trading.py 文件源码

def getStrategy_RSI(start_trading_day,end_trading_day,_time,_close):
    point = []
    iday = _time.index(start_trading_day)
    eday = _time.index(end_trading_day)
    rsi = ta.RSI(np.array(_close,dtype='f8'),timeperiod=14)
    rsi = rsi[iday:eday]
    point.append(0)
    for i in range(1,len(rsi)):
        if (rsi[i] <= 30) and (rsi[i - 1] > 30):
            point.append(1)
        elif (rsi[i] >= 50) and (rsi[i - 1] < 50):
            point.append(-1)
        else:
            point.append(0)

    return point