def fup60b(stock): ''' 60分钟从负数上来的有失败上叉先导的第一次成功上叉 ''' t = stock.transaction linelog('%s:%s' % (fup60.__name__,stock.code)) hzero = cached_zeros(len(stock.hour)) pdiff,pdea = cmacd(stock.hour) cross0 = cross(hzero,pdiff) udcross = cross(pdea,pdiff) #失败上叉:最近5个周期内被下叉信号抵消,或者最近5个周期内出现第二个上叉信号(导致msum仍然>0) fcross = gand(udcross>0,gor(rollx(msum(udcross,5),-5)==0,rollx(msum(udcross>0,5),-5)>1)) ucross = gand(udcross>0,pdiff>0,bnot(fcross)) xsum1 = rsum(ucross,cross0) #此时,第一个cross>0和第二个之间的位置被填满1 xsum = rsum(xsum1,cross0) #此时,只有第一个发生位为1 signal = gand(equals(xsum,1),pdiff>0) return hour2day(signal)
def fup60b(stock): ''' 60分钟从负数上来的有失败上叉先导的第一次成功上叉 ''' t = stock.transaction linelog('%s:%s' % (fup60.__name__, stock.code)) hzero = cached_zeros(len(stock.hour)) pdiff, pdea = cmacd(stock.hour) cross0 = cross(hzero, pdiff) udcross = cross(pdea, pdiff) #失败上叉:最近5个周期内被下叉信号抵消,或者最近5个周期内出现第二个上叉信号(导致msum仍然>0) fcross = gand( udcross > 0, gor( rollx(msum(udcross, 5), -5) == 0, rollx(msum(udcross > 0, 5), -5) > 1)) ucross = gand(udcross > 0, pdiff > 0, bnot(fcross)) xsum1 = rsum(ucross, cross0) #此时,第一个cross>0和第二个之间的位置被填满1 xsum = rsum(xsum1, cross0) #此时,只有第一个发生位为1 signal = gand(equals(xsum, 1), pdiff > 0) return hour2day(signal)
def fup60(stock): ''' 60分钟从负数上来的第一次上叉 #或从负数上来的成功地第一次上叉(不到5个周期就下叉计作失败) ''' t = stock.transaction linelog('%s:%s' % (fup60.__name__, stock.code)) hzero = cached_zeros(len(stock.hour)) pdiff, pdea = cmacd(stock.hour) cross0 = cross(hzero, pdiff) ucross = gand(cross(pdea, pdiff) > 0) xsum1 = rsum(ucross, cross0) #此时,第一个cross>0和第二个之间的位置被填满1 xsum = rsum(xsum1, cross0) #此时,只有第一个发生位为1 signal = gand(equals(xsum, 1), pdiff > 0) return hour2day(signal)
def fup60(stock): ''' 60分钟从负数上来的第一次上叉 #或从负数上来的成功地第一次上叉(不到5个周期就下叉计作失败) ''' t = stock.transaction linelog('%s:%s' % (fup60.__name__,stock.code)) hzero = cached_zeros(len(stock.hour)) pdiff,pdea = cmacd(stock.hour) cross0 = cross(hzero,pdiff) ucross = gand(cross(pdea,pdiff)>0) xsum1 = rsum(ucross,cross0) #此时,第一个cross>0和第二个之间的位置被填满1 xsum = rsum(xsum1,cross0) #此时,只有第一个发生位为1 signal = gand(equals(xsum,1),pdiff>0) return hour2day(signal)