class CciSignal(CtaSignal):
"""CCI信号"""
# ----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
super(CciSignal, self).__init__()
self.cciWindow = 10
self.cciLevel = 20
self.cciLong = self.cciLevel
self.cciShort = -self.cciLevel
self.cciValue = 0.0
self.bg = BarGenerator(self.onBar, 15, self.on15Bar)
self.am = ArrayManager()
# ----------------------------------------------------------------------
def onTick(self, tick):
"""Tick更新"""
self.bg.updateTick(tick)
# ----------------------------------------------------------------------
def onBar(self, bar):
"""K线更新"""
self.bg.updateBar(bar)
def on15Bar(self, bar):
self.am.updateBar(bar)
print bar.datetime
print "@cciSignal"
print "cci inited: ", self.am.inited
if not self.am.inited:
self.setSignalPos(0)
return
self.cciValue = self.am.cci(self.cciWindow)
print "cciValue: ", self.cciValue
if self.cciValue >= self.cciLong:
self.setSignalPos(1)
elif self.cciValue <= self.cciShort:
self.setSignalPos(-1)
else:
self.setSignalPos(0)
class CciSignal(CtaSignal):
"""CCI信号"""
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
super(CciSignal, self).__init__()
self.cciWindow = 30
self.cciLevel = 10
self.cciLong = self.cciLevel
self.cciShort = -self.cciLevel
self.bg = BarGenerator(self.onBar)
self.am = ArrayManager()
#----------------------------------------------------------------------
def onTick(self, tick):
"""Tick更新"""
self.bg.updateTick(tick)
#----------------------------------------------------------------------
def onBar(self, bar):
"""K线更新"""
self.am.updateBar(bar)
if not self.am.inited:
self.setSignalPos(0)
cciValue = self.am.cci(self.cciWindow)
if cciValue >= self.cciLong:
self.setSignalPos(1)
elif cciValue <= self.cciShort:
self.setSignalPos(-1)
else:
self.setSignalPos(0)
class CciSignal(CtaSignal):
"""CCI信号"""
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
super(CciSignal, self).__init__()
self.cciWindow = 30
self.cciLevel = 10
self.cciLong = self.cciLevel
self.cciShort = -self.cciLevel
self.bg = BarGenerator(self.onBar)
self.am = ArrayManager()
#----------------------------------------------------------------------
def onTick(self, tick):
"""Tick更新"""
self.bg.updateTick(tick)
#----------------------------------------------------------------------
def onBar(self, bar):
"""K线更新"""
self.am.updateBar(bar)
if not self.am.inited:
self.setSignalPos(0)
cciValue = self.am.cci(self.cciWindow)
if cciValue >= self.cciLong:
self.setSignalPos(1)
elif cciValue<= self.cciShort:
self.setSignalPos(-1)
else:
self.setSignalPos(0)