{"id":6066,"date":"2025-05-31T15:27:11","date_gmt":"2025-06-04T08:00:11","guid":{"rendered":"https:\/\/badgameshow.com\/steven\/?p=6066"},"modified":"2025-06-04T15:27:11","modified_gmt":"2025-06-04T08:00:11","slug":"%e5%ad%b8%e7%bf%92%e5%a6%82%e4%bd%95%e4%bd%bf%e7%94%a8python%e4%b8%ad%e7%9a%84%e5%b8%8c%e7%88%be%e8%b6%a8%e5%90%91%e6%8c%87%e6%a8%99cci%e4%ba%a4%e6%98%93%e6%8c%87%e6%a8%99","status":"publish","type":"post","link":"https:\/\/badgameshow.com\/steven\/python\/%e5%ad%b8%e7%bf%92%e5%a6%82%e4%bd%95%e4%bd%bf%e7%94%a8python%e4%b8%ad%e7%9a%84%e5%b8%8c%e7%88%be%e8%b6%a8%e5%90%91%e6%8c%87%e6%a8%99cci%e4%ba%a4%e6%98%93%e6%8c%87%e6%a8%99\/","title":{"rendered":"\u5982\u4f55\u4f7f\u7528Python\u8a08\u7b97\u5e0c\u723e\u8da8\u5411\u6307\u6a19\uff08CCI\uff09\u4ea4\u6613\u6307\u6a19\uff1a2025 \u6700\u65b0\u6559\u5b78\u8207\u7bc4\u4f8b"},"content":{"rendered":"

<\/p>\n

\u4f7f\u7528Python\u8a08\u7b97\u5e0c\u723e\u8da8\u5411\u6307\u6a19\uff08CCI\uff09\u4ea4\u6613\u6307\u6a19\u7684\u6642\u6a5f\u53ca\u7bc4\u4f8b<\/h1>\n

\u5e0c\u723e\u8da8\u5411\u6307\u6a19\uff08Commodity Channel Index\uff0c\u7c21\u7a31CCI\uff09\u662f\u4e00\u7a2e\u7531Donald Lambert\u65bc1980\u5e74\u767c\u660e\u7684\u6280\u8853\u5206\u6790\u6307\u6a19\u3002\u5b83\u4e3b\u8981\u7528\u4f86\u5224\u65b7\u5e02\u5834\u7684\u8d85\u8cb7\u8d85\u8ce3\u72c0\u614b\uff0c\u4ee5\u53ca\u8da8\u52e2\u7684\u8f49\u6298\u9ede\u3002CCI\u7684\u904b\u4f5c\u539f\u7406\u662f\u5c07\u5e02\u5834\u7684\u50f9\u683c\u8207\u5176\u81ea\u8eab\u7684\u5747\u7dda\u9032\u884c\u6bd4\u8f03\uff0c\u4ee5\u6b64\u4f86\u5224\u65b7\u5e02\u5834\u7684\u6f5b\u5728\u8d70\u52e2\u3002<\/p>\n

CCI\u6307\u6a19\u7684\u4f7f\u7528\u6642\u6a5f<\/h2>\n

CCI\u6307\u6a19\u7684\u4f7f\u7528\u6642\u6a5f\u4e3b\u8981\u6709\u4ee5\u4e0b\u5169\u500b\u65b9\u9762\uff1a<\/p>\n

1. \u5224\u65b7\u5e02\u5834\u7684\u8d85\u8cb7\u8d85\u8ce3\u72c0\u614b<\/h3>\n

\u7576CCI\u6307\u6a19\u8d85\u904e+100\u6642\uff0c\u8868\u793a\u5e02\u5834\u8655\u65bc\u8d85\u8cb7\u72c0\u614b\uff0c\u9019\u6642\u53ef\u4ee5\u8003\u616e\u8ce3\u51fa\uff1b\u76f8\u53cd\uff0c\u7576CCI\u6307\u6a19\u4f4e\u65bc-100\u6642\uff0c\u5247\u8868\u793a\u5e02\u5834\u8655\u65bc\u8d85\u8ce3\u72c0\u614b\uff0c\u9019\u6642\u53ef\u4ee5\u8003\u616e\u8cb7\u5165\u3002<\/p>\n

2. \u5224\u65b7\u8da8\u52e2\u7684\u8f49\u6298\u9ede<\/h3>\n

\u7576CCI\u6307\u6a19\u7531\u8ca0\u503c\u8f49\u70ba\u6b63\u503c\u6642\uff0c\u9019\u8868\u660e\u5e02\u5834\u8da8\u52e2\u7531\u8dcc\u8f49\u6f32\uff0c\u53ef\u4ee5\u8003\u616e\u8cb7\u5165\uff1b\u76f8\u53cd\uff0c\u7576CCI\u6307\u6a19\u7531\u6b63\u503c\u8f49\u70ba\u8ca0\u503c\u6642\uff0c\u5247\u8868\u793a\u5e02\u5834\u8da8\u52e2\u7531\u6f32\u8f49\u8dcc\uff0c\u53ef\u4ee5\u8003\u616e\u8ce3\u51fa\u3002<\/p>\n

Python\u7bc4\u4f8b\uff1a\u8a08\u7b97CCI\u6307\u6a19<\/h2>\n

\u4ee5\u4e0b\u662f\u4f7f\u7528Python\u8a08\u7b97CCI\u6307\u6a19\u7684\u7bc4\u4f8b\u7a0b\u5f0f\u78bc\uff1a<\/p>\n

\nimport pandas as pd\n\n# \u8a08\u7b97CCI\u6307\u6a19\ndef CCI(data, n):\n    TP = (data['high'] + data['low'] + data['close']) \/ 3\n    CCI = (TP - TP.rolling(n).mean()) \/ (0.015 * TP.rolling(n).std())\n    CCI = pd.Series(CCI, name='CCI_' + str(n))\n    data = data.join(CCI)\n    return data\n\n# \u5047\u8a2d\u6709\u4e00\u500b\u8cc7\u6599\u96c6\ndata = pd.DataFrame({\n    'high': [1, 2, 3, 4, 5],\n    'low': [1, 1, 1, 1, 1],\n    'close': [1, 2, 3, 4, 5]\n})\n\n# \u4f7f\u7528CCI\u6307\u6a19\ndata = CCI(data, 14)\nprint(data)\n<\/pre>\n
\u6b64\u6bb5\u7a0b\u5f0f\u78bc\u5c07\u8a08\u7b97\u51faCCI\u6307\u6a19\uff0c\u4e26\u5c07\u7d50\u679c\u5408\u4f75\u5230\u539f\u59cb\u7684\u6578\u64da\u96c6\u4e2d\u3002\u900f\u904e\u9019\u7a2e\u65b9\u5f0f\uff0c\u60a8\u53ef\u4ee5\u8f15\u9b06\u5730\u6839\u64daCCI\u503c\u505a\u51fa\u6295\u8cc7\u6c7a\u7b56\u3002<\/p>\n
\u932f\u8aa4\u6392\u9664<\/h2>\n
1. **\u6578\u64da\u4e0d\u8db3\u932f\u8aa4**\uff1a\u8a08\u7b97CCI\u6307\u6a19\u9700\u8981\u81f3\u5c11n\u500b\u6578\u64da\u9ede\uff0c\u8acb\u78ba\u4fdd\u60a8\u7684\u6578\u64da\u96c6\u8db3\u5920\u9577\u3002
\n2. **NaN\u503c\u554f\u984c**\uff1a\u5728\u8a08\u7b97\u904e\u7a0b\u4e2d\uff0c\u7531\u65bc\u79fb\u52d5\u5e73\u5747\u548c\u6a19\u6e96\u5dee\u7684\u8a08\u7b97\uff0c\u521d\u671f\u7684CCI\u503c\u5c07\u6703\u662fNaN\uff0c\u9019\u662f\u6b63\u5e38\u73fe\u8c61\u3002\u8acb\u78ba\u8a8d\u5728\u5f8c\u7e8c\u7684\u6578\u64da\u5206\u6790\u4e2d\u8655\u7406\u9019\u4e9bNaN\u503c\u3002<\/p>\n
\u5ef6\u4f38\u61c9\u7528<\/h2>\n
\u9664\u4e86\u57fa\u672c\u7684\u8d85\u8cb7\u8207\u8d85\u8ce3\u5224\u65b7\uff0cCCI\u6307\u6a19\u9084\u53ef\u4ee5\u8207\u5176\u4ed6\u6280\u8853\u6307\u6a19\u7d50\u5408\u4f7f\u7528\uff0c\u4f8b\u5982RSI\u6216MACD\uff0c\u9032\u884c\u66f4\u6df1\u5165\u7684\u5e02\u5834\u5206\u6790\u3002\u6b64\u5916\uff0c\u60a8\u4e5f\u53ef\u4ee5\u8003\u616e\u5c07CCI\u6307\u6a19\u7684\u8a08\u7b97\u8207\u81ea\u52d5\u5316\u4ea4\u6613\u7cfb\u7d71\u7d50\u5408\uff0c\u63d0\u5347\u4ea4\u6613\u6548\u7387\u3002<\/p>\n
\u7e3d\u7d50\u4f86\u8aaa\uff0c\u5e0c\u723e\u8da8\u5411\u6307\u6a19\uff08CCI\uff09\u662f\u4e00\u7a2e\u5f37\u5927\u7684\u6280\u8853\u5206\u6790\u5de5\u5177\uff0c\u4f7f\u7528Python\u53ef\u4ee5\u8f15\u9b06\u8a08\u7b97\u4e26\u61c9\u7528\u65bc\u5be6\u969b\u4ea4\u6613\u4e2d\u3002\u82e5\u60a8\u5e0c\u671b\u6df1\u5165\u4e86\u89e3\u66f4\u591a\u95dc\u65bcPython\u53ca\u5176\u5728\u91d1\u878d\u5206\u6790\u4e2d\u7684\u61c9\u7528\uff0c\u53ef\u4ee5\u53c3\u8003\u9019\u7bc7[Python\u91d1\u878d\u5206\u6790\u6559\u5b78](https:\/\/vocus.cc\/article\/5e7a3d7bfd89780001777a70)\u3002<\/p>\n
Q&A\uff08\u5e38\u898b\u554f\u984c\u89e3\u7b54\uff09<\/h2>\n
1. CCI\u6307\u6a19\u7684\u8a08\u7b97\u9700\u8981\u54ea\u4e9b\u6578\u64da\uff1f<\/h3>\n
\u60a8\u9700\u8981\u5e02\u5834\u7684\u9ad8\u9ede\u3001\u4f4e\u9ede\u548c\u6536\u76e4\u50f9\u6578\u64da\uff0c\u4ee5\u4fbf\u8a08\u7b97CCI\u6307\u6a19\u3002<\/p>\n
2. CCI\u6307\u6a19\u9069\u5408\u7528\u65bc\u4ec0\u9ebc\u6a23\u7684\u5e02\u5834\uff1f<\/h3>\n
CCI\u6307\u6a19\u9069\u5408\u7528\u65bc\u5404\u7a2e\u5e02\u5834\uff0c\u5305\u62ec\u80a1\u7968\u3001\u5916\u532f\u548c\u5546\u54c1\u5e02\u5834\uff0c\u5c24\u5176\u5728\u6ce2\u52d5\u6027\u8f03\u9ad8\u7684\u5e02\u5834\u4e2d\u6548\u679c\u986f\u8457\u3002<\/p>\n
3. \u5982\u4f55\u9078\u64c7CCI\u7684\u6642\u9593\u5468\u671f\uff1f<\/h3>\n
\u901a\u5e38\uff0c14\u5929\u662f\u6700\u5e38\u898b\u7684\u6642\u9593\u5468\u671f\uff0c\u60a8\u53ef\u4ee5\u6839\u64da\u81ea\u5df1\u7684\u4ea4\u6613\u7b56\u7565\u548c\u5e02\u5834\u74b0\u5883\u9032\u884c\u8abf\u6574\u3002<\/p>\n
—<\/p>\n","protected":false},"excerpt":{"rendered":"
\u6587\u7ae0\u6458\u8981\uff1a\u5e0c\u723e\u8da8\u5411\u6307\u6a19(CCI)\u662f\u4e00\u7a2e\u91cd\u8981\u7684\u4ea4\u6613\u6307\u6a19\uff0c\u53ef\u4ee5\u5e6b\u52a9\u6295\u8cc7\u8005\u66f4\u597d\u5730\u5206\u6790\u5e02\u5834\u8da8\u52e2\uff0c\u4e26\u66f4\u6709\u6548\u5730\u9032\u884c\u4ea4\u6613\u3002\u672c\u6587\u5c07\u4ecb\u7d39\u5982\u4f55\u4f7f\u7528Python\u4e2d\u7684CCI\u6307\u6a19\uff0c\u4ee5\u53ca\u5982\u4f55\u5229\u7528\u5b83\u4f86\u66f4\u597d\u5730\u4ea4\u6613\u3002<\/p>\n","protected":false},"author":1,"featured_media":2518,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[18,189],"tags":[15,188],"class_list":["post-6066","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-python","category-189","tag-python","tag-188"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"https:\/\/badgameshow.com\/steven\/wp-content\/uploads\/2022\/12\/DALL\u00b7E-2022-12-28-14.25.55-\u62f7\u8c9d2.png","jetpack-related-posts":[],"jetpack_shortlink":"https:\/\/wp.me\/pcFK27-1zQ","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/posts\/6066","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/comments?post=6066"}],"version-history":[{"count":1,"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/posts\/6066\/revisions"}],"predecessor-version":[{"id":6067,"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/posts\/6066\/revisions\/6067"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/media\/2518"}],"wp:attachment":[{"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/media?parent=6066"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/categories?post=6066"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/badgameshow.com\/steven\/wp-json\/wp\/v2\/tags?post=6066"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}