factor.py 文件源码

def ATR(security_list, timeperiod=14):
    # ????????????
    if isinstance(security_list, str):
        security_list = [security_list]
    # ?? ATR
    atr = {}
    for stock in security_list:
        security_data = attribute_history(
            stock, timeperiod * 2, '1d', ['close', 'high', 'low'], df=False)
        close_ATR = security_data['close']
        high_ATR = security_data['high']
        low_ATR = security_data['low']
        atr[stock] = talib.ATR(high_ATR, low_ATR, close_ATR, timeperiod)
    return atr

# ???