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在EMA和ADX处轻松策略60秒 Olymp Trade

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README.md

Funcat 将同花顺、通达信、文华财经等的公式移植到了 Python 中。

苦于 Python 缺乏这种领域特定语言的表达能力,所以用 Python 基于 numpy 实现了一套。

  • 开盘价: OPEN O
  • 收盘价: CLOSE C
  • 最高价: HIGH H
  • 最低价: LOW L
  • 成交量: VOLUME V VOL
  • n天前的数据: REF
    在EMA和ADX处轻松策略60秒 Olymp Trade
  • 金叉判断: CROSS
  • 两个序列取最小值: MIN
  • 两个序列取最大值: MAX
  • n天都满足条件: EVERY
  • n天内满足条件的天数: COUNT
  • n天内最大值: HHV
  • n天内最小值: LLV
  • 求和n日数据 SUM
  • 求绝对值 ABS

因为语法的问题,我们需要使用 & 代替 and 「和」,用 | 代替 or 「或」。

KDJ指标。随机指标(KDJ)由 George C.Lane 创制。它综合了动量观念、强弱指标及移动平均线的优点,用来度量股价脱离价格正常范围的变异程度。

对于 DMI 这个指标,你会发现 TALib 算出来的结果,和同花顺等软件的结果不一样,我对比了下实现方式,发现,是因为同花顺的公式和 TALib 的计算公式不一样,对于这种情况,我们把同花顺的公式搬过来,就可以算出和同花顺一样的结果。

默认实现了一个从 tushare 上面实时拉数据选股的 Backend。

还有一个 RQAlpha 的 Backend,使用它可以为我们提供本地的数据源,比从 tushare 拉数据速度更有优势。

替换 DataBackend 为 RQAlpha 的 DataProxy,这样可以从 RQAlpha 的 bundle 中获取数据。

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Funcat 将同花顺、通达信、文华财经麦语言等的公式写法移植到了 Python 中。

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