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0.9.60 新增一批常用技术指标
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zengbin93 committed Oct 30, 2024
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Expand Up @@ -822,6 +822,11 @@ def rolling_std(real: pd.Series, window=20):
def ultimate_smoother(price, period: int = 7):
"""Ultimate Smoother
https://www.95sca.cn/archives/111068
终极平滑器(Ultimate Smoother)是由交易系统和算法交易策略开发者John Ehlers设计的
一种技术分析指标,它是一种趋势追踪指标,用于识别股票价格的趋势。
:param price: np.array, 价格序列
:param period: int, 周期
:return:
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