EMA（Exponential Moving Average）是指數平均數名額

def EMA(df_close, N):
    weight = []
    for i in range(N):
        weight_i = 2 / (N + 1) * (N - i) / N
        weight.append(weight_i)
        # print(weight_i)
    weight_array = np.array(weight)

    ema_n = np.empty_like(df_close)
    ema_n[:, ] = np.nan
    for j in range(N - 1, len(df_close)):
        # from 3 to 100 these for
        df_close_i = df_close.loc[j - N + 1:j, ]
        ema_n[j] = sum(df_close_i * weight_array)
        # print(j)
    return ema_n
           

df_close:價格序号從0開始一列(n*1)

N:N期指數平均(int)

以下是我随便扔進去的一個期貨的close價格的圖檔，橙色是移動平均的，藍色是真實值，資料描述：

symbol='SHFE.RB' 
frequency='600s' 
start_time='2014-01-01'
end_time='2015-01-03'