auto-sync: 2026-05-31 19:10:58

indicators/bollinger.py

@@ -0,0 +1,46 @@
+"""
+Bollinger Bands 计算函数
+
+Author: 张飞 翼德
+Date: 2026-05-31
+"""
+
+import math
+from typing import List, Tuple
+
+
+def calc_bollinger(
+    closes: List[float],
+    period: int = 20,
+    num_std: float = 2.0,
+) -> Tuple[List[float], List[float], List[float]]:
+    """计算布林带指标。
+
+    Args:
+        closes: 收盘价序列
+        period: SMA 周期，默认 20
+        num_std: 标准差倍数，默认 2.0
+
+    Returns:
+        (upper, middle, lower) 三列表。
+        数据不足 period 时返回 ([], [], [])。
+    """
+    n = len(closes)
+    if period <= 0 or n < period:
+        return [], [], []
+
+    upper: List[float] = []
+    middle: List[float] = []
+    lower: List[float] = []
+
+    for i in range(period - 1, n):
+        window = closes[i - period + 1 : i + 1]
+        avg = sum(window) / period
+        variance = sum((x - avg) ** 2 for x in window) / period
+        std = math.sqrt(variance)
+
+        middle.append(avg)
+        upper.append(avg + num_std * std)
+        lower.append(avg - num_std * std)
+
+    return upper, middle, lower