trading.py 文件源码

def getStrategy_GD(start_trading_day,end_trading_day,_time,_close):
    point = []
    iday = _time.index(start_trading_day)
    eday = _time.index(end_trading_day)
    short_ema = ta.EMA(np.array(_close,dtype='f8'),timeperiod=10)
    long_ema = ta.EMA(np.array(_close,dtype='f8'),timeperiod=25)
    short_ema = short_ema[iday:eday]
    long_ema = long_ema[iday:eday]
    point.append(0)
    for i in range(1,len(short_ema)):
        if (short_ema[i-1] <= long_ema[i-1]) and (short_ema[i] >= long_ema[i]):
            point.append(1)
        elif (short_ema[i-1] >= long_ema[i-1]) and (short_ema[i] <= long_ema[i]):
            point.append(-1)
        else:
            point.append(0)
    return point