stock.py 文件源码

def TDX_BOLL(closes):
    """????TDX??????????? ?????
    closes: np.ndarray
    return: upper, middle, lower
??????BOLL-M
    {?? N: 2  250  20 }
    MID:=MA(C,N);
    #MID:=SMA(C,N,1);
    VART1:=POW((C-MID),2);
    VART2:=MA(VART1,N);
    VART3:=SQRT(VART2);
    UPPER:=MID+2*VART3;
    LOWER:=MID-2*VART3;
    BOLL:REF(MID,1),COLORFFFFFF;
    UB:REF(UPPER,1),COLOR00FFFF;
    LB:REF(LOWER,1),COLORFF00FF;    
    """    
    closes = np.array(closes)
    assert(len(closes)>=20)
    n = 20
    mid = talib.MA(closes, n)
    vart1 = np.zeros(len(closes))
    for i, v in np.ndenumerate(closes):
        i = i[0]
        vart1[i] = pow(closes[i] - mid[i], 2)
    vart2 = talib.MA(vart1, n)
    vart3 = np.sqrt(vart2)
    upper = mid + 2*vart3
    lower = mid - 2*vart3
    return upper, mid, lower