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48 lines
1.4 KiB
C++
48 lines
1.4 KiB
C++
#!/usr/bin/python
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# -*- coding: utf8 -*-
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# cp936
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#===============================================================================
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# Aothor: fasiondog
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# History: 20160407, Added by fasiondog
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#===============================================================================
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from hikyuu.trade_sys.signal import SignalBase
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from hikyuu.indicator import HHV, LLV, CLOSE, REF
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class TurtleSignal(SignalBase):
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def __init__(self, n = 20):
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super(TurtleSignal, self).__init__("TurtleSignal")
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self.setParam("n", 20)
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def _clone(self):
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return TurtleSignal()
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def _calculate(self):
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n = self.getParam("n")
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k = self.getTO()
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c = CLOSE(k)
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h = REF(HHV(c, n), 1) #前n日高点
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L = REF(LLV(c, n), 1) #前n日低点
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for i in range(h.discard, len(k)):
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if (c[i] >= h[i]):
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self._addBuySignal(k[i].datetime)
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elif (c[i] <= L[i]):
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self._addSellSignal(k[i].datetime)
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if __name__ == "__main__":
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from examples_init import *
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sg = TurtleSignal()
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s = getStock("sh000001")
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k = s.getKData(Query(-500))
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#只有设置交易对象时，才会开始实际计算
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sg.setTO(k)
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dates = k.get_datetime_list()
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for d in dates:
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if (sg.shouldBuy(d)):
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print("买入：%s" % d)
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elif (sg.shouldSell(d)):
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print("卖出: %s" % d)
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