Python talib 模块，MACDEXT 实例源码

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

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

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

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)