alpha101.py 文件源码

def compute(self, today, assets, out, high, close, open, low):
        v000 = np.full(out.shape[0], -1.0)
        v00100 = open[-1]
        v001010 = high[-2]
        v00101 = v001010 # delay
        v0010 = v00100 - v00101
        v001 = stats.rankdata(v0010)
        v00 = v000 * v001
        v0100 = open[-1]
        v01010 = close[-2]
        v0101 = v01010 # delay
        v010 = v0100 - v0101
        v01 = stats.rankdata(v010)
        v0 = v00 * v01
        v100 = open[-1]
        v1010 = low[-2]
        v101 = v1010 # delay
        v10 = v100 - v101
        v1 = stats.rankdata(v10)
        out[:] = v0 * v1

# ((((sum(close, 8) / 8) + stddev(close, 8)) < (sum(close, 2) / 2)) ? (-1 * 1) : (((sum(close, 2) / 2) < ((sum(close, 8) / 8) - stddev(close, 8))) ? 1 : (((1 < (volume / adv20)) || ((volume / adv20) == 1)) ? 1 : (-1 * 1))))