ta.py 文件源码

def add_STOCHRSI(self, timeperiod=14,
                 fastk_period=5, fastd_period=3, fastd_matype=0,
                 types=['line', 'line'],
                 colors=['primary', 'tertiary'],
                 **kwargs):
    """Stochastic Relative Strength Index.

    Note that the first argument of types and colors refers to StochRSI %K
    while second argument refers to StochRSI %D
    (signal line of %K obtained by MA).

    """
    if not self.has_close:
        raise Exception()

    utils.kwargs_check(kwargs, VALID_TA_KWARGS)
    if 'kind' in kwargs:
        kwargs['type'] = kwargs['kind']
    if 'kinds' in kwargs:
        types = kwargs['type']

    if 'type' in kwargs:
        types = [kwargs['type']] * 2
    if 'color' in kwargs:
        colors = [kwargs['color']] * 2

    name = 'STOCHRSI({},{},{})'.format(str(timeperiod),
                                       str(fastk_period),
                                       str(fastd_period))
    fastk = name + r'[%k]'
    fastd = name + r'[%d]'
    self.sec[fastk] = dict(type=types[0], color=colors[0])
    self.sec[fastd] = dict(type=types[1], color=colors[1], on=fastk)
    self.ind[fastk], self.ind[fastd] = talib.STOCHRSI(self.df[self.cl].values,
                                                      timeperiod,
                                                      fastk_period,
                                                      fastd_period,
                                                      fastd_matype)