hikyuu2/hikyuu/indicator/pyind.py

69 lines
2.3 KiB
C++

#!/usr/bin/python
# -*- coding: utf8 -*-
# cp936
#
# The MIT License (MIT)
#
# Copyright (c) 2017 fasiondog
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in all
# copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.
from .indicator import *
def KDJ(kdata=None, n=9, m1=3, m2=3):
""" 经典 KDJ 随机指标
:param KData kdata: K线数据
:param int n:
:param int m1:
:param int m2:
:return: k, d, j
"""
rsv = (CLOSE() - LLV(LOW(), n)) / (HHV(HIGH(), n) - LLV(LOW(), n)) * 100
k = SMA(rsv, m1, 1)
d = SMA(k, m2, 1)
j = 3 * k - 2 * d
if kdata is not None:
k.set_context(kdata)
j.set_context(kdata)
d.set_context(kdata)
return k, d, j
def RSI_PY(kdata=None, N1=6, N2=12, N3=24):
"""相对强弱指标
:param KData kdata: K线数据
:param int N1: N1
:param int N2: N1
:param int N3: N1
:return: rsi1, rsi2, rsi3
"""
LC = REF(CLOSE(), 1)
rsi1 = SMA(MAX(CLOSE() - LC, 0), N1, 1) / SMA(ABS(CLOSE() - LC), N1, 1) * 100
rsi2 = SMA(MAX(CLOSE() - LC, 0), N2, 1) / SMA(ABS(CLOSE() - LC), N2, 1) * 100
rsi3 = SMA(MAX(CLOSE() - LC, 0), N3, 1) / SMA(ABS(CLOSE() - LC), N3, 1) * 100
if kdata is not None:
rsi1.set_context(kdata)
rsi2.set_context(kdata)
rsi3.set_context(kdata)
return rsi1, rsi2, rsi3