abcbase.py 文件源码

def KDJ_COM(high, low, close, fastk_period=9, slowk_period=3, slowd_period=3, fixpre=True) :
        len1 = len(high)
        len2 = len(low)
        len3 = len(close)
        if len1 != len2 or len1 != len3:
            print (("KDJ_COM input invalid for len:%s %s %s " %(str(len1),str(len2),str(len3))))
            return np.array([np.nan]),np.array([np.nan]),np.array([np.nan])
        hValue = SecurityDataSrcBase.HHV_COM(high, fastk_period, fixpre)
        lValue = SecurityDataSrcBase.LLV_COM(low, fastk_period, fixpre)
        rsValue = (close - lValue) / (hValue - lValue) * 100
        kValue = SecurityDataSrcBase.SMA_COM(rsValue, slowk_period)
        dValue = SecurityDataSrcBase.SMA_COM(kValue,  slowd_period)
        jValue = 3 * kValue - 2 * dValue
        return kValue, dValue, jValue

    # RSI COMMON