vnpy 查询持仓量_Vnpy 中增加TD指标计算及BOLL指标的运行情况

马克序列 Demark Sequential (TD 序列 ) 也算是一个常见的趋势指标，但是Vnpy中默认没有实现。

在Vnpy的安装目录Lib\site-packages\vnpy\trader下的utilty.py的ArrayManager中增加具体实现即可。

def td(self, array=False):

close_np = self.close

close_shift = np.empty_like(self.close)

close_shift[:4] = 0

close_shift[4:] = close_np[:-4]

compare_array = close_np > close_shift

result = np.empty(len(close_np), int)

counting_number: int = 0

for i in range(len(close_np)):

if np.isnan(close_shift[i]):

result[i] = 0

else:

compare_bool = compare_array[i]

if compare_bool:

if counting_number >= 0:

counting_number += 1

else:

counting_number = 1

else:

if counting_number <= 0:

counting_number -= 1

else:

counting_number = -1