abcbase.py 文件源码

def CCI_DATA(self, context, security, freq = 'D', data={}, dataCount=1):
        #sma target round2
        precision = 14
        high, low, close = self.GET_PERIOD_DATA(context, security, freq, data, dataCount+precision)
        if np.isnan(close[-1]):
            return np.array([np.nan])
        CCI = self.CCI_CN(high, low, close)
        if len(CCI) > precision:
            CCI = CCI[-dataCount:]
        else:
            #print "security:%s no len data precison %s" %(str(security), len(CCI))
            pass
        decimal.getcontext().rounding=decimal.ROUND_HALF_UP
        CCI = np.array([float(decimal.Decimal(s).quantize(decimal.Decimal('0.00'))) for s in CCI])
        return CCI