def AVG_DECLINE(xt, y, covered=22):
mranges = decline_ranges(y, covered)
mperiods = decline_periods(y, covered)
#print 'ranges,periods:',mranges,mperiods
avg_range = np.sum(mranges) / np.sum(greater(mranges))
avg_period = np.sum(mperiods) / np.sum(greater(mperiods))
return int(avg_range), int(avg_period)
def AVG_DECLINE(xt,y,covered=22):
mranges = decline_ranges(y,covered)
mperiods = decline_periods(y,covered)
#print 'ranges,periods:',mranges,mperiods
avg_range = np.sum(mranges) / np.sum(greater(mranges))
avg_period = np.sum(mperiods) / np.sum(greater(mperiods))
return int(avg_range),int(avg_period)
def scover(source,covered=1):
''' 信号覆盖
对信号日开始的covered日内进行信号覆盖
原始序列以>0为有信号
输出序列以1为有信号
'''
ss = greater(source,0)
mss = msum2(ss,covered)
#print ss,mss
return greater(mss,0)
def scover(source, covered=1):
''' 信号覆盖
对信号日开始的covered日内进行信号覆盖
原始序列以>0为有信号
输出序列以1为有信号
'''
ss = greater(source, 0)
mss = msum2(ss, covered)
#print ss,mss
return greater(mss, 0)
def finishing(self, stock, sbuy, ssell):
Mediator.finishing(self, stock, sbuy, ssell)
#平滑掉两个最大值
stock.mfe_sum, stock.mae_sum = mm_sum_smooth(sbuy,
stock.mfe,
stock.mae,
smooth=2)
stock.mm_count = int(np.sum(greater(sbuy)))
def opendayofweek(weekdays): #周开盘日
#特定情形下会不正确,如某周一交易日后，下一个交易日正好是下周二,则该周二不会被识别为周开盘日. 好在错误对称。
#另，第一个交易日也被识别为周开盘日
return greater(lesser_equals(weekdays-rollx(weekdays)) + equals(weekdays,1))
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))
def psy(source,length=12):
''' 心理线PSY:COUNT(CLOSE>REF(CLOSE,1),N)/N*100
'''
s = greater(source,rollx(source))
rev = (msum(s,length) * BASE + length/2)/ length
return rev
def finishing(self,stock,sbuy,ssell):
Mediator.finishing(self,stock,sbuy,ssell)
#平滑掉两个最大值
stock.mfe_sum,stock.mae_sum = mm_sum_smooth(sbuy,stock.mfe,stock.mae,smooth=2)
stock.mm_count = int(np.sum(greater(sbuy)))
def opendayofweek(weekdays): #周开盘日
#特定情形下会不正确,如某周一交易日后，下一个交易日正好是下周二,则该周二不会被识别为周开盘日. 好在错误对称。
#另，第一个交易日也被识别为周开盘日
return greater(
lesser_equals(weekdays - rollx(weekdays)) + equals(weekdays, 1))
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))
def psy(source, length=12):
''' 心理线PSY:COUNT(CLOSE>REF(CLOSE,1),N)/N*100
'''
s = greater(source, rollx(source))
rev = (msum(s, length) * BASE + length / 2) / length
return rev
