From 576687384964ff847893cf3c3972cb009c84ec77 Mon Sep 17 00:00:00 2001 From: msincenselee Date: Mon, 16 Mar 2020 22:02:39 +0800 Subject: [PATCH] =?UTF-8?q?[bug=20fix]=20=E4=BF=AE=E5=A4=8Dmacd=E7=9A=84?= =?UTF-8?q?=E8=AE=A1=E7=AE=97=E6=8C=87=E6=A0=87?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/component/cta_line_bar.py | 27 ++++++++++++++++++++++----- 1 file changed, 22 insertions(+), 5 deletions(-) diff --git a/vnpy/component/cta_line_bar.py b/vnpy/component/cta_line_bar.py index d179559f..86e28d3b 100644 --- a/vnpy/component/cta_line_bar.py +++ b/vnpy/component/cta_line_bar.py @@ -30,6 +30,25 @@ from vnpy.trader.object import BarData, TickData from vnpy.trader.constant import Interval, Color from vnpy.trader.utility import round_to, get_trading_date, get_underlying_symbol +def get_cta_bar_type(bar_name: str): + """根据名称，返回K线类型和K线周期""" + + if bar_name.startswith('S'): + return CtaLineBar, int(bar_name.replace('S', '')) + + if bar_name.startswith('M'): + return CtaMinuteBar, int(bar_name.replace('M', '')) + + if bar_name.startswith('H'): + return CtaHourBar, int(bar_name.replace('H', '')) + + if bar_name.startswith('D'): + interval = bar_name.replace('D', '') + if len(interval) == 0: + return CtaDayBar, 1 + else: + return CtaDayBar, int(interval) + raise Exception(u'{}参数错误'.format(bar_name)) def get_cta_bar_class(bar_type: str): """根据类型名获取对象""" @@ -2627,9 +2646,9 @@ class CtaLineBar(object): if self.para_macd_fast_len <= 0 or self.para_macd_slow_len <= 0 or self.para_macd_signal_len <= 0: return - maxLen = max(self.para_macd_fast_len, self.para_macd_slow_len) + self.para_macd_signal_len + 1 + maxLen = max(self.para_macd_fast_len, self.para_macd_slow_len) + self.para_macd_signal_len - # maxLen = maxLen * 3 # 注：数据长度需要足够，才能准确。测试过，3倍长度才可以与国内的文华等软件一致 + maxLen = maxLen * 3 # 注：数据长度需要足够，才能准确。测试过，3倍长度才可以与国内的文华等软件一致 if self.bar_len < maxLen: self.write_log(u'数据未充分,当前Bar数据数量：{0}，计算MACD需要：{1}'.format(len(self.line_bar), maxLen)) @@ -3733,10 +3752,8 @@ class CtaLineBar(object): format(len(self.line_bar))) return # 3、获取前InputN周期(包含当前周期）的K线 - list_mid3 = [x.mid3 for x in self.line_bar[-ema_len * 4:-1]] last_bar_mid3 = (self.line_bar[-1].close_price + self.line_bar[-1].high_price + self.line_bar[-1].low_price) / 3 - list_mid3.append(last_bar_mid3) - bar_mid3_ema10 = ta.EMA(np.array(list_mid3, dtype=float), ema_len)[-1] + bar_mid3_ema10 = ta.EMA(np.append(self.mid3_array[-ema_len*3:], [last_bar_mid3]), ema_len)[-1] self._rt_yb = round(float(bar_mid3_ema10), self.round_n) @property