dUp= delta[delta > 0] dDown= delta[delta < 0]
您还需要类似：
RolUp = RolUp.reindex_like(delta, method='ffill')
RolDown = RolDown.reindex_like(delta, method='ffill')
否则RS = RolUp / RolDown不会做你想要的
似乎这是RS计算的一种更准确的方法：
# dUp= delta[delta > 0]
# dDown= delta[delta < 0]
# dUp = dUp.reindex_like(delta, fill_value=0)
# dDown = dDown.reindex_like(delta, fill_value=0)
dUp, dDown = delta.copy(), delta.copy()
dUp[dUp < 0] = 0
dDown[dDown > 0] = 0
RolUp = pd.rolling_mean(dUp, n)
RolDown = pd.rolling_mean(dDown, n).abs()
RS = RolUp / RolDown
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