165 lines
4.8 KiB
Python
165 lines
4.8 KiB
Python
# -*- coding: utf-8 -*-
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"""
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技术指标计算：MA / RSI / MACD / KDJ / 量比 / 动量 / 波动率
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输入 bars：按日期升序的 [{date, open, high, low, close, volume}, ...]
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"""
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import math
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def _sma(vals, n):
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if len(vals) < n:
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return None
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return sum(vals[-n:]) / n
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def _ema(vals, n):
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if not vals:
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return None
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k = 2 / (n + 1)
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e = vals[0]
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for v in vals[1:]:
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e = v * k + e * (1 - k)
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return e
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def _ema_series(vals, n):
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out = []
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if not vals:
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return out
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k = 2 / (n + 1)
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e = vals[0]
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out.append(e)
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for v in vals[1:]:
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e = v * k + e * (1 - k)
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out.append(e)
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return out
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def rsi14(closes):
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"""Wilder RSI(14)"""
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if len(closes) < 15:
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return 50.0
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gains, losses = [], []
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for i in range(1, len(closes)):
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chg = closes[i] - closes[i - 1]
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gains.append(max(chg, 0))
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losses.append(max(-chg, 0))
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avg_g = sum(gains[:14]) / 14
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avg_l = sum(losses[:14]) / 14
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for i in range(14, len(gains)):
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avg_g = (avg_g * 13 + gains[i]) / 14
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avg_l = (avg_l * 13 + losses[i]) / 14
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if avg_l == 0:
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return 100.0
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rs = avg_g / avg_l
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return 100 - 100 / (1 + rs)
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def kdj(bars, n=9, k_smooth=3, d_smooth=3):
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"""返回 (K, D, J)"""
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if len(bars) < n:
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return 50.0, 50.0, 50.0
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k, d = 50.0, 50.0
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for i in range(n - 1, len(bars)):
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window = bars[i - n + 1:i + 1]
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low_n = min(b["low"] for b in window)
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high_n = max(b["high"] for b in window)
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rsv = 0 if high_n == low_n else (bars[i]["close"] - low_n) / (high_n - low_n) * 100
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k = (k * (k_smooth - 1) + rsv) / k_smooth
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d = (d * (d_smooth - 1) + k) / d_smooth
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j = 3 * k - 2 * d
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return k, d, j
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def compute_indicators(bars):
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"""计算全部技术指标，返回 dict（最新值 + 序列用于画图）"""
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if not bars:
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return {}
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closes = [b["close"] for b in bars]
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last = bars[-1]
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prev = bars[-2] if len(bars) > 1 else last
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ma5 = _sma(closes, 5)
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ma10 = _sma(closes, 10)
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ma20 = _sma(closes, 20)
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ma60 = _sma(closes, 60)
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# MACD
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ema12 = _ema_series(closes, 12)
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ema26 = _ema_series(closes, 26)
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dif_series = [e12 - e26 for e12, e26 in zip(ema12, ema26)]
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dea_series = _ema_series(dif_series, 9)
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dif = dif_series[-1] if dif_series else 0
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dea = dea_series[-1] if dea_series else 0
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macd = (dif - dea) * 2
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rsi = rsi14(closes)
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k, d, j = kdj(bars)
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# 涨跌幅
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chg_1d = (last["close"] - prev["close"]) / prev["close"] * 100 if prev["close"] else 0
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chg_5d = (last["close"] - closes[-6]) / closes[-6] * 100 if len(closes) > 6 else chg_1d
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chg_10d = (last["close"] - closes[-11]) / closes[-11] * 100 if len(closes) > 11 else chg_1d
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chg_20d = (last["close"] - closes[-21]) / closes[-21] * 100 if len(closes) > 21 else chg_1d
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# 量比 = 今日量 / 前5日均量
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vol_ratio = 1.0
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if len(bars) > 6:
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avg5 = sum(b["volume"] for b in bars[-6:-1]) / 5
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if avg5 > 0:
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vol_ratio = last["volume"] / avg5
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# 20日波动率（年化近似省略，日波动）
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returns = []
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for i in range(1, len(closes)):
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if closes[i - 1]:
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returns.append((closes[i] - closes[i - 1]) / closes[i - 1])
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vol20 = (sum(r * r for r in returns[-20:]) / max(len(returns[-20:]), 1)) ** 0.5 * 100 if returns else 0
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# 区间高低（近120日）
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window = bars[-120:] if len(bars) > 120 else bars
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high52 = max(b["high"] for b in window)
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low52 = min(b["low"] for b in window)
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# 均线多头排列
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if ma5 and ma10 and ma20:
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bull = ma5 > ma10 > ma20
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partial = ma5 > ma10 or ma10 > ma20
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else:
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bull, partial = False, False
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return {
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"date": last["date"],
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"close": last["close"],
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"open": last["open"],
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"high": last["high"],
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"low": last["low"],
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"volume": last["volume"],
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"change_pct": round(chg_1d, 2),
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"chg_5d": round(chg_5d, 2),
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"chg_10d": round(chg_10d, 2),
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"chg_20d": round(chg_20d, 2),
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"ma5": round(ma5, 2) if ma5 else None,
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"ma10": round(ma10, 2) if ma10 else None,
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"ma20": round(ma20, 2) if ma20 else None,
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"ma60": round(ma60, 2) if ma60 else None,
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"rsi": round(rsi, 2),
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"kdj_k": round(k, 2),
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"kdj_d": round(d, 2),
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"kdj_j": round(j, 2),
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"dif": round(dif, 3),
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"dea": round(dea, 3),
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"macd": round(macd, 3),
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"vol_ratio": round(vol_ratio, 2),
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"volatility": round(vol20, 2),
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"high_52w": round(high52, 2),
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"low_52w": round(low52, 2),
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"trend_bull": bull,
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"trend_partial": partial,
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"bars": [
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{"date": b["date"], "open": b["open"], "high": b["high"],
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"low": b["low"], "close": b["close"], "volume": b["volume"]}
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for b in bars
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],
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}
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