【Python 量化交易】MACD技术指标

MACD Source Code

class MACDIndicator(object):
    def __init__(self,
                 close: pd.Series,
                 short: int = 12,
                 long: int = 26,
                 mid: int = 9,
                 ):
        self._close = close.copy()
        self._length = self._close.__len__()
        self._short = short
        self._long = long
        self._mid = mid
        self._run()

    def _run(self):
        self._sema = EMAIndicator(self._close, self._short).EMA()
        self._lema = EMAIndicator(self._close, self._long).EMA()
        self._dif = self._sema - self._lema
        self._dea = EMAIndicator(self._dif, self._mid).EMA()
        self._macd = 2 * (self._dif - self._dea)

    def sema(self):
        return pd.Series(self._sema, name='sema')

    def lema(self):
        return pd.Series(self._lema, name='lema')

    def dif(self):
        return pd.Series(self._dif, name='dif')

    def dea(self):
        return pd.Series(self._dea, name='dea')

    def macd(self):
        return pd.Series(self._macd, name='macd')

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