def __init__(self, code, cycle='D'):
Qualification.__init__(self, code, 'dmt' + '_' + cycle, cqcx=False)
self.cycle = cycle
if cycle == 'W':
self.dfile = WeeklyFile(code, cqcx=False)
self.d_data = self.dfile.getData()
mafile = MA(code, cycle)
self.madata = mafile.getValues()
pass
def __init__(self, code, cycle='D'):
Qualification.__init__(self, code, 'Rng' + '_' + cycle, cqcx=False)
self.cycle = cycle
if cycle == 'W':
self.dfile = WeeklyFile(code, cqcx=False)
self.d_data = self.dfile.getData()
kdjfile = KDJ(code, cycle)
self.kdjdata = kdjfile.getValues()
pass
class MA(Qualification):
def __init__(self, code, cycle='D'):
Qualification.__init__(self, code, 'Ma' + '_' + cycle, cqcx=False)
self.cycle = cycle
if cycle == 'W':
self.dfile = WeeklyFile(code, cqcx=False)
self.d_data = self.dfile.getData()
def calcValue(self, index, d_data=None, q_data=None):
if d_data == None:
d_data = self.d_data
if q_data == None:
q_data = self.q_data
level = [5, 18, 30, 60]
value = [
d_data[index][0],
]
for li in range(0, len(level)):
if level[li] <= index:
sum = 0.0
for i in range(index - level[li] + 1, index + 1):
sum = sum + d_data[i][4]
value.append(round((sum / level[li]), 2))
else:
value.append(None)
return tuple(value)
class DLT(Qualification):
def __init__(self, code, cycle='D'):
Qualification.__init__(self, code, 'Dlt' + '_' + cycle, cqcx=False)
self.cycle = cycle
if cycle == 'W':
self.dfile = WeeklyFile(code, cqcx=False)
self.d_data = self.dfile.getData()
def calcValue(self, index, d_data=None, q_data=None):
if d_data == None:
d_data = self.d_data
if q_data == None:
q_data = self.q_data
level = [5, 10, 30, 60]
value = [
d_data[index][0],
]
for li in range(0, len(level)):
if 2 * level[li] <= index:
v = 0.0
for ii in range(0, level[li]):
v += (d_data[index - ii][4] -
d_data[index - ii - level[li]][4]) / level[li]
av = v / level[li]
value.append(av)
else:
value.append(None)
return tuple(value)
def __init__(self, code, cycle='D', cqcx=False):
Qualification.__init__(self, code, 'KDJ' + '_' + cycle, cqcx)
self.cycle = cycle
if cycle == 'W':
self.dfile = WeeklyFile(code, cqcx)
self.d_data = self.dfile.getData()
if cycle == 'H':
self.dfile = HourFile(code)
self.d_data = self.dfile.getData()
if cycle == 'Q':
self.dfile = QuarterFile(code)
self.d_data = self.dfile.getData()
class MACD(Qualification):
def __init__(self, code, cycle='D', cqcx=False):
Qualification.__init__(self, code, 'MACD' + '_' + cycle, cqcx)
self.cycle = cycle
if cycle == 'W':
self.dfile = WeeklyFile(code, cqcx)
self.d_data = self.dfile.getData()
def calcValue(self, index, d_data=None, q_data=None):
#q_data = self.q_data + self.appends
if d_data == None:
d_data = self.d_data
if q_data == None:
q_data = self.q_data
c = d_data[index][4]
pre_ema12 = 0
pre_ema26 = 0
pre_dea = 0
if self.cycle == 'W':
for i in range(len(q_data) - 1, -1, -1):
if q_data[i][0].strftime('%W') != d_data[index][0].strftime(
'%W'):
pre_ema12 = q_data[i][1]
pre_ema26 = q_data[i][2]
pre_dif = q_data[i][3]
break
elif self.cycle == 'M':
for i in range(len(q_data) - 1, -1, -1):
if q_data[i][0].strftime('%M') != d_data[index][0].strftime(
'%M'):
pre_ema12 = q_data[i][1]
pre_ema26 = q_data[i][2]
pre_dea = q_data[i][4]
break
else:
if len(q_data) > 1:
pre_ema12 = q_data[-1][1]
pre_ema26 = q_data[-1][2]
pre_dif = q_data[-1][3]
pre_dea = q_data[-1][4]
ema12 = EMA(pre_ema12, c, 12)
ema26 = EMA(pre_ema26, c, 26)
dif = ema12 - ema26
#print(pre_dea)
dea = EMA(pre_dea, dif, 9)
macd = (dif - dea) * 2.0
#print((d_data[-1][0],rsv,k,d,j))
return (d_data[index][0], ema12, ema26, dif, dea, macd)
class BLC(Qualification):
def __init__(self, code, cycle='D'):
Qualification.__init__(self, code, 'Blc' + '_' + cycle, cqcx=False)
self.cycle = cycle
if cycle == 'W':
self.dfile = WeeklyFile(code, cqcx=False)
self.d_data = self.dfile.getData()
def calcValue(self, index, d_data=None, q_data=None):
if d_data == None:
d_data = self.d_data
if q_data == None:
q_data = self.q_data
value = [
d_data[index][0],
]
v0 = VLV(d_data, index, 5, 3)
if v0[0] == index:
return (None, )
v1 = VLV(d_data, v0[0], 5, 3)
if v1[0] == v0[0]:
return (None, )
value.append(d_data[v1[0]][4])
mi = min([l for d, o, h, l, c, a, v in d_data[v1[0]:v0[0] + 1]])
ma = max([h for d, o, h, l, c, a, v in d_data[v1[0]:v0[0] + 1]])
value.append(ma)
value.append(mi)
value.append(d_data[v0[0]][4])
vol = 0
amount = 0.0
for dta in d_data[v1[0]:v0[0] + 1]:
vol += dta[6]
amount += dta[5]
value.append(amount)
value.append(vol)
#print(value)
value.append(v0[0])
return tuple(value)
class DTMA(Qualification):
def __init__(self, code, cycle='D'):
Qualification.__init__(self, code, 'dmt' + '_' + cycle, cqcx=False)
self.cycle = cycle
if cycle == 'W':
self.dfile = WeeklyFile(code, cqcx=False)
self.d_data = self.dfile.getData()
mafile = MA(code, cycle)
self.madata = mafile.getValues()
pass
def calcValue(self, index, d_data=None, q_data=None):
if d_data == None:
d_data = self.d_data
if q_data == None:
q_data = self.q_data
d_date = d_data[index][0]
d_close = d_data[index][4]
value = [d_date, d_close]
maindex = getIndexOfSerial(self.madata, d_date)
if maindex == -1:
return (None, )
ma = self.madata[maindex]
r1 = 1 / (1 / 5) * ((1 / 5 * ma[1]))
r2 = 1 / (1 / 5 + 1 / 10) * ((1 / 5 * ma[1]) + (1 / 10 * ma[2]))
r3 = 1 / (1 / 5 + 1 / 10 + 1 / 30) * ((1 / 5 * ma[1]) +
(1 / 10 * ma[2]) +
(1 / 30 * ma[3]))
r4 = 1 / (1 / 5 + 1 / 10 + 1 / 30 + 1 / 60) * ((1 / 5 * ma[1]) +
(1 / 10 * ma[2]) +
(1 / 30 * ma[3]) +
(1 / 60 * ma[4]))
value.append(r1)
value.append(r2)
value.append(r3)
value.append(r4)
return tuple(value)
def __init__(self, code, cycle='D', cqcx=False):
Qualification.__init__(self, code, 'MACD' + '_' + cycle, cqcx)
self.cycle = cycle
if cycle == 'W':
self.dfile = WeeklyFile(code, cqcx)
self.d_data = self.dfile.getData()
class RNG(Qualification):
def __init__(self, code, cycle='D'):
Qualification.__init__(self, code, 'Rng' + '_' + cycle, cqcx=False)
self.cycle = cycle
if cycle == 'W':
self.dfile = WeeklyFile(code, cqcx=False)
self.d_data = self.dfile.getData()
kdjfile = KDJ(code, cycle)
self.kdjdata = kdjfile.getValues()
pass
def calcValue(self, index, d_data=None, q_data=None):
if d_data == None:
d_data = self.d_data
if q_data == None:
q_data = self.q_data
d_date = d_data[index][0]
d_close = d_data[index][4]
value = [d_date, d_close]
kdjindex = getIndexOfSerial(self.kdjdata, d_date)
if kdjindex == -1:
return (None, )
rl0 = None
rh0 = None
rl1 = None
rh1 = None
findl = True
findkdjindex0 = kdjindex
if self.kdjdata[kdjindex][2] < self.kdjdata[kdjindex][3]:
findl = False
for i in range(40):
if findl:
findkdjindex1 = VLV(self.kdjdata, findkdjindex0, 4, 3)[0]
else:
findkdjindex1 = VHV(self.kdjdata, findkdjindex0, 4, 3)[0]
if findkdjindex0 == findkdjindex1:
return (None, )
findkdjindex0 = findkdjindex1
findkdj = self.kdjdata[findkdjindex0]
finddaily = self.d_data[getIndexOfSerial(self.d_data, findkdj[0])]
#print(finddaily)
if findl:
if findkdj[2] > findkdj[3]:
continue
findl = False
if (d_close >
finddaily[4]): #(d_close / 1.05 < finddaily[4]) &
if (rl0 == None):
rl0 = finddaily[4]
elif (rl1 == None):
rl1 = finddaily[4]
else:
if findkdj[2] < findkdj[3]:
continue
findl = True
if (d_close <
finddaily[4]): # (d_close * 1.05 > finddaily[4]) &
if (rh0 == None):
rh0 = finddaily[4]
elif (rh1 == None):
rh1 = finddaily[4]
if (not (rh1 == None)) & (not (rl1 == None)):
break
if (rh1 == None) | (rl1 == None):
return (None, )
value.append(rl0)
value.append(rh0)
value.append(rl1)
value.append(rh1)
return tuple(value)