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【原生代码】Python3 实现ATR、MA、EMA、SMMA、RMA、TEMA指标的计算

Author: 苏慕白, Created: 2021-11-01 20:11:24, Updated: 2021-11-01 20:11:57

1. 参数说明

r:K线数据,字典或者数组 days:指标长度 name:使用哪一个字段,填’Close’即可,如果不填则代表r是数组而不是字典

变量r 字典结构图如下:

{
	{
		'Time': 0,
		'Close': 0,
		'Open': 0,
		'High': 0,
		'Low': 0,
		'Volume': 0,
	}
}

2. ATR 真实波动幅度 (需配合下面的指标)

def ATR(r, days, ma='sma'):
    tr = [0]
    for i in range(len(r)):
        if i:
            tr.append(max(r[i]['High']-r[i]['Low'], abs(r[i]['High'] - r[i-1]['Close']), abs(r[i]['Low'] - r[i-1]['Close'])))

    if ma == 'rma':
        return RMA(tr, days)

    if ma == 'ema':
        return EMA(tr, days)

    return SMA(tr, days)

3. MA 移动平均线

def SMA(r, days, name=0):
    cps = [ v[name] for v in r ] if name else r
    emas = cps.copy()  # 创造一个和cps一样大小的集合

    for i in range(len(cps)):
        if i < days-1:
            emas[i] = 0
        else:
            ma = 0
            for i2 in range(i-days,i):
                i2 += 1
                ma += cps[i2]
            emas[i] = ma / days
    return emas

4. EMA 指数移动平均线

def EMA(r, days, name=0):

    if name == 'o+h+l+c':
        cps = [ (v['Open'] + v['High'] + v['Low'] + v['Close']) / 4 for v in r ]

    elif name == 'h+l+c':
        cps = [ (v['High'] + v['Low'] + v['Close']) / 3 for v in r ]

    elif name == 'h+l':
        cps = [ (v['High'] + v['Low']) / 2 for v in r ]

    else:
        cps = [ v[name] for v in r ] if name else r

    emas = [0 for i in range(len(cps))]  # 创造一个和cps一样大小的集合
    for i in range(len(cps)):
        if i == 0:
            emas[i] = cps[i]
        if i > 0:
            emas[i] = ((days - 1) * emas[i - 1] + 2 * cps[i]) / (days + 1)

    emas = [v for v in emas]
    return emas

5. SMMA 平滑移动平均线

def SMMA(r, days, name=0):
    cps = [ v[name] for v in r ] if name else r
    emas = [0 for i in range(len(cps))]  # 创造一个和cps一样大小的集合
    ma = 0
    for i in range(len(cps)):
        if i < days:
            ma += cps[i]
            emas[i] = 0
        
        else:
            if emas[i-1] == 0:
                emas[i] = ma / days
            else:
                emas[i] = (emas[i-1] * (days - 1) + cps[i]) / days

    emas = [v for v in emas]
    return emas

6. RMA,RSI中使用的移动平均线,它是指数加权移动平均线

def RMA(r, days, name=0):
    cps = [ v[name] for v in r ] if name else r
    rmas = [0 for i in range(len(cps))]  # 创造一个和cps一样大小的集合
    alpha = 1 / days

    for i in range(len(cps)):
        if i < days-1:
            rmas[i] = 0
        else:
            if rmas[i-1]:
                rmas[i] = alpha * cps[i] + (1 - alpha) * rmas[i-1]
            else:
                ma = 0
                for i2 in range(i-days,i):  #求平均值
                    ma += cps[i2+1]
                rmas[i] = ma / days
    return rmas

7. TEMA 三重指数平滑移动平均线

def TEMA(r, days, name='Close'):
    v2 = EMA(r, days, name)
    v3 = EMA(v2, days)
    v4 = EMA(v3, days)
    
    emas = []
    for i in range(len(v2)):
        ok = 3 * (v2[i] - v3[i]) + v4[i]
        emas.append(ok)
    return emas

转自:https://sumubai.cc/post/13


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