计算布林带指标

import pandas as pd
def JK_Boll(security_list,end_date,count = None,start_date = None,n=20):
    if type(security_list)==str:
        security_list=[security_list]
    datalist = get_price(security=security_list,start_date=start_date,end_date=end_date,
                         frequency='daily', fields=['close'], fq='pre',count=count)
    json = {}
    for security_code in security_list:
        df = datalist.minor_xs(security_code)
        
        df['boll_up'],df['boll_down'] =Boll(df,n)
                
        json[security_code] = pd.DataFrame(data=df,index=df.index)  
    result = pd.Panel(data=json)
    return result

#传入df的index是日期，cloumn是['close']，需要的数据列名。
def Boll(df,n=20):
    df['mid'] = df['close'].rolling(n).mean()
    df['boll_up'] = df['mid'] + 2*df['close'].rolling(n).std()
    df['boll_down'] = df['mid'] - 2*df['close'].rolling(n).std()
    return df['boll_up'],df['boll_down']
JK_Boll('000002.XSHE','2019-01-01')['000002.XSHE']