python中ht表示什么_Python talib.HT_DCPERIOD属性代码示例

# 需要导入模块: import talib [as 别名]

# 或者: from talib import HT_DCPERIOD [as 别名]

def technical_indicators_df(self, daily_data):

"""

Assemble a dataframe of technical indicator series for a single stock

"""

o = daily_data['Open'].values

c = daily_data['Close'].values

h = daily_data['High'].values

l = daily_data['Low'].values

v = daily_data['Volume'].astype(float).values

# define the technical analysis matrix

# Most data series are normalized by their series' mean

ta = pd.DataFrame()

ta['MA5'] = tb.MA(c, timeperiod=5) / tb.MA(c, timeperiod=5).mean()

ta['MA10'] = tb.MA(c, timeperiod=10) / tb.MA(c, timeperiod=10).mean()

ta['MA20'] = tb.MA(c, timeperiod=20) / tb.MA(c, timeperiod=20).mean()

ta['MA60'] = tb.MA(c, timeperiod=60) / tb.MA(c, timeperiod=60).mean()

ta['MA120'] = tb.MA(c, timeperiod=120) / tb.MA(c, timeperiod=120).mean()

ta['MA5'] = tb.MA(v, timeperiod=5) / tb.MA(v, timeperiod=5).mean()

ta['MA10'] = tb.MA(v, timeperiod=10) / tb.MA(v, timeperiod=10).mean()

ta['MA20'] = tb.MA(v, timeperiod=20) / tb.MA(v, timeperiod=20).mean()

ta['ADX'] = tb.ADX(h, l, c, timeperiod=14) / tb.ADX(h, l, c, timeperiod=14).mean()

ta['ADXR'] = tb.ADXR(h, l, c, timeperiod=14) / tb.ADXR(h, l, c, timeperiod=14).mean()

ta['MACD'] = tb.MACD(c, fastperiod=12, slowperiod=26, signalperiod=9)[0] / \

tb.MACD(c, fastperiod=12, slowperiod=26, signalperiod=9)[0].mean()

ta['RSI'] = tb.RSI(c, timeperiod=14) / tb.RSI(c, timeperiod=14).mean()

ta['BBANDS_U'] = tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[0] / \

tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[0].mean()

ta['BBANDS_M'] = tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[1] / \

tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[1].mean()

ta['BBANDS_L'] = tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[2] / \

tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[2].mean()

ta['AD'] = tb.AD(h, l, c, v) / tb.AD(h, l, c, v).mean()

ta['ATR'] = tb.ATR(h, l, c, timeperiod=14) / tb.ATR(h, l, c, timeperiod=14).mean()

ta['HT_DC'] = tb.HT_DCPERIOD(c) / tb.HT_DCPERIOD(c).mean()

ta["High/Open"] = h / o

ta["Low/Open"] = l / o

ta["Close/Open"] = c / o

self.ta = ta