同花顺C# MACD的计算方式

最新推荐文章于 2024-07-25 21:23:51 发布

shankaipingo

最新推荐文章于 2024-07-25 21:23:51 发布

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文章标签： c# java 算法

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  public static double[] CalculateEMA(double[] prices, int days)
        {

            double previousEma = prices[0];
            double weight = 2.0 / (days + 1);

            var result = new List<double>();
            double ema = 0.0;
            foreach (var price in prices)
            {
                ema = price * weight + previousEma * (1 - weight);
                result.Add(ema);
                previousEma = ema;
            }

            return result.ToArray();//只返回最后一个
        }
        /// <summary>
        /// DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
        /// DEA  : EMA(DIFF, M);
        /// MACD : 2*(DIFF-DEA);
        /// </summary>
        /// <param name="data"></param>
        /// <param name="slowPeroid"></param>
        /// <param name="longPeroid"></param>
        /// <returns></returns>
        /// <exception cref="ArgumentException"></exception>
        public static MACD CalculateMACD(List<StockData> data, int slowPeroid, int longPeroid, int deaPeroid)
        {
            // 确保有足够的数据点来计算EMA
            //if (data.Count < 35) // 12天短期EMA + 26天长期EMA + 9天DEA
            //{
            //    throw new ArgumentException("Not enough data points to calculate MACD.");
            //}
            double[] closePrices = data.Select(stock => stock.Close).ToArray();
            double[] shortValue = CalculateEMA(closePrices, slowPeroid);
            double[] longValue = CalculateEMA(closePrices, longPeroid);
            double[] diffValue = shortValue.Zip(longValue, (a, b) => a - b).ToArray();
            double[] deaValue = CalculateEMA(diffValue, deaPeroid);
            double[] macdValue = diffValue.Zip(deaValue, (diff, dea) => 2 * (diff - dea)).ToArray();
            return new MACD(diffValue[diffValue.Length - 1], deaValue[deaValue.Length - 1], macdValue[macdValue.Length - 1]);
        }