PSY 公式的 backtrader Indicator 实现

psy没有在bt跟talib里，只能自己实现

class Psy(bt.Indicator):
    lines = ('psy',)
    params = (
        ('period', 20),
    )

    def __init__(self):
        pass

    def next(self):
        if len(self.data) < self.p.period + 1:
           self.l.psy[0] = 0
           return
        dif = np.zeros((self.p.period))
        for i in range(-self.p.period + 1 , 1, 1):
            dif[i] = self.data[i] - self.data[i - 1]
        dif_count = np.sum(np.where(dif > 0, 1, 0))
        self.l.psy[0] = dif_count / self.p.period * 100

。