Python SMA.prev示例

示例#1

class DPO(Indicator):
    def __init__(self, period, cache_size=None):
        self._pricePeriod = floor(period / 2) + 1
        self._sma = SMA(period, cache_size)

        super().__init__({
            'args': [period, cache_size],
            'id': 'dpo',
            'name': 'DPO(%f)' % period,
            'seed_period': period,
            'cache_size': cache_size
        })

    def reset(self):
        super().reset()
        self._sma.reset()

    def update(self, v):
        self._sma.update(v)
        super().update(v - self._sma.prev(self._pricePeriod - 1))
        return self.v()

    def add(self, v):
        self._sma.add(v)

        if self._sma.l() < self._pricePeriod + 1:
            return

        super().add(v - self._sma.prev(self._pricePeriod))
        return self.v()

示例#2

文件： detrended_price_oscillator.py 项目： quadramadery/bfx-hf-indicators-py

class DPO(Indicator):
  def __init__(self, args = []):
    [ period ] = args

    self._pricePeriod = floor(period / 2) + 1
    self._sma = SMA([period])

    super().__init__({
      'args': args,
      'id': 'dpo',
      'name': 'DPO(%f)' % period,
      'seed_period': period
    })
  
  def reset(self):
    super().reset()
    self._sma.reset()

  def update(self, v):
    self._sma.update(v)
    super().update(v - self._sma.prev(self._pricePeriod - 1))
    return self.v()

  def add(self, v):
    self._sma.add(v)

    if self._sma.l() < self._pricePeriod + 1:
      return

    super().add(v - self._sma.prev(self._pricePeriod))
    return self.v()