m_macd.py 文件源码

def MACD(stock):
    prices = attribute_history(stock, 130, '1d', ('close'), fq='pre')['close'].values
    # ?????????
    cur_prices = attribute_history(stock, 1, '1m', ('close'), fq='pre')['close'].values
    prices += cur_prices

    DIF, DEA, macd = talib.MACD(prices,
                                fastperiod=12,
                                slowperiod=26,
                                signalperiod=9)
    return DIF, DEA, macd