本文整理汇总了Python中talib.AROON属性的典型用法代码示例。如果您正苦于以下问题：Python talib.AROON属性的具体用法？Python talib.AROON怎么用？Python talib.AROON使用的例子？那么, 这里精选的属性代码示例或许可以为您提供帮助。您也可以进一步了解该属性所在类talib的用法示例。
在下文中一共展示了talib.AROON属性的8个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: aroon
# 需要导入模块: import talib [as 别名]
# 或者: from talib import AROON [as 别名]
def aroon(candles: np.ndarray, period=14, sequential=False) -> AROON:
"""
AROON - Aroon
:param candles: np.ndarray
:param period: int - default=14
:param sequential: bool - default=False
:return: AROON(down, up)
"""
if not sequential and len(candles) > 240:
candles = candles[-240:]
aroondown, aroonup = talib.AROON(candles[:, 3], candles[:, 4], timeperiod=period)
if sequential:
return AROON(aroondown, aroonup)
else:
return AROON(aroondown[-1], aroonup[-1]) 示例2: test_aroon
# 需要导入模块: import talib [as 别名]
# 或者: from talib import AROON [as 别名]
def test_aroon(self):
result = pandas_ta.aroon(self.high, self.low)
self.assertIsInstance(result, DataFrame)
self.assertEqual(result.name, 'AROON_14')
try:
expected = tal.AROON(self.high, self.low)
expecteddf = DataFrame({'AROOND_14': expected[0], 'AROONU_14': expected[1]})
pdt.assert_frame_equal(result, expecteddf)
except AssertionError as ae:
try:
aroond_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,0], expecteddf.iloc[:,0], col=CORRELATION)
self.assertGreater(aroond_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:,0], CORRELATION, ex)
try:
aroonu_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,1], expecteddf.iloc[:,1], col=CORRELATION)
self.assertGreater(aroonu_corr, CORRELATION_THRESHOLD)
except Exception as ex:
error_analysis(result.iloc[:,1], CORRELATION, ex, newline=False) 示例3: AROON
# 需要导入模块: import talib [as 别名]
# 或者: from talib import AROON [as 别名]
def AROON(DataFrame, N=14):
"""阿隆指标
Arguments:
DataFrame {[type]} -- [description]
Keyword Arguments:
N {int} -- [description] (default: {14})
Returns:
[type] -- [description]
"""
ar_up, ar_down = talib.AROON(DataFrame.high.values, DataFrame.low.values, N)
return pd.DataFrame({'AROON_UP': ar_up,'AROON_DOWN': ar_down}, index=DataFrame.index) 示例4: aroon
# 需要导入模块: import talib [as 别名]
# 或者: from talib import AROON [as 别名]
def aroon(self, sym, frequency, *args, **kwargs):
if not self.kbars_ready(sym, frequency):
return []
highs = self.high(sym, frequency)
lows = self.low(sym, frequency)
v = ta.AROON(highs, lows, *args, **kwargs)
return v 示例5: add_AROON
# 需要导入模块: import talib [as 别名]
# 或者: from talib import AROON [as 别名]
def add_AROON(self, timeperiod=14,
types=['line', 'line'],
colors=['increasing', 'decreasing'],
**kwargs):
"""Aroon indicators.
Note that the first argument of types and colors refers to Aroon up while
the second argument refers to Aroon down.
"""
if not (self.has_high and self.has_low):
raise Exception()
utils.kwargs_check(kwargs, VALID_TA_KWARGS)
if 'kind' in kwargs:
kwargs['type'] = kwargs['kind']
if 'kinds' in kwargs:
types = kwargs['type']
if 'type' in kwargs:
types = [kwargs['type']] * 2
if 'color' in kwargs:
colors = [kwargs['color']] * 2
name = 'AROON({})'.format(str(timeperiod))
uaroon = name + ' [Up]'
daroon = name + ' [Dn]'
self.sec[uaroon] = dict(type=types[0], color=colors[0])
self.sec[daroon] = dict(type=types[1], color=colors[1], on=uaroon)
self.ind[uaroon], self.ind[daroon] = talib.AROON(self.df[self.hi].values,
self.df[self.lo].values,
timeperiod) 示例6: handle_bar
# 需要导入模块: import talib [as 别名]
# 或者: from talib import AROON [as 别名]
def handle_bar(context, bar_dict):
highs = history_bars(context.s1, 60, '1d', 'high')
lows = history_bars(context.s1, 60, '1d', 'low')
down, up = talib.AROON(np.array(highs), np.array(lows), timeperiod=24)
down = down[-1]
up = up[-1]
if up > down:
order_target_percent(context.s1, 0.95)
else:
order_target_percent(context.s1, 0.0)
# after_trading函数会在每天交易结束后被调用，当天只会被调用一次 示例7: AROON
# 需要导入模块: import talib [as 别名]
# 或者: from talib import AROON [as 别名]
def AROON(frame, n=14, high_col='high', low_col='low'):
return _frame_to_frame(frame, [high_col, low_col], ['AroonDown', 'AroonUp'], talib.AROON, n) 示例8: AROON
# 需要导入模块: import talib [as 别名]
# 或者: from talib import AROON [as 别名]
def AROON(data, **kwargs):
_check_talib_presence()
_, phigh, plow, _, _ = _extract_ohlc(data)
return talib.AROON(phigh, plow, **kwargs)