ctaLineBar.py 文件源码

def __recountRsi(self):
        """??K??RSI"""

        if self.inputRsiLen <= 0: return

        # 1?lineBar?????????
        if len(self.lineBar) < self.inputRsiLen+2:
            self.debugCtaLog(u'?????,??Bar?????{0}???RSI???{1}'.
                             format(len(self.lineBar), self.inputRsiLen+2))
            return

        # 3?inputRsiLen(????????????
        listClose=[x.close for x in self.lineBar[-self.inputRsiLen - 2:]]
        barRsi = ta.RSI(numpy.array(listClose, dtype=float), self.inputRsiLen)[-1]
        barRsi = round(float(barRsi), 3)

        l = len(self.lineRsi)
        if l > self.inputRsiLen*8:
            del self.lineRsi[0]

        self.lineRsi.append(barRsi)

        if l > 3:
            # ?
            if self.lineRsi[-1] < self.lineRsi[-2] and self.lineRsi[-3] < self.lineRsi[-2]:

                t={}
                t["Type"] = u'T'
                t["RSI"] = self.lineRsi[-2]
                t["Close"] = self.lineBar[-2].close


                if len(self.lineRsiTop) > self.inputRsiLen:
                    del self.lineRsiTop[0]

                self.lineRsiTop.append( t )
                self.lastRsiTopButtom = self.lineRsiTop[-1]

            # ?
            elif self.lineRsi[-1] > self.lineRsi[-2] and self.lineRsi[-3] > self.lineRsi[-2]:

                b={}
                b["Type"] = u'B'
                b["RSI"] = self.lineRsi[-2]
                b["Close"] = self.lineBar[-2].close

                if len(self.lineRsiButtom) > self.inputRsiLen:
                    del self.lineRsiButtom[0]
                self.lineRsiButtom.append(b)
                self.lastRsiTopButtom = self.lineRsiButtom[-1]