mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-11-30 10:59:43 +08:00
69 lines
2.3 KiB
C++
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: 关联的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(kdata=None, N1=6, N2=12, N3=24):
|
|
"""相对强弱指标
|
|
|
|
:param KData kdata: 关联的K线数据
|
|
:param int N1: 参数N1
|
|
:param int N2: 参数N1
|
|
:param int N3: 参数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
|