def fup60b(stock):
'''
60分钟从负数上来的有失败上叉先导的第一次成功上叉
'''
t = stock.transaction
linelog('%s:%s' % (fup60.__name__,stock.code))
hzero = cached_zeros(len(stock.hour))
pdiff,pdea = cmacd(stock.hour)
cross0 = cross(hzero,pdiff)
udcross = cross(pdea,pdiff)
#失败上叉：最近5个周期内被下叉信号抵消，或者最近5个周期内出现第二个上叉信号(导致msum仍然>0)
fcross = gand(udcross>0,gor(rollx(msum(udcross,5),-5)==0,rollx(msum(udcross>0,5),-5)>1))
ucross = gand(udcross>0,pdiff>0,bnot(fcross))
xsum1 = rsum(ucross,cross0) #此时，第一个cross>0和第二个之间的位置被填满1
xsum = rsum(xsum1,cross0) #此时，只有第一个发生位为1
signal = gand(equals(xsum,1),pdiff>0)
return hour2day(signal)
def fup60b(stock):
'''
60分钟从负数上来的有失败上叉先导的第一次成功上叉
'''
t = stock.transaction
linelog('%s:%s' % (fup60.__name__, stock.code))
hzero = cached_zeros(len(stock.hour))
pdiff, pdea = cmacd(stock.hour)
cross0 = cross(hzero, pdiff)
udcross = cross(pdea, pdiff)
#失败上叉：最近5个周期内被下叉信号抵消，或者最近5个周期内出现第二个上叉信号(导致msum仍然>0)
fcross = gand(
udcross > 0,
gor(
rollx(msum(udcross, 5), -5) == 0,
rollx(msum(udcross > 0, 5), -5) > 1))
ucross = gand(udcross > 0, pdiff > 0, bnot(fcross))
xsum1 = rsum(ucross, cross0) #此时，第一个cross>0和第二个之间的位置被填满1
xsum = rsum(xsum1, cross0) #此时，只有第一个发生位为1
signal = gand(equals(xsum, 1), pdiff > 0)
return hour2day(signal)
def hmacd_a(stock):
linelog(stock.code)
t = stock.transaction
shour = stock.hour
pdiff1,pdea1 = cmacd(stock.hour)
pdiffd,pdead = cmacd(stock.hour,48,104,36)
#signal = gand(cross(pdea1,pdiff1)>0,pdiffd>pdead,pdiffd>0,pdiff1>0) #至少一日前还在下面
msignal = gand(cross(cached_zeros(len(pdiff1)),pdiffd)>0,strend(pdiff1-pdea1)>3)
#nsignal = gand(pdiff1<pdea1)
signal = gand(hour2day(msignal))
stock.hmacda = signal
#signal = gand(signal,stock.t5,stock.t4)
return signal
def prepare_hmacd(stock):
#linelog('prepare hmacd:%s' % stock.code)
pdiff,pdea = cmacd(stock.hour)
upcross_t = gand(cross(pdea,pdiff)>0,strend(pdiff)>0)
upcross = gand(upcross_t,pdiff<100) #<100才保险
downcross = gand(cross(pdea,pdiff)<0,strend(pdiff)<0)
stock.hup_t = hour2day(upcross_t)
stock.hup = hour2day(upcross)
stock.hdown = hour2day(downcross)
upcross2 = gand(cross(pdea,pdiff)>0,strend(pdiff)>0)
dsub = rsub(pdiff,upcross2)
csub = rsub(stock.hour,upcross2)
stock.hdev = hour2day(band(greater(dsub),lesser(csub))) #小时线背离
stock.mup_100 = hour2day(gand(pdiff>pdea,pdiff<100,strend(pdiff)>0,strend(pdea)>0))
#stock.hgreater = hour2day4(pdiff>pdea)
stock.xup = hour2day(gand(pdiff>pdea,strend(pdiff)>0,strend(pdea)>0))
def gmacd5(stock,ldown=30,astart=60): #
t = stock.transaction
mdiff,mdea = cmacd(stock.g5)
xcross = gand(cross(mdea,mdiff) > 0)
linelog(stock.code)
#ss = sfollow(xcross,stock.mup,3)
ss = band(xcross,stock.mup)
#gf1 = gand(stock.g20>5000,stock.g20<9500)
xatr = stock.atr * BASE / t[CLOSE]
signal = gand(ss,stock.above,stock.t5,strend(stock.ma4)>0,t[VOLUME]>0,mdiff>=mdea,strend(stock.ref.ma4)>0,xatr>=astart)
return signal
def fupf(stock):
'''
本次上叉比上次上叉的位置高，同时价格也高
'''
t = stock.transaction
linelog('%s:%s' % (fupf.__name__,stock.code))
pdiff,pdea = cmacd(stock.hour)
upcross2 = gand(cross(pdea,pdiff)>0,strend(pdiff)>0)
dsub = rsub(pdea,upcross2)
#csub = rsub(stock.hour,upcross2)
#ssub = rsub(rollx(strend(pdea)),upcross2) #上叉前一天的strend(pdea)
vz = tmax(np.abs(pdiff),60) / 5 #pdiff不能超过0线太高
hsignal = gand(dsub>0,pdiff<vz)
xatr = stock.atr * BASE / t[CLOSE]
mxatr = ma(xatr,13)
xr = gand(xatr<50,xatr<mxatr)#,strend(xatr-mxatr)<0)
nd = bnot(gand(stock.ma1<stock.ma2,stock.ma2<stock.ma3))
rt = gand(stock.ref.t3)
vma_s = ma(t[VOLUME],13)
vma_l = ma(t[VOLUME],30)
vfilter = vma_s < vma_l * 3/4
gr = gand(stock.g20<3000,stock.g20>stock.g60,stock.g60>stock.g120)
signal = gand(hour2day(hsignal),strend(stock.diff)>0,xr,rt,nd,vfilter,gr)
return signal
def fupf(stock):
'''
本次上叉比上次上叉的位置高，同时价格也高
'''
t = stock.transaction
linelog('%s:%s' % (fupf.__name__, stock.code))
pdiff, pdea = cmacd(stock.hour)
upcross2 = gand(cross(pdea, pdiff) > 0, strend(pdiff) > 0)
dsub = rsub(pdea, upcross2)
#csub = rsub(stock.hour,upcross2)
#ssub = rsub(rollx(strend(pdea)),upcross2) #上叉前一天的strend(pdea)
vz = tmax(np.abs(pdiff), 60) / 5 #pdiff不能超过0线太高
hsignal = gand(dsub > 0, pdiff < vz)
xatr = stock.atr * BASE / t[CLOSE]
mxatr = ma(xatr, 13)
xr = gand(xatr < 50, xatr < mxatr) #,strend(xatr-mxatr)<0)
nd = bnot(gand(stock.ma1 < stock.ma2, stock.ma2 < stock.ma3))
rt = gand(stock.ref.t3)
vma_s = ma(t[VOLUME], 13)
vma_l = ma(t[VOLUME], 30)
vfilter = vma_s < vma_l * 3 / 4
gr = gand(stock.g20 < 3000, stock.g20 > stock.g60, stock.g60 > stock.g120)
signal = gand(hour2day(hsignal),
strend(stock.diff) > 0, xr, rt, nd, vfilter, gr)
return signal
def fup60(stock):
'''
60分钟从负数上来的第一次上叉
#或从负数上来的成功地第一次上叉(不到5个周期就下叉计作失败)
'''
t = stock.transaction
linelog('%s:%s' % (fup60.__name__, stock.code))
hzero = cached_zeros(len(stock.hour))
pdiff, pdea = cmacd(stock.hour)
cross0 = cross(hzero, pdiff)
ucross = gand(cross(pdea, pdiff) > 0)
xsum1 = rsum(ucross, cross0) #此时，第一个cross>0和第二个之间的位置被填满1
xsum = rsum(xsum1, cross0) #此时，只有第一个发生位为1
signal = gand(equals(xsum, 1), pdiff > 0)
return hour2day(signal)
def fup60(stock):
'''
60分钟从负数上来的第一次上叉
#或从负数上来的成功地第一次上叉(不到5个周期就下叉计作失败)
'''
t = stock.transaction
linelog('%s:%s' % (fup60.__name__,stock.code))
hzero = cached_zeros(len(stock.hour))
pdiff,pdea = cmacd(stock.hour)
cross0 = cross(hzero,pdiff)
ucross = gand(cross(pdea,pdiff)>0)
xsum1 = rsum(ucross,cross0) #此时，第一个cross>0和第二个之间的位置被填满1
xsum = rsum(xsum1,cross0) #此时，只有第一个发生位为1
signal = gand(equals(xsum,1),pdiff>0)
return hour2day(signal)
