hikyuu2/hikyuu/indicator/indicator.py
2019-05-01 21:26:50 +08:00

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#!/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 *
from hikyuu.util.slice import list_getitem
from hikyuu.util.unicode import (IS_PY3, unicodeFunc, reprFunc)
from hikyuu import constant, toPriceList, PriceList
def indicator_iter(indicator):
for i in range(len(indicator)):
yield indicator[i]
Indicator.__getitem__ = list_getitem
Indicator.__iter__ = indicator_iter
Indicator.__unicode__ = unicodeFunc
Indicator.__repr__ = reprFunc
Indicator.__add__ = indicator_add
Indicator.__sub__ = indicator_sub
Indicator.__mul__ = indicator_mul
Indicator.__div__ = indicator_div
Indicator.__mod__ = indicator_mod
Indicator.__truediv__ = indicator_div #Python3 div
Indicator.__eq__ = indicator_eq
Indicator.__ne__ = indicator_ne
Indicator.__ge__ = indicator_ge
Indicator.__le__ = indicator_le
Indicator.__gt__ = indicator_gt
Indicator.__lt__ = indicator_lt
Indicator.__and__ = indicator_and
Indicator.__or__ = indicator_or
Indicator.__radd__ = lambda self, other: self.__add__(other)
Indicator.__rsub__ = lambda self, other: CVAL(self, other).__sub__(self)
Indicator.__rmul__ = lambda self, other: self.__mul__(other)
Indicator.__rdiv__ = lambda self, other: CVAL(self, other).__div__(self)
Indicator.__rmod__ = lambda self, other: CVAL(self, other).__mod__(self)
Indicator.__rtruediv__ = lambda self, other: CVAL(self, other).__truediv__(self)
Indicator.__req__ = lambda self, other: self.__eq__(other)
Indicator.__rne__ = lambda self, other: self.__ne__(other)
Indicator.__rge__ = lambda self, other: CVAL(self, other).__ge__(self)
Indicator.__rle__ = lambda self, other: CVAL(self, other).__le__(self)
Indicator.__rgt__ = lambda self, other: CVAL(self, other).__gt__(self)
Indicator.__rlt__ = lambda self, other: CVAL(self, other).__lt__(self)
Indicator.__rand__ = lambda self, other: CVAL(self, other).__and__(self)
Indicator.__ror__ = lambda self, other: CVAL(self, other).__or__(self)
KDATA = IKDATA()
OPEN = IOPEN()
CLOSE = ICLOSE()
HIGH = IHIGH()
LOW = ILOW()
AMO = IAMO()
VOL = IVOL()
def PRICELIST(data, result_num=0, discard=0):
"""
listtupleIndicator Indicator
:param data: listtupleIndicator
:param int result_num: data为Indicator实例时Indicator的第几个结果集
:param int discard: data Indicator类型时无效使 constant.null_price
:return: Indicator
"""
from . import _indicator as ind
if isinstance(data, ind.Indicator):
return ind.PRICELIST(data, result_num)
else:
return ind.PRICELIST(toPriceList(data), discard)
try:
import numpy as np
import pandas as pd
def indicator_to_np(indicator):
"""转化为np.array如果indicator存在多个值只返回第一个"""
return np.array(indicator, dtype='d')
def indicator_to_df(indicator):
"""转化为pandas.DataFrame"""
if indicator.getResultNumber() == 1:
return pd.DataFrame(indicator_to_np(indicator), columns=[indicator.name])
data = {}
name = indicator.name
columns = []
for i in range(indicator.getResultNumber()):
data[name + str(i)] = indicator.getResult(i)
columns.append(name + str(i+1))
return pd.DataFrame(data, columns=columns)
Indicator.to_np = indicator_to_np
Indicator.to_df = indicator_to_df
except:
print("warning:can't import numpy or pandas lib, ",
"you can't use method Inidicator.to_np() and to_df!")