量化投资学习之【3】使用python计算移动平均线

文章来源: 量化小课堂

#!/usr/bin/env python
#coding:utf-8

import pandas as pd 

#导入数据
stock_data = pd.read_csv('./all_trading_data/stock data/sh600000.csv', parse_dates[1])

stock_data.sort_values('date', inplace=True)

ma_list = [5, 20 ,60]

for ma in ma_list:
    stock_data['MA_' + str(ma)] = pd.rolling_mean(stock_data['close'], ma)

for ma in ma_list:
    stock_data['EMA_' + str(ma)] = pd.ewma(stock_data['close'], span=ma)

stock_data.sort_values('date', ascending=False, inplace=True)

stock_data.csv('sh600000_ma_ema.csv', index=False)