factor.py 文件源码

def MACD(security_list, fastperiod=12, slowperiod=26, signalperiod=9):
    # ????????????
    if isinstance(security_list, str):
        security_list = [security_list]
    # ?? MACD
    security_data = history(slowperiod * 2, '1d', 'close',
                            security_list, df=False, skip_paused=True)
    macd_DIF = {}
    macd_DEA = {}
    macd_HIST = {}
    for stock in security_list:
        macd_DIF[stock], macd_DEA[stock], macd = talib.MACDEXT(
            security_data[stock], fastperiod=fastperiod, fastmatype=1, slowperiod=slowperiod, slowmatype=1, signalperiod=signalperiod, signalmatype=1)
        macd_HIST[stock] = macd * 2
    return macd_DIF, macd_DEA, macd_HIST

# MA