factor.py 文件源码

def CCI(security_list, timeperiod=14):
    # ????????????
    if isinstance(security_list, str):
        security_list = [security_list]
    # ?? CCI
    cci = {}
    for stock in security_list:
        security_data = attribute_history(
            stock, timeperiod * 2, '1d', ['close', 'high', 'low'], df=False)
        close_CCI = security_data['close']
        high_CCI = security_data['high']
        low_CCI = security_data['low']
        cci[stock] = talib.CCI(high_CCI, low_CCI, close_CCI, timeperiod)
    return cci

# ATR