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[bug fix] 修复macd的计算指标

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This commit is contained in:
msincenselee 2020-03-16 22:02:39 +08:00
parent 621797c743
commit 5766873849
1 changed files with 22 additions and 5 deletions
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27
vnpy/component/cta_line_bar.py
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@ -30,6 +30,25 @@ from vnpy.trader.object import BarData, TickData
from vnpy.trader.constant import Interval, Color from vnpy.trader.constant import Interval, Color
from vnpy.trader.utility import round_to, get_trading_date, get_underlying_symbol 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): def get_cta_bar_class(bar_type: str):
"""根据类型名获取对象""" """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: if self.para_macd_fast_len <= 0 or self.para_macd_slow_len <= 0 or self.para_macd_signal_len <= 0:
return 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: 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)) 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))) format(len(self.line_bar)))
return return
# 3、获取前InputN周期(包含当前周期）的K线 # 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 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.append(self.mid3_array[-ema_len*3:], [last_bar_mid3]), ema_len)[-1]
bar_mid3_ema10 = ta.EMA(np.array(list_mid3, dtype=float), ema_len)[-1]
self._rt_yb = round(float(bar_mid3_ema10), self.round_n) self._rt_yb = round(float(bar_mid3_ema10), self.round_n)
@property @property