunjinqi 
E-mail:yunjinqi@qq.com 
Differentiate yourself in the world from anyone else.
"""
import pandas as pd
import numpy as np
import datetime
import time
#获取数据
df=pd.read_csv('C:/Users/HXWD/Desktop/000001.csv',encoding='gbk')
df.columns=['date','code','name','close','high','low','open','preclose',
'change','change_per','volume','amt']
df=df[['date','open','high','low','close','volume','amt']]
df.head()
def get_price_oscillator(df,short=12,long=26):
    df['price_oscillator']=100*((df['close'].rolling(short).mean()-
                              df['close'].rolling(long).mean())/
                              df['close'].rolling(short).mean())
    return df
get_price_oscillator(df)
df.tail()