indicators

Documentation

Index

• Constants
• func BRAR(df pandas.DataFrame, N any) pandas.DataFrame
• func CDTD(df pandas.DataFrame) pandas.DataFrame
• func F89K(df pandas.DataFrame, N int) pandas.DataFrame
• func KDJ(df pandas.DataFrame, N, M1, M2 int) pandas.DataFrame
• func M(raw pandas.DataFrame, argv ...bool) (num.DType, bool)
• func MA4X(df pandas.DataFrame, N int) pandas.DataFrame
• func MACD(df pandas.DataFrame, SHORT, LONG, MID int) pandas.DataFrame
• func MAX_GO[T num.Ordered](a, b T) (x, y T)
• func Platform(df pandas.DataFrame) pandas.DataFrame
• func RSI(df pandas.DataFrame, N1, N2, N3 int) pandas.DataFrame
• func W(raw pandas.DataFrame, argv ...bool) (num.DType, bool)
• type FeatureSar
  • func SAR(highs, lows []float64) []FeatureSar
  • func StopAndReverse(firstIsBull bool, highs, lows []float64, ...) []FeatureSar
  • func (s FeatureSar) Incr(high, low float64) FeatureSar
  • func (s FeatureSar) RawIncr(accelerationFactor, accelerationFactorLimit float64, high, low float64) FeatureSar
• type Indicator
• type Parameter

Constants

const (
	// SarAccelerationFactor SAR 加速因子
	SarAccelerationFactor = 0.02
	// SarAccelerationFactorLimit SAR加速因子最大值
	SarAccelerationFactorLimit = 0.20
)

Functions

func BRAR

func BRAR(df pandas.DataFrame, N any) pandas.DataFrame

BRAR 情绪指标

BR:SUM(MAX(0,HIGH-REF(CLOSE,1)),N)/SUM(MAX(0,REF(CLOSE,1)-LOW),N)*100;
输出BR:0和最高价-1日前的收盘价的较大值的N日累和/0和1日前的收盘价-最低价的较大值的N日累和*100
AR:SUM(HIGH-OPEN,N)/SUM(OPEN-LOW,N)*100;
输出AR:最高价-开盘价的N日累和/开盘价-最低价的N日累和*100

func CDTD

func CDTD(df pandas.DataFrame) pandas.DataFrame

CDTD 抄底逃顶

func F89K

func F89K(df pandas.DataFrame, N int) pandas.DataFrame

F89K 89k测试

func KDJ

func KDJ(df pandas.DataFrame, N, M1, M2 int) pandas.DataFrame

KDJ 指标

RSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
RSV赋值:(收盘价-N日内最低价的最低值)/(N日内最高价的最高值-N日内最低价的最低值)*100
K:EMA(RSV,M1,1);
输出K:RSV的M1日[1日权重]移动平均
D:EMA(K,M2,1);
输出D:K的M2日[1日权重]移动平均
J:3*K-2*D;
输出J:3*K-2*D

func M

func M(raw pandas.DataFrame, argv ...bool) (num.DType, bool)

M M头跌破颈线

func MA4X

func MA4X(df pandas.DataFrame, N int) pandas.DataFrame

MA4X 缠论时间窗口

func MACD

func MACD(df pandas.DataFrame, SHORT, LONG, MID int) pandas.DataFrame

MACD 指标

DIF:EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
输出DIF:收盘价的SHORT日指数移动平均-收盘价的LONG日指数移动平均
DEA:EMA(DIF,MID);
输出DEA:DIF的MID日指数移动平均
MACD:(DIF-DEA)*2,COLORSTICK;
输出平滑异同平均线:(DIF-DEA)*2,COLORSTICK
系统默认12, 26, 9
这里采用5,13,3

func MAX_GO

func MAX_GO[T num.Ordered](a, b T) (x, y T)

func Platform

func Platform(df pandas.DataFrame) pandas.DataFrame

Platform 平台整理

func RSI

func RSI(df pandas.DataFrame, N1, N2, N3 int) pandas.DataFrame

RSI 指标

LC:=REF(CLOSE,1);
LC赋值:1日前的收盘价
RSI1:SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
输出RSI1:收盘价-LC和0的较大值的N1日[1日权重]移动平均/收盘价-LC的绝对值的N1日[1日权重]移动平均*100
RSI2:SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;
输出RSI2:收盘价-LC和0的较大值的N2日[1日权重]移动平均/收盘价-LC的绝对值的N2日[1日权重]移动平均*100
RSI3:SMA(MAX(CLOSE-LC,0),N3,1)/SMA(ABS(CLOSE-LC),N3,1)*100;
输出RSI3:收盘价-LC和0的较大值的N3日[1日权重]移动平均/收盘价-LC的绝对值的N3日[1日权重]移动平均*100

系统默认参数6,12,24

func W

func W(raw pandas.DataFrame, argv ...bool) (num.DType, bool)

W W底突破颈线

Types

type FeatureSar

type FeatureSar struct {
	Pos    int     // 坐标位置
	Bull   bool    // 当前多空
	Af     float64 // 加速因子(Acceleration Factor)
	Ep     float64 // 极值点(Extreme Point)
	Sar    float64 // SAR[Pos]
	High   float64 // pos周期最高价
	Low    float64 // pos周期最低价
	Period int     // 周期数, 上涨趋势, 周期数大于0, 下跌趋势, 周期数小于0, 绝对值就是已过多少天
}

FeatureSar SAR指标特征数据结构

func SAR

func SAR(highs, lows []float64) []FeatureSar

SAR 停损转向操作点指标

func StopAndReverse

func StopAndReverse(firstIsBull bool, highs, lows []float64, accelerationFactor, accelerationFactorLimit float64) []FeatureSar

StopAndReverse 停损转向操作点指标

SAR指标又叫抛物线指标或停损转向操作点指标, 其全称叫“Stop and Reverse, 缩写SAR”,
是由美国技术分析大师威尔斯-威尔德(Wells Wilder)所创造的, 是一种简单易学,比较准确的中短期技术分析工具.
https://baike.baidu.com/item/SAR%E6%8C%87%E6%A0%87

func (FeatureSar) Incr

func (s FeatureSar) Incr(high, low float64) FeatureSar

Incr 增量计算

func (FeatureSar) RawIncr

func (s FeatureSar) RawIncr(accelerationFactor, accelerationFactorLimit float64, high, low float64) FeatureSar

RawIncr 增加1天的数据

type Indicator

type Indicator interface {
}

Indicator 指标接口

type Parameter

type Parameter struct {
}