def __init__(self, selector):
self.selector = selector
self.supported = {"ROCP", "OROCP", "HROCP", "LROCP", "MACD", "RSI", "VROCP", "BOLL", "MA", "VMA", "PRICE_VOLUME"}
self.feature = []
python类ROCP的实例源码
def add_ROCP(self, timeperiod=10,
type='line', color='tertiary', **kwargs):
"""Rate of Change (Percentage)."""
if not self.has_close:
raise Exception()
utils.kwargs_check(kwargs, VALID_TA_KWARGS)
if 'kind' in kwargs:
type = kwargs['kind']
name = 'ROCP({})'.format(str(timeperiod))
self.sec[name] = dict(type=type, color=color)
self.ind[name] = talib.ROCP(self.df[self.cl].values,
timeperiod)
def __init__(self, selector):
self.selector = selector
self.supported = {"ROCP", "OROCP", "HROCP", "LROCP", "MACD", "RSI", "VROCP", "BOLL", "MA", "VMA", "PRICE_VOLUME"}
self.feature = []
prep_data_03_stock_02_OHLCV_arrays_2_features_targets_arrays.py 文件源码
项目：LIE
作者: EmbraceLife
项目源码
文件源码
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def __init__(self, selector):
self.selector = selector
self.supported = {"ROCP", "OROCP", "HROCP", "LROCP", "MACD", "RSI", "VROCP", "BOLL", "MA", "VMA", "PRICE_VOLUME"}
self.feature = []
def __init__(self, selector):
self.selector = selector
self.supported = {"ROCP", "OROCP", "HROCP", "LROCP", "MACD", "RSI", "VROCP", "BOLL", "MA", "VMA", "PRICE_VOLUME"}
self.feature = []
def __init__(self, selector):
self.selector = selector
self.supported = {"ROCP", "OROCP", "HROCP", "LROCP", "MACD", "RSI", "VROCP", "BOLL", "MA", "VMA", "PRICE_VOLUME"}
self.feature = []
def __init__(self, selector):
self.selector = selector
self.supported = {"ROCP", "OROCP", "HROCP", "LROCP", "MACD", "RSI", "VROCP", "BOLL", "MA", "VMA", "PRICE_VOLUME"}
self.feature = []
def calculate_indicator(stock_df):
periods = [3, 5, 10, 20, 30, 60]
# MA
for period in periods:
stock_df['MA' + str(period)] = talib.MA(stock_df['close'].values, timeperiod=period)
# EMA
periods = [3, 5, 10, 20, 30, 60]
for period in periods:
stock_df['EMA' + str(period)] = talib.EMA(stock_df['close'].values, timeperiod=period)
# AMTMA
periods = [5, 10, 20]
for period in periods:
stock_df['AMTMA' + str(period)] = talib.MA(stock_df['amount'].values, timeperiod=period)
# ATR
periods = [5, 10, 20]
for period in periods:
stock_df['ATR' + str(period)] = talib.ATR(stock_df['high'].values, stock_df['low'].values,
stock_df['close'].values, timeperiod=period)
# ADX
period = 14
stock_df['ADX' + str(period)] = talib.ADX(stock_df['high'].values, stock_df['low'].values,
stock_df['close'].values, timeperiod=period)
# MACD
stock_df['MACD_DIFF'], stock_df['MACD_DEA'], stock_df['MACD_HIST'] = talib.MACD(
stock_df['close'].values, fastperiod=12, slowperiod=26, signalperiod=9)
# CCI
period = 14
stock_df['CCI' + str(period)] = talib.CCI(stock_df['high'].values, stock_df['low'].values,
stock_df['close'].values, timeperiod=period)
# MFI
period = 14
stock_df['MFI' + str(period)] = talib.MFI(stock_df['high'].values, stock_df['low'].values,
stock_df['close'].values, stock_df['volume'].values,
timeperiod=period)
# ROCP
periods = [5, 10, 20]
for period in periods:
stock_df['ROCP' + str(period)] = talib.ROCP(stock_df['close'].values, timeperiod=period)
def calculate_indicator(stock_df):
periods = [3, 5, 10, 20, 30, 60]
# MA
for period in periods:
stock_df['MA' + str(period)] = talib.MA(stock_df['close'].values, timeperiod=period)
# EMA
periods = [3, 5, 10, 20, 30, 60]
for period in periods:
stock_df['EMA' + str(period)] = talib.EMA(stock_df['close'].values, timeperiod=period)
# AMTMA
periods = [5, 10, 20]
for period in periods:
stock_df['AMTMA' + str(period)] = talib.MA(stock_df['amount'].values, timeperiod=period)
# ATR
periods = [5, 10, 20]
for period in periods:
stock_df['ATR' + str(period)] = talib.ATR(stock_df['high'].values, stock_df['low'].values,
stock_df['close'].values, timeperiod=period)
# ADX
period = 14
stock_df['ADX' + str(period)] = talib.ADX(stock_df['high'].values, stock_df['low'].values,
stock_df['close'].values, timeperiod=period)
# MACD
stock_df['MACD_DIFF'], stock_df['MACD_DEA'], stock_df['MACD_HIST'] = talib.MACD(
stock_df['close'].values, fastperiod=12, slowperiod=26, signalperiod=9)
# CCI
period = 14
stock_df['CCI' + str(period)] = talib.CCI(stock_df['high'].values, stock_df['low'].values,
stock_df['close'].values, timeperiod=period)
# MFI
period = 14
stock_df['MFI' + str(period)] = talib.MFI(stock_df['high'].values, stock_df['low'].values,
stock_df['close'].values, stock_df['volume'].values,
timeperiod=period)
# ROCP
periods = [5, 10, 20]
for period in periods:
stock_df['ROCP' + str(period)] = talib.ROCP(stock_df['close'].values, timeperiod=period)
