Python talib 模块,MACDEXT 实例源码

我们从Python开源项目中,提取了以下4个代码示例,用于说明如何使用talib.MACDEXT

项目:pyktrader2    作者:harveywwu    | 项目源码 | 文件源码
def MACDEXT(df, n_fast, n_slow, n_signal, matype = 0):
    macd, macdsignal, macdhist = talib.MACDEXT(df['close'].values, fastperiod=n_fast, fastmatype=matype, slowperiod=n_slow, slowmatype=matype, signalperiod=n_signal, signalmatype=matype)
    MACD = pd.Series(macd, index = df.index, name = 'MACD' + str(n_fast) + '_' + str(n_slow) + '_' + str(n_signal))
    MACDsig = pd.Series(macdsignal, index = df.index, name = 'MACDsig' + str(n_fast) + '_' + str(n_slow) + '_' + str(n_signal))
    MACDhist = pd.Series(macdhist, index = df.index, name = 'MACDhist' + str(n_fast) + '_' + str(n_slow) + '_' + str(n_signal))
    return pd.concat([MACD, MACDsig, MACDhist], join='outer', axis=1)

#Mass Index
项目:quant    作者:yutiansut    | 项目源码 | 文件源码
def MACD(security_list, fastperiod=12, slowperiod=26, signalperiod=9):
    # ????????????
    if isinstance(security_list, str):
        security_list = [security_list]
    # ?? MACD
    security_data = history(slowperiod * 2, '1d', 'close',
                            security_list, df=False, skip_paused=True)
    macd_DIF = {}
    macd_DEA = {}
    macd_HIST = {}
    for stock in security_list:
        macd_DIF[stock], macd_DEA[stock], macd = talib.MACDEXT(
            security_data[stock], fastperiod=fastperiod, fastmatype=1, slowperiod=slowperiod, slowmatype=1, signalperiod=signalperiod, signalmatype=1)
        macd_HIST[stock] = macd * 2
    return macd_DIF, macd_DEA, macd_HIST

# MA
项目:zStock    作者:superxhy    | 项目源码 | 文件源码
def MACD_CN(close, fastperiod=12, slowperiod=26, signalperiod=9) :
        macdDIFF, macdDEA, macd = tl.MACDEXT(close, fastperiod=fastperiod, fastmatype=1, slowperiod=slowperiod, slowmatype=1, signalperiod=signalperiod, signalmatype=1)
        macd = macd * 2
        return macdDIFF, macdDEA, macd
项目:dash-technical-charting    作者:plotly    | 项目源码 | 文件源码
def add_MACDEXT(self, fastperiod=12, fastmatype=0,
                slowperiod=26, slowmatype=0,
                signalperiod=9, signalmatype=0,
                types=['line', 'line', 'histogram'],
                colors=['primary', 'tertiary', 'fill'],
                **kwargs):
    """Moving Average Convergence Divergence with Controllable MA Type.

    Note that the first argument of types and colors refers to MACD,
    the second argument refers to MACD signal line and the third argument
    refers to MACD histogram.

    """
    if not self.has_close:
        raise Exception()

    utils.kwargs_check(kwargs, VALID_TA_KWARGS)
    if 'kind' in kwargs:
        kwargs['type'] = kwargs['kind']
    if 'kinds' in kwargs:
        types = kwargs['type']

    if 'type' in kwargs:
        types = [kwargs['type']] * 3
    if 'color' in kwargs:
        colors = [kwargs['color']] * 3

    name = 'MACDEXT({},{},{})'.format(str(fastperiod),
                                      str(slowperiod),
                                      str(signalperiod))
    macd = name
    smacd = name + '[Sign]'
    hmacd = name + '[Hist]'
    self.sec[macd] = dict(type=types[0], color=colors[0])
    self.sec[smacd] = dict(type=types[1], color=colors[1], on=macd)
    self.sec[hmacd] = dict(type=types[2], color=colors[2], on=macd)
    (self.ind[macd],
     self.ind[smacd],
     self.ind[hmacd]) = talib.MACDEXT(self.df[self.cl].values,
                                      fastperiod, fastmatype,
                                      slowperiod, slowmatype,
                                      signalperiod, signalmatype)