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jsrimr/bollinger.py

Created September 6, 2019 04:53
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bollinger.py
def get_bollinger_diffs(df, n=20, k=2):
ma_n = df['c'].rolling(n).mean()
Bol_upper = df['c'].rolling(n).mean() + k* df['c'].rolling(n).std()
Bol_lower = df['c'].rolling(n).mean() - k* df['c'].rolling(n).std()
return (Bol_upper - Bol_lower).mean()
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