saleStock.py 文件源码

def Get_MACD(df):
    #??12,26,9
    macd, macdsignal, macdhist = ta.MACD(np.array(df['close']), fastperiod=12, slowperiod=26, signalperiod=9)

    SignalMA5 = ta.MA(macdsignal, timeperiod=5, matype=0)
    SignalMA10 = ta.MA(macdsignal, timeperiod=10, matype=0)
    SignalMA20 = ta.MA(macdsignal, timeperiod=20, matype=0)
    #13-15 DIFF  DEA  DIFF-DEA       
    df['macd']=pd.Series(macd,index=df.index) #DIFF
    df['macdsignal']=pd.Series(macdsignal,index=df.index)#DEA
    df['macdhist']=pd.Series(macdhist,index=df.index)#DIFF-DEA
    dflen = df.shape[0]
    MAlen = len(SignalMA5)
    operate = 0
    #2??? 1.DIFF?DEA????DIFF????DEA?????? 2.DIFF?DEA????DIFF????DEA??????
    #???
    if df.iat[(dflen-1),13]>0:
        if df.iat[(dflen-1),14]>0:
            if df.iat[(dflen-1),13]>df.iat[(dflen-1),14] and df.iat[(dflen-2),13]<=df.iat[(dflen-2),14]:
                operate = operate + 10#??
    else:
        if df.iat[(dflen-1),14]<0:
            if df.iat[(dflen-1),13]<=df.iat[(dflen-2),14]:
                operate = operate - 10#??

    #3.DEA??K?????????????
    if df.iat[(dflen-1),7]>=df.iat[(dflen-1),8] and df.iat[(dflen-1),8]>=df.iat[(dflen-1),9]:#K???
        if SignalMA5[MAlen-1]<=SignalMA10[MAlen-1] and SignalMA10[MAlen-1]<=SignalMA20[MAlen-1]: #DEA??
            operate = operate - 1
    elif df.iat[(dflen-1),7]<=df.iat[(dflen-1),8] and df.iat[(dflen-1),8]<=df.iat[(dflen-1),9]:#K???
        if SignalMA5[MAlen-1]>=SignalMA10[MAlen-1] and SignalMA10[MAlen-1]>=SignalMA20[MAlen-1]: #DEA??
            operate = operate + 1


    #4.??MACD??????????????
    if df.iat[(dflen-1),15]>0 and dflen >30 :
        for i in range(1,26):
            if df.iat[(dflen-1-i),15]<=0:#
                operate = operate + 5
                break
            #?????????   
    if df.iat[(dflen-1),15]<0 and dflen >30 :
        for i in range(1,26):
            if df.iat[(dflen-1-i),15]>=0:#
                operate = operate - 5
                break

    return (df,operate)

#??KDJ??????