Trying to calculate CCI using Pandas; however, error in MAD calculation throwing off results

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傲寒
傲寒 2021-01-03 12:51

Started out attempting to code a CCI calculation in Python using the following code:

tpt = (spyData.Low + spyData.High + spyData.Close) / 3 
tptAverage = tpt.         


        
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