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Class BOLL

quantdigger/kernel/indicators/common.py:52–73  ·  view source on GitHub ↗

布林带指标。

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50
51
52class BOLL(IndicatorBase):
53 """ 布林带指标。 """
54 ## @todo assure name is unique, it there are same names,
55 # modify the repeat name.
56 @create_attributes
57 def __init__(self, tracker, prices, n, name='BOLL', color='y', lw=1, style="line"):
58 super(BOLL, self).__init__(tracker, name)
59 # self.value为任何支持index的数据结构。
60 # 在策略中,price变量可能为NumberSeries,需要用NUMBER_SERIES_SUPPORT处理,
61 # 转化为numpy.ndarray等能被指标函数处理的参数。
62 self.value = self._boll(prices, n)
63
64 def _boll(self, data, n):
65 """ 向量化运行的均值函数。 """
66 data = transform2ndarray(data)
67 upper, middle, lower = talib.BBANDS(data, n, 2, 2)
68 return (upper, middle, lower)
69
70 def plot(self, widget):
71 """ 绘图,参数可由UI调整。 """
72 self.widget = widget
73 #self.plot_line(self.value, self.color, self.lw, self.style)
74
75
76class RSI(IndicatorBase):

Callers 1

__init__Method · 0.90

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