Python talib.MACDEXT屬性代碼示例

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MACDEXT [as 別名]
def MACDEXT(Series, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0):
    macd, macdsignal, macdhist = talib.MACDEXT(
        Series.values, fastperiod, fastmatype, slowperiod, slowmatype, signalperiod, signalmatype)
    return pd.Series(macd, index=Series.index), pd.Series(macdsignal, index=Series.index), pd.Series(macdhist, index=Series.index) 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MACDEXT [as 別名]
def macdext(candles: np.ndarray, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9,
            signalmatype=0, source_type="close", sequential=False) -> MACDEXT:
    """
    MACDEXT - MACD with controllable MA type

    :param candles: np.ndarray
    :param fastperiod: int - default: 12
    :param fastmatype: int - default: 0
    :param slow_period: int - default: 26
    :param slowmatype: int - default: 0
    :param signal_period: int - default: 9
    :param signalmatype: int - default: 0
    :param source_type: str - default: "close"
    :param sequential: bool - default: False

    :return: MACDEXT(macd, signal, hist)
    """
    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    source = get_candle_source(candles, source_type=source_type)
    macd, macdsignal, macdhist = talib.MACDEXT(source, fastperiod=fastperiod, fastmatype=fastmatype,
                                               slowperiod=slowperiod, slowmatype=slowmatype,
                                               signalperiod=signalperiod, signalmatype=signalmatype)

    if sequential:
        return MACDEXT(macd, macdsignal, macdhist)
    else:
        return MACDEXT(macd[-1], macdsignal[-1], macdhist[-1]) 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MACDEXT [as 別名]
def MACDEXT(data, **kwargs):
    _check_talib_presence()
    prices = _extract_series(data)
    return talib.MACDEXT(prices, **kwargs) 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MACDEXT [as 別名]
def __recountMacd(self):
        """
        Macd計算方法：
        12日EMA的計算：EMA12 = 前一日EMA12 X 11/13 + 今日收盤 X 2/13
        26日EMA的計算：EMA26 = 前一日EMA26 X 25/27 + 今日收盤 X 2/27
        差離值（DIF）的計算： DIF = EMA12 - EMA26，即為talib-MACD返回值macd
        根據差離值計算其9日的EMA，即離差平均值，是所求的DEA值。
        今日DEA = （前一日DEA X 8/10 + 今日DIF X 2/10），即為talib-MACD返回值signal
        DIF與它自己的移動平均之間差距的大小一般BAR=（DIF-DEA)*2，即為MACD柱狀圖。
        但是talib中MACD的計算是bar = (dif-dea)*1
        """

        if self.inputMacdFastPeriodLen <= EMPTY_INT: return
        if self.inputMacdSlowPeriodLen <= EMPTY_INT: return
        if self.inputMacdSignalPeriodLen <= EMPTY_INT: return

        maxLen = max(self.inputMacdFastPeriodLen,self.inputMacdSlowPeriodLen)+self.inputMacdSignalPeriodLen+1

        #maxLen = maxLen * 3             # 注：數據長度需要足夠，才能準確。測試過，3倍長度才可以與國內的文華等軟件一致

        if len(self.lineBar) < maxLen:
            self.debugCtaLog(u'數據未充分,當前Bar數據數量：{0}，計算MACD需要：{1}'.format(len(self.lineBar), maxLen))
            return

        if self.mode == self.TICK_MODE:
            listClose =[x.close for x in self.lineBar[-maxLen:-1]]
        else:
            listClose =[x.close for x in self.lineBar[-maxLen-1:]]

        dif, dea, macd = ta.MACD(np.array(listClose, dtype=float), fastperiod=self.inputMacdFastPeriodLen,
                       slowperiod=self.inputMacdSlowPeriodLen, signalperiod=self.inputMacdSignalPeriodLen)

        #dif, dea, macd = ta.MACDEXT(np.array(listClose, dtype=float),
        #                            fastperiod=self.inputMacdFastPeriodLen, fastmatype=1,
        #                            slowperiod=self.inputMacdSlowPeriodLen, slowmatype=1,
        #                            signalperiod=self.inputMacdSignalPeriodLen, signalmatype=1)

        if len(self.lineDif) > maxLen:
            del self.lineDif[0]
        self.lineDif.append(dif[-1])

        if len(self.lineDea) > maxLen:
            del self.lineDea[0]
        self.lineDea.append(dea[-1])

        if len(self.lineMacd) > maxLen:
            del self.lineMacd[0]
        self.lineMacd.append(macd[-1]*2)            # 國內一般是2倍 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import MACDEXT [as 別名]
def add_MACDEXT(self, fastperiod=12, fastmatype=0,
                slowperiod=26, slowmatype=0,
                signalperiod=9, signalmatype=0,
                types=['line', 'line', 'histogram'],
                colors=['primary', 'tertiary', 'fill'],
                **kwargs):
    """Moving Average Convergence Divergence with Controllable MA Type.

    Note that the first argument of types and colors refers to MACD,
    the second argument refers to MACD signal line and the third argument
    refers to MACD histogram.

    """
    if not self.has_close:
        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']] * 3
    if 'color' in kwargs:
        colors = [kwargs['color']] * 3

    name = 'MACDEXT({},{},{})'.format(str(fastperiod),
                                      str(slowperiod),
                                      str(signalperiod))
    macd = name
    smacd = name + '[Sign]'
    hmacd = name + '[Hist]'
    self.sec[macd] = dict(type=types[0], color=colors[0])
    self.sec[smacd] = dict(type=types[1], color=colors[1], on=macd)
    self.sec[hmacd] = dict(type=types[2], color=colors[2], on=macd)
    (self.ind[macd],
     self.ind[smacd],
     self.ind[hmacd]) = talib.MACDEXT(self.df[self.cl].values,
                                      fastperiod, fastmatype,
                                      slowperiod, slowmatype,
                                      signalperiod, signalmatype)