bollinger.py

def get_bollinger_diffs(df, n=20, k=2):
    ma_n = df['c'].rolling(n).mean()
    Bol_upper = df['c'].rolling(n).mean() + k* df['c'].rolling(n).std()
    Bol_lower = df['c'].rolling(n).mean() - k* df['c'].rolling(n).std()
    return (Bol_upper - Bol_lower).mean()