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48 lines
1.3 KiB
Python
48 lines
1.3 KiB
Python
#!/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 import *
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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.set_param("n", 20)
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def _clone(self):
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return TurtleSignal()
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def _calculate(self, k):
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n = self.get_param("n")
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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._add_buy_signal(k[i].datetime)
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elif (c[i] <= L[i]):
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self._add_sell_signal(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 = get_stock("sh000001")
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k = s.get_kdata(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.to = k
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dates = k.get_datetime_list()
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for d in dates:
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if (sg.should_buy(d)):
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print("买入：%s" % d)
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elif (sg.should_sell(d)):
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print("卖出: %s" % d)
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