量化指标公式源码

以下是几个常用量化指标的公式源码：

1. 均线（Moving Average，简称MA）：

def MA(close_price, n):
    return close_price.rolling(window=n).mean()

2. 相对强弱指数（Relative Strength Index，简称RSI）：

def RSI(close_price, n):
    diff = close_price.diff()
    up, down = diff.copy(), diff.copy()
    up[up < 0] = 0
    down[down > 0] = 0
    up_values = up.rolling(window=n).mean()
    down_values = abs(down.rolling(window=n).mean())
    rs = up_values / down_values
    rsi = 100 - (100 / (1 + rs))
    return rsi

3. 布林带（Bollinger Bands）：

def BBANDS(close_price, n, k):
    mid_band = close_price.rolling(n).mean()
    upper_band = mid_band + k * close_price.rolling(n).std()
    lower_band = mid_band - k * close_price.rolling(n).std()
    return upper_band, mid_band, lower_band

4. 移动平均收敛/发散指标（Moving Average Convergence Divergence，简称MACD）：

def MACD(close_price, fast_n, slow_n, signal_n):
    exp_fast = close_price.ewm(span=fast_n, adjust=False).mean()
    exp_slow = close_price.ewm(span=slow_n, adjust=False).mean()
    macd = exp_fast - exp_slow
    signal = macd.ewm(span=signal_n, adjust=False).mean()
    histogram = macd - signal
    return macd, signal, histogram

以上仅为一些常用指标的公式源码，实际应用中还需要根据具体情况进行调整和优化。