修改取小数点的位数，支持每跳从0.005~10等范围
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msincenselee
parent
042393666e
commit
fa572b40ba
@ -121,7 +121,7 @@ class CtaLineBar(object):
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self.shortSymbol = EMPTY_STRING # 商品的短代码
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self.minDiff = 1 # 商品的最小价格单位
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self.round_n = 3 # round() 小数点的截断数量
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self.activeDayJump = False # 隔夜跳空
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# 当前的Tick
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@ -239,7 +239,8 @@ class CtaLineBar(object):
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if setting:
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self.setParam(setting)
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if self.minDiff < 1:
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self.round_n = 5
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def setParam(self, setting):
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"""设置参数"""
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d = self.__dict__
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@ -317,14 +318,14 @@ class CtaLineBar(object):
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lastBar.volume = lastBar.volume + bar.volume
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lastBar.dayVolume = bar.dayVolume
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lastBar.mid4 = round((2*lastBar.close + lastBar.high + lastBar.low)/4, 2)
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lastBar.mid5 = round((2*lastBar.close + lastBar.open + lastBar.high + lastBar.low)/5, 2)
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lastBar.mid4 = round((2*lastBar.close + lastBar.high + lastBar.low)/4, self.round_n)
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lastBar.mid5 = round((2*lastBar.close + lastBar.open + lastBar.high + lastBar.low)/5, self.round_n)
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def onBar(self, bar):
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"""OnBar事件"""
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# 计算相关数据
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bar.mid4 = round((2*bar.close + bar.high + bar.low)/4, 2)
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bar.mid5 = round((2*bar.close + bar.open + bar.high + bar.low)/5, 2)
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bar.mid4 = round((2*bar.close + bar.high + bar.low)/4, self.round_n)
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bar.mid5 = round((2*bar.close + bar.open + bar.high + bar.low)/5, self.round_n)
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self.__recountPreHighLow()
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self.__recountMa()
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@ -396,22 +397,24 @@ class CtaLineBar(object):
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if self.inputKdjLen > 0 and len(self.lineK) > 0:
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msg = msg + u',KDJ({0}):{1},{2},{3}'.format(self.inputKdjLen,
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round(self.lineK[-1], 2),
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round(self.lineD[-1], 2),
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round(self.lineJ[-1], 2))
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round(self.lineK[-1], self.round_n),
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round(self.lineD[-1], self.round_n),
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round(self.lineJ[-1], self.round_n))
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if self.inputCciLen > 0 and len(self.lineCci) > 0:
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msg = msg + u',Cci({0}):{1}'.format(self.inputCciLen, self.lineCci[-1])
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if self.inputBollLen > 0 and len(self.lineUpperBand)>0:
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msg = msg + u',Boll({0}):u:{1},m:{2},l:{3}'.\
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format(self.inputBollLen, round(self.lineUpperBand[-1], 2),
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round(self.lineMiddleBand[-1], 2), round(self.lineLowerBand[-1]), 2)
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format(self.inputBollLen, round(self.lineUpperBand[-1], self.round_n),
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round(self.lineMiddleBand[-1], self.round_n), round(self.lineLowerBand[-1]), self.round_n)
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if self.inputMacdFastPeriodLen >0 and len(self.lineDif)>0:
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msg = msg + u',MACD({0},{1},{2}):Dif:{3},Dea{4},Macd:{5}'.\
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format(self.inputMacdFastPeriodLen, self.inputMacdSlowPeriodLen, self.inputMacdSignalPeriodLen,
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round(self.lineDif[-1], 2), round(self.lineDea[-1], 2), round(self.lineMacd[-1], 2))
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round(self.lineDif[-1], self.round_n),
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round(self.lineDea[-1], self.round_n),
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round(self.lineMacd[-1], self.round_n))
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return msg
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def __firstTick(self, tick):
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@ -627,7 +630,7 @@ class CtaLineBar(object):
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listClose=[x.close for x in self.lineBar[-ma1Len:]]
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barMa1 = ta.MA(numpy.array(listClose, dtype=float), ma1Len)[-1]
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barMa1 = round(float(barMa1), 3)
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barMa1 = round(float(barMa1), self.round_n)
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if len(self.lineMa1) > self.inputMa1Len*8:
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del self.lineMa1[0]
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@ -647,7 +650,7 @@ class CtaLineBar(object):
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listClose=[x.close for x in self.lineBar[-ma2Len:]]
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barMa2 = ta.MA(numpy.array(listClose, dtype=float), ma2Len)[-1]
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barMa2 = round(float(barMa2), 3)
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barMa2 = round(float(barMa2), self.round_n)
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if len(self.lineMa2) > self.inputMa2Len*8:
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del self.lineMa2[0]
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@ -667,7 +670,7 @@ class CtaLineBar(object):
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listClose = [x.close for x in self.lineBar[-ma3Len:]]
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barMa3 = ta.MA(numpy.array(listClose, dtype=float), ma3Len)[-1]
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barMa3 = round(float(barMa3), 3)
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barMa3 = round(float(barMa3), self.round_n)
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if len(self.lineMa3) > self.inputMa3Len * 8:
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del self.lineMa3[0]
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@ -704,7 +707,7 @@ class CtaLineBar(object):
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barEma1 = ta.EMA(numpy.array(listClose, dtype=float), ema1Len)[-1]
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barEma1 = round(float(barEma1), 3)
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barEma1 = round(float(barEma1), self.round_n)
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if len(self.lineEma1) > self.inputEma1Len*8:
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del self.lineEma1[0]
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@ -726,7 +729,7 @@ class CtaLineBar(object):
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barEma2 = ta.EMA(numpy.array(listClose, dtype=float), ema2Len)[-1]
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barEma2 = round(float(barEma2), 3)
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barEma2 = round(float(barEma2), self.round_n)
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if len(self.lineEma2) > self.inputEma1Len*8:
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del self.lineEma2[0]
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@ -940,9 +943,9 @@ class CtaLineBar(object):
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# 计算 ATR
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if self.inputAtr1Len > 0:
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if len(self.lineAtr1) < 1:
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self.barAtr1 = round(barTr1 / self.inputAtr1Len, 3)
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self.barAtr1 = round(barTr1 / self.inputAtr1Len, self.round_n)
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else:
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self.barAtr1 = round((self.lineAtr1[-1]*(self.inputAtr1Len -1) + barTr1) / self.inputAtr1Len, 3)
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self.barAtr1 = round((self.lineAtr1[-1]*(self.inputAtr1Len -1) + barTr1) / self.inputAtr1Len, self.round_n)
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if len(self.lineAtr1) > self. inputAtr1Len+1 :
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del self.lineAtr1[0]
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@ -950,9 +953,9 @@ class CtaLineBar(object):
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if self.inputAtr2Len > 0:
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if len(self.lineAtr2) < 1:
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self.barAtr2 = round(barTr2 / self.inputAtr2Len, 3)
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self.barAtr2 = round(barTr2 / self.inputAtr2Len, self.round_n)
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else:
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self.barAtr2 = round((self.lineAtr2[-1]*(self.inputAtr2Len -1) + barTr2) / self.inputAtr2Len, 3)
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self.barAtr2 = round((self.lineAtr2[-1]*(self.inputAtr2Len -1) + barTr2) / self.inputAtr2Len, self.round_n)
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if len(self.lineAtr2) > self. inputAtr2Len+1:
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del self.lineAtr2[0]
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@ -960,9 +963,9 @@ class CtaLineBar(object):
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if self.inputAtr3Len > 0:
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if len(self.lineAtr3) < 1:
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self.barAtr3 = round(barTr3 / self.inputAtr3Len, 3)
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self.barAtr3 = round(barTr3 / self.inputAtr3Len, self.round_n)
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else:
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self.barAtr3 = round((self.lineAtr3[-1]*(self.inputAtr3Len -1) + barTr3) / self.inputAtr3Len, 3)
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self.barAtr3 = round((self.lineAtr3[-1]*(self.inputAtr3Len -1) + barTr3) / self.inputAtr3Len, self.round_n)
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if len(self.lineAtr3) > self. inputAtr3Len+1:
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del self.lineAtr3[0]
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@ -1017,7 +1020,7 @@ class CtaLineBar(object):
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idx = 1
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barRsi = ta.RSI(numpy.array(listClose, dtype=float), self.inputRsi1Len)[-1]
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barRsi = round(float(barRsi), 3)
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barRsi = round(float(barRsi), self.round_n)
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l = len(self.lineRsi1)
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if l > self.inputRsi1Len*8:
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@ -1066,7 +1069,7 @@ class CtaLineBar(object):
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listClose=[x.close for x in self.lineBar[-self.inputRsi2Len - 1:]]
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barRsi = ta.RSI(numpy.array(listClose, dtype=float), self.inputRsi2Len)[-1]
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barRsi = round(float(barRsi), 3)
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barRsi = round(float(barRsi), self.round_n)
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l = len(self.lineRsi2)
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if l > self.inputRsi2Len*8:
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@ -1109,7 +1112,7 @@ class CtaLineBar(object):
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else:
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cmi = abs(self.lineBar[0-idx].close-self.lineBar[-1-idx].close)*100/(hhv-llv)
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cmi = round(cmi, 2)
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cmi = round(cmi, self.round_n)
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if len(self.lineCmi) > self.inputCmiLen:
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del self.lineCmi[0]
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@ -1154,15 +1157,15 @@ class CtaLineBar(object):
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std = (upper[-1] - lower[-1]) / (self.inputBollStdRate*2)
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self.lineBollStd.append(std)
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u = round(upper[-1], 2)
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u = round(upper[-1], self.round_n)
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self.lineUpperBand.append(u) # 上轨
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self.lastBollUpper = u - u % self.minDiff # 上轨取整
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m = round(middle[-1], 2)
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m = round(middle[-1], self.round_n)
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self.lineMiddleBand.append(m) # 中轨
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self.lastBollMiddle = m - m % self.minDiff # 中轨取整
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l = round(lower[-1], 2)
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l = round(lower[-1], self.round_n)
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self.lineLowerBand.append(l) # 下轨
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self.lastBollLower = l - l % self.minDiff # 下轨取整
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@ -1467,8 +1470,8 @@ class CtaDayBar(object):
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lastBar.low = min(lastBar.low, bar.low)
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lastBar.mid4 = round((2 * lastBar.close + lastBar.high + lastBar.low) / 4, 2)
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lastBar.mid5 = round((2 * lastBar.close + lastBar.open + lastBar.high + lastBar.low) / 5, 2)
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lastBar.mid4 = round((2 * lastBar.close + lastBar.high + lastBar.low) / 4, self.round_n)
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lastBar.mid5 = round((2 * lastBar.close + lastBar.open + lastBar.high + lastBar.low) / 5, self.round_n)
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def __firstTick(self, tick):
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""" K线的第一个Tick数据"""
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