예제 #1
0
파일: d1ex.py 프로젝트: pophoo/foxengine
def under_cross(signal,source,follow):
    ''' 信号日低于或下叉。source一般为downlimit,follow为low
        不仅仅给出下叉信号,而且还给出signal日follow是否低于source
        信号日低于,则将屏蔽买入
        下叉则是卖出
    '''
    sd = equals(cross(source,follow),-1)
    indices = (signal > 0)
    sd[indices] = greater_equals(source[indices],follow[indices])
    return sd
예제 #2
0
def under_cross(signal, source, follow):
    ''' 信号日低于或下叉。source一般为downlimit,follow为low
        不仅仅给出下叉信号,而且还给出signal日follow是否低于source
        信号日低于,则将屏蔽买入
        下叉则是卖出
    '''
    sd = equals(cross(source, follow), -1)
    indices = (signal > 0)
    sd[indices] = greater_equals(source[indices], follow[indices])
    return sd
예제 #3
0
파일: d1ex.py 프로젝트: pophoo/foxengine
def closedayofweek(weekdays): #周收盘日
    #特别特殊的情形下会不正确,如某周一交易日后,下一个交易日正好是下周二,则该周一不会被识别为周收盘日
    #另,最后一个交易日也被识别为周收盘日
    return greater(greater_equals(weekdays-rollx(weekdays,-1)) + equals(weekdays,5))
예제 #4
0
def closedayofweek(weekdays):  #周收盘日
    #特别特殊的情形下会不正确,如某周一交易日后,下一个交易日正好是下周二,则该周一不会被识别为周收盘日
    #另,最后一个交易日也被识别为周收盘日
    return greater(
        greater_equals(weekdays - rollx(weekdays, -1)) + equals(weekdays, 5))