以下是一个示例的Python代码实现上述策略:
import talib
import numpy as np
import pandas as pd
def strategy(data):
# 计算分时MACD指标
macd, macd_signal, macd_hist = talib.MACD(data['close'].values, fastperiod=12, slowperiod=26, signalperiod=9)
# 计算K线收盘价格
close = data['close'].values
# 定义开