trading.py 文件源码

def getStrategy_MACD(start_trading_day,end_trading_day,_time,_close):
    point = []
    iday = _time.index(start_trading_day)
    eday = _time.index(end_trading_day)
    macd, signal,hist = ta.MACD(np.array(_close,dtype='f8'),fastperiod=12,slowperiod=26,signalperiod=9)
    macd = macd[iday:eday]
    signal = signal[iday:eday]
    point.append(0)
    for i in range(1,len(macd)):
        if (macd[i-1] <= signal[i-1]) and (macd[i] >= signal[i]):
            point.append(1)
        elif (macd[i-1] >= signal[i-1]) and (macd[i] <= signal[i]):
            point.append(-1)
        else:
            point.append(0)
    return point