abcbase.py 文件源码

def KDJ_DATA(self, context, security, freq = 'D', data={}, dataCount=1):
        #sma target round2
        precision = 40
        high, low, close = self.GET_PERIOD_DATA(context, security, freq, data, dataCount+precision)
        if np.isnan(close[-1]):
            return np.array([np.nan]),np.array([np.nan]),np.array([np.nan])
        #K_V, D_V, J_V = self.KDJ_CN(high, low, close)
        K_V, D_V, J_V = self.KDJ_COM(high, low, close)
        if len(K_V) > precision:
            K_V = K_V[precision:]
            D_V = D_V[precision:]
            J_V = J_V[precision:]
        else:
            #print "security:%s no len data precison %s" %(str(security), len(K_V))
            pass
        decimal.getcontext().rounding=decimal.ROUND_HALF_UP
        K_V = np.array([float(decimal.Decimal(s).quantize(decimal.Decimal('0.00'))) for s in K_V])
        D_V = np.array([float(decimal.Decimal(s).quantize(decimal.Decimal('0.00'))) for s in D_V])
        J_V = np.array([float(decimal.Decimal(s).quantize(decimal.Decimal('0.00'))) for s in J_V])
        return K_V, D_V, J_V