BB.py

################ Bollinger Bands #############################

# Load the necessary packages and modules
import pandas as pd
import pandas.io.data as web

# Compute the Bollinger Bands 
def BBANDS(data, ndays):

MA = pd.Series(pd.rolling_mean(data['Close'], ndays)) 
 SD = pd.Series(pd.rolling_std(data['Close'], ndays))

b1 = MA + (2 * SD)
 B1 = pd.Series(b1, name = 'Upper BollingerBand') 
 data = data.join(B1) 
 
 b2 = MA - (2 * SD)
 B2 = pd.Series(b2, name = 'Lower BollingerBand') 
 data = data.join(B2) 
 
 return data
 
# Retrieve the Nifty data from Yahoo finance:
data = web.DataReader('^NSEI',data_source='yahoo',start='1/1/2010', end='1/1/2016')
data = pd.DataFrame(data)

# Compute the Bollinger Bands for NIFTY using the 50-day Moving average
n = 50
NIFTY_BBANDS = BBANDS(data, n)
print(NIFTY_BBANDS)