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- cleaned up

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- added GD50 and GD200


git-svn-id: http://moon:8086/svn/projects/Stock@360 fda53097-d464-4ada-af97-ba876c37ca34
This commit is contained in:
jens
2020-01-08 18:08:37 +00:00
parent 29d82dab69
commit d378e4cdc7
2 changed files with 11 additions and 9 deletions
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robot.py
+5 -3
View File
@@ -24,9 +24,7 @@ params = {
'plot_range_days' : 0, 'plot_range_days' : 0,
'btfd' : {'thresh_max' : -7, 'thresh_min' : 1, 'cand_window' : 5}, 'btfd' : {'thresh_max' : -7, 'thresh_min' : 1, 'cand_window' : 5},
'k_euro' : 1 / 1.11, 'k_euro' : 1 / 1.11,
'ema_alpha' : 0.75, 'q_range_days' : 10,
'sma_days' : 10,
'q_days' : 10,
'fetch_on_outdated' : True 'fetch_on_outdated' : True
} }
@@ -36,6 +34,7 @@ parser = argparse.ArgumentParser()
parser.add_argument('--symbol', help='Symbol to fetch') parser.add_argument('--symbol', help='Symbol to fetch')
parser.add_argument('--analyze-range', type=int, help='Analyze window [days]') parser.add_argument('--analyze-range', type=int, help='Analyze window [days]')
parser.add_argument('--plot-range', type=int, help='Plot range [days]') parser.add_argument('--plot-range', type=int, help='Plot range [days]')
parser.add_argument('--q-range', type=int, help='Q range [days]')
args = parser.parse_args() args = parser.parse_args()
@@ -72,6 +71,9 @@ if args.analyze_range is not None:
if args.plot_range is not None: if args.plot_range is not None:
params['plot_range_days'] = args.plot_range params['plot_range_days'] = args.plot_range
if args.q_range is not None:
params['q_range_days'] = args.q_range
do_plot = params['plot_range_days'] > 0 do_plot = params['plot_range_days'] > 0
buy_list = {} buy_list = {}
def buy_callback(data): def buy_callback(data):
stock.py
+6 -6
View File
@@ -90,12 +90,13 @@ class Stock(object):
def statistics(self): def statistics(self):
N = len(self.data['index']) N = len(self.data['index'])
self.data['ema'] = exponential_moving_average(self.data['close'], alpha=self.params['ema_alpha']) self.data['ema'] = exponential_moving_average(self.data['close'], alpha=0.75)
self.data['sma'] = moving_average(self.data['close'], window_days=self.params['sma_days']) self.data['GD200'] = moving_average(self.data['close'], window_days=200)
self.data['GD50'] = moving_average(self.data['close'], window_days=50)
self.data['close_n'] = normalize(self.data['close']) self.data['close_n'] = normalize(self.data['close'])
self.data['macd'] = macd(self.data['close_n']) self.data['macd'] = macd(self.data['close_n'])
self.data['min'] = moving_min(self.data['close_n'], window_days=self.params['q_days']) self.data['min'] = moving_min(self.data['close_n'], window_days=self.params['q_range_days'])
self.data['max'] = moving_max(self.data['close_n'], window_days=self.params['q_days']) self.data['max'] = moving_max(self.data['close_n'], window_days=self.params['q_range_days'])
self.data['Qmin'] = self.data['close_n'] - self.data['min'] self.data['Qmin'] = self.data['close_n'] - self.data['min']
self.data['Qmax'] = self.data['close_n'] - self.data['max'] self.data['Qmax'] = self.data['close_n'] - self.data['max']
@@ -172,8 +173,7 @@ class Stock(object):
plt.grid() plt.grid()
subplot_id += 1 subplot_id += 1
# self.__plot(self.boll, ['lower', 'mid', 'upper']) self.__plot(subplot_id, self.data, ['close', 'GD50', 'GD200'])
self.__plot(subplot_id, self.data, ['Qmin', 'Qmax'])
plt.legend() plt.legend()
plt.grid() plt.grid()