def RSIN(self, DataFrame, N=6):
'相对强弱指标RSI1:SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;'
CLOSE = DataFrame['close']
LC = base.REF(CLOSE, 1)
RSI = base.SMA(QA.MAX(CLOSE - LC, 0), N) / base.SMA(
base.ABS(CLOSE - LC), N) * 100
DICT = {
'RSI': RSI,
}
return pd.DataFrame(DICT)
def KDJ(self, DataFrame, N=9, M1=3, M2=3):
C = DataFrame['close']
H = DataFrame['high']
L = DataFrame['low']
RSV = (C - base.LLV(L, N)) / (base.HHV(H, N) - base.LLV(L, N)) * 100
K = base.SMA(RSV, M1)
D = base.SMA(K, M2)
J = 3 * K - 2 * D
DICT = {'KDJ_K': K, 'KDJ_D': D, 'KDJ_J': J}
return pd.DataFrame(DICT)
def RSIJCSC(self, DataFrame, Nshort=6, Nlong=12):
'相对强弱指标RSI1:SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;'
CLOSE = DataFrame['close']
LC = base.REF(CLOSE, 1)
RSIshort = base.SMA(base.MAX(CLOSE - LC, 0), Nshort) / base.SMA(
base.ABS(CLOSE - LC), Nshort) * 100
RSIlong = base.SMA(base.MAX(CLOSE - LC, 0), Nlong) / base.SMA(
base.ABS(CLOSE - LC), Nlong) * 100
JC = base.CROSS(RSIshort, RSIlong)
SC = base.CROSS(RSIlong, RSIshort)
DICT = {'RSIshort': RSIshort, "RSIlong": RSIlong, "JC": JC, "SC": SC}
return pd.DataFrame(DICT)
def get_indicators(self, DataFrame):
CLOSE = DataFrame['close']
CLOSE1 = CLOSE.copy()
for i in range(len(CLOSE) - 1):
CLOSE1[i] = CLOSE1[i + 1]
HIGH = DataFrame['high']
LOW = DataFrame['low']
CHANGE = (CLOSE1 - CLOSE) / CLOSE
# for i in range(len(CHANGE)):
# if CHANGE[i] > 0:
# CHANGE[i] = True
# else:
# CHANGE[i] = False
# CHANGE =
# cci的天数取14
typ = (HIGH + LOW + CLOSE) / 3
CCI = ((typ - base.MA(typ, 14)) /
(0.015 * base.AVEDEV(typ, 14) + 0.00000001))
# rsi的天数取6
LC = base.REF(CLOSE, 1)
RSI = base.SMA(QA.MAX(CLOSE - LC, 0), 6) / base.SMA(
base.ABS(CLOSE - LC), 6) * 100
# macd long取26，short取12，mid取9
DIF = base.EMA(CLOSE, 12) - base.EMA(CLOSE, 26)
DEA = base.EMA(DIF, 9)
MACD = (DIF - DEA) * 2
# boll N取20
boll = base.MA(CLOSE, 20)
# kdj N取9，M1、M2取3
RSV = (CLOSE - base.LLV(LOW, 9)) / (base.HHV(HIGH, 9) -
base.LLV(LOW, 9)) * 100
K = base.SMA(RSV, 3)
D = base.SMA(K, 3)
J = 3 * K - 2 * D
# DICT = {'CCI14': CCI, 'RSI6': RSI, 'MACD': MACD, 'BOLL': boll, 'KDJ_J': J, "CLOSE1": CLOSE1}
DICT = {
'CLOSE': CLOSE,
'CCI14': CCI,
'RSI6': RSI,
'MACD': MACD,
'BOLL': boll,
'KDJ_J': J,
"CLOSE1": CLOSE1
}
return pd.DataFrame(DICT)
def INDS(self, DataFrame):
CLOSE = DataFrame['close']
HIGH = DataFrame['high']
LOW = DataFrame['low']
# cci的天数取14
typ = (HIGH + LOW + CLOSE) / 3
CCI = ((typ - base.MA(typ, 14)) /
(0.015 * base.AVEDEV(typ, 14) + 0.00000001))
# rsi的天数取6
LC = base.REF(CLOSE, 1)
RSI = base.SMA(QA.MAX(CLOSE - LC, 0), 6) / base.SMA(
base.ABS(CLOSE - LC), 6) * 100
# macd long取26，short取12，mid取9
DIF = base.EMA(CLOSE, 12) - base.EMA(CLOSE, 26)
DEA = base.EMA(DIF, 9)
MACD = (DIF - DEA) * 2
# boll N取20
boll = base.MA(CLOSE, 20)
# kdj N取9，M1、M2取3
RSV = (CLOSE - base.LLV(LOW, 9)) / (base.HHV(HIGH, 9) -
base.LLV(LOW, 9)) * 100
K = base.SMA(RSV, 3)
D = base.SMA(K, 3)
J = 3 * K - 2 * D
DICT = {
'CLOSE': CLOSE,
'CCI14': CCI,
'RSI6': RSI,
'MACD': MACD,
'BOLL': boll,
'KDJ_J': J
}
# DICT = {'CLOSE':CLOSE, 'CCI14':CCI, 'RSI6': RSI, 'MACD':MACD, 'BOLL':boll, 'KDJ_J': J, "CLOSE1": CLOSE1}
return pd.DataFrame(DICT)