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47 lines
1.6 KiB
C++
47 lines
1.6 KiB
C++
#!/usr/bin/python
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# -*- coding: utf8 -*-
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# cp936
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#
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# The MIT License (MIT)
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#
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# Copyright (c) 2017 fasiondog
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#
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# Permission is hereby granted, free of charge, to any person obtaining a copy
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# of this software and associated documentation files (the "Software"), to deal
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# in the Software without restriction, including without limitation the rights
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# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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# copies of the Software, and to permit persons to whom the Software is
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# furnished to do so, subject to the following conditions:
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#
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# The above copyright notice and this permission notice shall be included in all
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# copies or substantial portions of the Software.
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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# SOFTWARE.
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from .indicator import *
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def KDJ(kdata=None, n=9, m1=3, m2=3):
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""" 经典 KDJ 随机指标
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:param KData kdata: 关联的K线数据
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:param int n:
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:param int m1:
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:param int m2:
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:return: k, d, j
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"""
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rsv = (CLOSE() - LLV(LOW(), n)) / (HHV(HIGH(), n) - LLV(LOW(), n)) * 100
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k = SMA(rsv, m1, 1)
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d = SMA(k, m2, 1)
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j = 3 * k - 2 * d
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if kdata is not None:
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k.set_context(kdata)
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j.set_context(kdata)
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d.set_context(kdata)
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return k, d, j |