Exponential Moving Average EMA 指數平均數名額

def EMA(df_close, N):
    # df_close放資料一列，N是N期指數平均
    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
           

 EMA 指數平均數名額

def EMA(df_close, 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：

history(symbol='SHFE.RB', frequency='600s', start_time='2014-01-01', end_time='2015-01-03', fields='', df = True)