trading.py 文件源码

def getStrategy_STOCH(start_trading_day,end_trading_day,_time,_close,_max,_min):
    point = []
    iday = _time.index(start_trading_day)
    eday = _time.index(end_trading_day)
    slowk,slowd = ta.STOCH(np.array(_max, dtype='f8'),np.array(_min, dtype='f8'),np.array(_close, dtype='f8'), fastk_period = 5,slowk_period=3,slowd_period=3)
    slowk = slowk[iday:eday]
    slowd = slowd[iday:eday]
    point.append(0)
    for i in range(1,len(slowk)):
        if (slowk[i-1] <= slowd[i-1]) and (slowk[i] >= slowd[i]) and (slowk[i] <= 30):
            point.append(1)
        elif (slowk[i-1] <= 50) and (slowk[i] >= 50):
            point.append(-1)
        else:
            point.append(0)
    return point