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utils.py
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34 lines (28 loc) · 923 Bytes
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import os.path as path
import pandas as pd
def assert_msg(condition, msg):
if not condition:
raise Exception(msg)
def read_file(filename):
# 获得文件绝对路径
filepath = path.join(path.dirname(__file__), filename)
# 判定文件是否存在
assert_msg(path.exists(filepath), "文件不存在")
# 读取CSV文件并返回
return pd.read_csv(filepath,
index_col=0,
parse_dates=True,
infer_datetime_format=True)
def SMA(values, n):
"""
返回简单滑动平均
"""
return pd.Series(values).rolling(n).mean()
def crossover(series1, series2) -> bool:
"""
检查两个序列是否在结尾交叉
:param series1: 序列1
:param series2: 序列2
:return: 如果交叉返回True，反之False
"""
return series1[-2] < series2[-2] and series1[-1] > series2[-1]