def getValues(self, indicator: Indicator, bar: BarData,
signal: Signal) -> Map:
values = {}
windonwSize = 6
if indicator.count >= windonwSize:
rsi = indicator.rsi(windonwSize)
values["RSI6"] = rsi
else:
values["RSI6"] = 50
windonwSize = 12
if indicator.count >= windonwSize:
rsi = indicator.rsi(windonwSize)
values["RSI12"] = rsi
else:
values["RSI12"] = 50
return values
def getValues(self, indicator: Indicator,bar:BarData,signal:Signal) -> Map:
values = {}
count = 30
fast_rsi = indicator.rsi(n=3, array=True)
slow_rsi = indicator.rsi(n=9, array=True)
##金叉出现
if (fast_rsi[-1] >= slow_rsi[-1] and fast_rsi[-2] <= slow_rsi[-2]):
if not signal.hasBuy:
signal.buy = True
##死叉出现
if (fast_rsi[-1] <= slow_rsi[-1] and fast_rsi[-2] >= slow_rsi[-2]):
if signal.hasBuy:
signal.sell = True
return values
