indicators.py 文件源码

def calculate_macd(self, period_name, closing_prices):
        macd, macd_sig, macd_hist = talib.MACD(closing_prices, fastperiod=12,
                                               slowperiod=26, signalperiod=9)
        self.current_indicators[period_name]['macd'] = macd[-1]
        self.current_indicators[period_name]['macd_sig'] = macd_sig[-1]
        self.current_indicators[period_name]['macd_hist'] = macd_hist[-1]
        self.current_indicators[period_name]['macd_hist_diff'] = Decimal(macd_hist[-1]) - Decimal(macd_hist[-2])