问题描述
# close = [1332.45,1330.95,1332.25,1331.1,1336.3,1330.0,1330.8,1333.0,1332.35,1335.55,1333.1,1334.0,1333.15,1334.8,1333.2,1334.85,1336.0,1334.7,1333.25,1332.0,1333.4,1334.5,1336.95,1340.0,1344.7,1344.5,1348.15,1345.15,1346.85,1346.0,1343.1,1341.0,1343.8,1343.4,1343.0,1342.1,1340.5,1342.4,1341.7,1340.25,1340.3,1340.5]
# actual_ema = [nan,nan,1331.8833333333334,1331.4916666666668,1333.8958333333335,1331.9479166666667,1331.3739583333333,1332.1869791666668,1332.2684895833333,1333.9092447916667,1333.5046223958334,1333.7523111979167,1333.4511555989584,1334.1255777994793,1333.6627888997396,1333.8313944498698,1333.9156972249348,1333.4578486124674,1334.1539243062336,1335.0769621531167,1334.8884810765585,1334.0692405382792,1333.0346202691396,1333.2173101345697,1333.183655067285,1333.8418275336426,1335.3959137668212,1337.6979568834106,1341.1989784417053,1342.8494892208528,1345.4997446104264,1345.3248723052134,1346.0874361526066,1346.0437180763033,1344.5718590381516,1342.7859295190758,1341.3929647595378,1341.196482379769,1342.4982411898845,1342.9491205949423,1342.9745602974713,1342.5372801487356,1341.5186400743678,1341.959320037184,1341.829660018592,1341.039830009296,1340.669915004648,1340.834957502324,1340.667478751162,1340.583739375581]
pandas_ema = df.close.ewm(span=3,min_periods=3,adjust=False,ignore_na=True).mean()
# [nan,1331.975,1331.5375,1333.9187499999998,1331.959375,1331.3796874999998,1332.18984375,1332.269921875,1333.9099609374998,1333.5049804687499,1333.7524902343748,1333.4512451171875,1334.1256225585937,1333.6628112792969,1333.8314056396484,1333.9157028198242,1333.457851409912,1334.153925704956,1335.0769628524781,1334.8884814262392,1334.0692407131196,1333.0346203565598,1333.21731017828,1333.18365508914,1333.8418275445702,1335.395913772285,1337.6979568861425,1341.1989784430712,1342.8494892215356,1345.4997446107677,1345.324872305384,1346.087436152692,1346.043718076346,1344.571859038173,1342.7859295190865,1341.3929647595432,1341.1964823797716,1342.498241189886,1342.949120594943,1342.9745602974715,1340.583739375581]
我做错了什么？如何计算熊猫中的 ema？
解决方法
你的期望是错误的。那是指数移动平均线，它会随着时间的推移而衰减。也许您应该阅读文档。您的第一个输出显示了原始移动平均线。这是一个不同的操作。