stock.py 文件源码

def FOUR(closes, days = [5,10,20,60]):
    """????? return: fours"""
    closes = np.array(closes)
    avgs = []
    for day in days:
        avgs.append(MA(closes, day=day))

    max_day = max(days)
    #???????????????
    dvs = np.zeros(len(closes[max_day:]))
    for i in range(len(avgs)):
        c = avgs[i][max_day:]/closes[max_day:]
        for j in range(i, len(avgs)):
            dvs += c - avgs[j][max_day:]/closes[max_day:]
    max_day = min(max_day, len(closes))
    fours = np.zeros(max_day)
    fours = np.full(len(fours), np.nan)
    fours = agl.array_insert(fours, len(fours), np.array(dvs))
    return fours