def __init__(self, batches, pack):
self.var = VARIANCE(120, 'close')
self.max = MAX(120, 'high')
self.min = MIN(120, 'low')
self.close = CLOSE()
self.batches = batches
self.interval = {}
self.bought_grid = {}
self.bought_price = {}
self.bought_amount = {}
self.sold_grid = {}
self.sold_price = {}
self.sold_amount = {}
self.count = 0
self.pack = pack
def __init__(self):
short_sma = MA(10, 'close')
long_sma = MA(30, 'close')
filter = (MAX(10, 'close') / MIN(10, 'close')) > 1.02
self.signal = (short_sma - long_sma)[filter]
def __init__(self):
filtering = (MAX(10, 'close') / MIN(10, 'close')) >= 1.02
indicator = MA(10, 'close') - MA(120, 'close')
self.signal = indicator[filtering]
def __init__(self):
self.preMax = MAX(10, 'close').shift(1)
self.preMin = MIN(10, 'close').shift(1)
self.maxOI = MAX(10, 'openInterest')
self.current = CLOSE()
self.count = 0
def __init__(self):
self.preMax = MAX(10, 'close').shift(1)
self.preMin = MIN(10, 'close').shift(1)
self.current = CLOSE()
self.count = 0