From 468037053c3dac7d37b78ac557b5e014c6080190 Mon Sep 17 00:00:00 2001 From: dev <82923714+mpquant@users.noreply.github.com> Date: Sun, 21 Nov 2021 11:37:16 +0800 Subject: [PATCH] Update MyTT.py --- MyTT.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/MyTT.py b/MyTT.py index 7432c94..b9ed07e 100644 --- a/MyTT.py +++ b/MyTT.py @@ -76,8 +76,9 @@ def BARSLAST(S_BOOL): #上一次条件成立到当前的周期 M=np.argwhere(S_BOOL); # BARSLAST(CLOSE/REF(CLOSE)>=1.1) 上一次涨停到今天的天数 return len(S_BOOL)-int(M[-1])-1 if M.size>0 else -1 -def FORCAST(S,N): #返S序列N周期回线性回归后的预测值 - return S+SLOPE(S,N) +def FORCAST(S,N): #返S序列N周期回线性回归后的预测值, 返回单值,还不完美 + M=pd.Series(S[-N:]); poly = np.polyfit(M.index, M.values,deg=1); + return np.polyval(poly, M.index)[-1] def CROSS(S1,S2): #判断向上金叉穿越 CROSS(MA(C,5),MA(C,10)) 判断向下死叉穿越 CROSS(MA(C,10),MA(C,5)) CROSS_BOOL=IF(S1>S2, True ,False)