def singalOnBarclose(self):
np_close=np.array(self.bar['close'],dtype=np.float) #TA-lib wants numpy arrays of "double" floats as inputs
DIFF, DEA, MACD = ta.MACD(np_close, self.fastperiod, self.slowperiod, self.signalperiod)
#DIFF与DEA交叉交易
if qf.cross(DIFF[-3:],DEA[-3:]):self.SP_BK(self.askprice,self.offsetNum)
if qf.cross(DEA[-3:],DIFF[-3:]):self.BP_SK(self.bidprice,self.offsetNum)
def singalOnBarclose(self):
ma1=ta.SMA(self.bar['close'].values.astype(np.float),self.ma1_p)[-3:]
ma2=ta.SMA(self.bar['close'].values.astype(np.float),self.ma2_p)[-3:]
print '\n singalOnBarclose:'
print ma1
print ma2
if qf.cross(ma1,ma2):self.SP_BK(self.askprice,self.offsetNum)
if qf.cross(ma2,ma1):self.BP_SK(self.bidprice,self.offsetNum)
