0.9.60 新增 CHOP 波动指数

czsc/utils/ta.py

@@ -448,12 +448,11 @@ def CHOP(high, low, close, **kwargs):
     Calculation:
         Default Inputs:
             length=14, scalar=100, drift=1
+
         HH = high.rolling(length).max()
         LL = low.rolling(length).min()
-
         ATR_SUM = SUM(ATR(drift), length)
-        CHOP = scalar * (LOG10(ATR_SUM) - LOG10(HH - LL))
-        CHOP /= LOG10(length)
+        CHOP = scalar * (LOG10(ATR_SUM) - LOG10(HH - LL)) / LOG10(length)
 
     :param high: pd.Series, Series of 'high's
     :param low: pd.Series, Series of 'low's

examples/develop/测试TA技术指标计算.py

@@ -0,0 +1,15 @@
+import sys
+import time
+
+sys.path.insert(0, r"A:\ZB\git_repo\waditu\czsc")
+import talib
+from czsc.utils import ta
+from czsc.connectors import cooperation as coo
+
+
+df = coo.get_raw_bars(symbol="SFIC9001", freq="日线", fq="后复权", sdt="20100101", edt="20210301", raw_bars=False)
+
+
+def test_CHOP():
+    df1 = df.copy()
+    df1["CHOP"] = ta.CHOP(df1["high"], df1["low"], df1["close"])