变动率指标

def QA_indicator_ROC(DataFrame, N=12, M=6):
    '变动率指标'
    C = DataFrame['close']
    roc = 100 * (C - REF(C, N)) / REF(C, N)
    ROCMA = MA(roc, M)
    DICT = {'ROC': roc, 'ROCMA': ROCMA}

    return pd.DataFrame(DICT)