stochastic.py

def get_stochastic(df, n=15, m=5, t=3):
    # highest price during n days
    ndays_high = df.h.rolling(window=n, min_periods=1).max()
    # lowest price during n days
    ndays_low = df.l.rolling(window=n, min_periods=1).min()
    # Fast%K 
    kdj_k = ((df.c - ndays_low) / (ndays_high - ndays_low))
    # Fast%D (=Slow%K) 
    kdj_d = kdj_k.ewm(span=m).mean()
    # Slow%D 
    kdj_j = kdj_d.ewm(span=t).mean()
    return kdj_j.mean()