Taiwan R User Group / MLDM Monday
@2017-05-09
st=>start: 資料源
e=>end: $$$
op=>operation: 指標(1..*)
op2=>operation: 計算
cond=>condition: 下單
st->op->op2->cond
cond(yes)->e
cond(no)->op
cross(ma(c,5),ma(c,20))
cross(ma(c,20),ma(c,5))
def pure_running_mean(data, N): """Simply MA using pure python""" if len(data) <= N: return _sum = 0 result = list(0 for x in data) data = data[::-1] for i in range(0, N): _sum = _sum + data[i] result[i] = _sum/(i+1) for i in range(N, len(data)): _sum = _sum - data[i - N] + data[i] result[i] = _sum / N return result[::-1][:-N]
def pure_cross(list_a, list_b): two_list = zip(list_a, list_b) result = list(0 for _ in two_list) for idx, item in enumerate(two_list[:-1]): prev_item = two_list[idx + 1] if prev_item[0] < prev_item[1] and item[0] > item[1]: result[idx] = 1 else: result[idx] = 0 return result
前一個Tick LineA < LineB
and
現在的Tick LineA > LineB
import numpy def np_running_mean(data, N): cumsum = numpy.cumsum(numpy.insert(data, 0, 0)) return (cumsum[N:] - cumsum[:-N]) / N
委賣筆數
def at_low_sell_power(N): sell_power = load_csv_list('ask') asklist = map(float, sell_power) ask = array(0) ask.data = asklist[:len(c)] cond = lowest(ask, N) == ask[0] return cond
def at_high_sell_power(N): sell_power = load_csv_list('ask') asklist = map(float, sell_power) ask = array(0) ask.data = asklist[:len(c)] cond = highest(ask, N) == ask[0] return cond
import mypy reload(mypy) mypy.at_low_sell_power(10)
畫面看到的皆可用…
有問題:
加入LINE群組
END