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feature_box_dkqs.go 1.75 KB
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王布衣 提交于 2024-05-20 18:01 . 优化部分代码
package factors
import (
"gitee.com/quant1x/engine/utils"
"gitee.com/quant1x/pandas"
. "gitee.com/quant1x/pandas/formula"
)
// DuoKongQuShi 多空趋势
type DuoKongQuShi struct {
Col float64 // 多空能量
K0 float64
K float64
D float64
B bool
S bool
}
// 多空趋势
func computeDuoKongQuShi(OPEN, CLOSE, HIGH, LOW pandas.Series) *DuoKongQuShi {
//{多空趋势, V1.1.2, 2023-09-13}
//{量能柱}
//SCALE:=100;
SCALE := 100
//N:=3;
N := 3
//NN:=MIN(BARSCOUNT(CLOSE),N);
//NN := MIN(BARSCOUNT(CLOSE), N)
NN := N
//CNN:=REF(CLOSE,NN);
CNN := REF(CLOSE, NN)
//CDIFF:=CLOSE-CNN,COLORSTICK;
CDIFF := CLOSE.Sub(CNN)
//FF:=CDIFF/CNN;
FF := CDIFF.Div(CNN)
//MADK:SCALE*FF,COLORSTICK;
MADK := FF.Mul(SCALE)
//
//{多空趋势}
//MAXH:=MAX(HIGH,REF(CLOSE,1));
//MINL:=MIN(LOW,REF(CLOSE,1));
MINL := MIN(LOW, REF(CLOSE, 1))
//
//DIFFK:=IFF(OPEN>=CLOSE,OPEN-CLOSE,OPEN-LOW);
DIFFK := IFF(OPEN.Gte(CLOSE), OPEN.Sub(CLOSE), OPEN.Sub(LOW))
//TZ1:=OPEN-REF(CLOSE,1)-DIFFK;
TZ1 := OPEN.Sub(REF(CLOSE, 1)).Sub(DIFFK)
//TZ2:=TZ1/OPEN;
TZ2 := TZ1.Div(OPEN)
//K0:SCALE*TZ2;
K0 := TZ2.Mul(SCALE)
//K:ABS(K0),DOTLINE;
K := ABS(K0)
//DIFFD:=IFF(OPEN>=CLOSE,HIGH-OPEN,HIGH-CLOSE);
DIFFD := IFF(OPEN.Gte(CLOSE), HIGH.Sub(OPEN), HIGH.Sub(CLOSE))
//TD1:=CLOSE-MINL+DIFFD;
TD1 := CLOSE.Sub(MINL).Add(DIFFD)
//TD2:=TD1/CLOSE;
TD2 := TD1.Div(CLOSE)
//D:SCALE*TD2;
D := TD2.Mul(SCALE)
//B:CROSS(D,K);
B := CROSS(D, K)
//S:CROSS(K,D);
S := CROSS(K, D)
//DRAWICON(B,20,1);
//DRAWICON(S,20,2);
dkqs := DuoKongQuShi{
Col: utils.Float64IndexOf(MADK, -1),
K0: utils.Float64IndexOf(K0, -1),
K: utils.Float64IndexOf(K, -1),
D: utils.Float64IndexOf(D, -1),
B: utils.BoolIndexOf(B, -1),
S: utils.BoolIndexOf(S, -1),
}
return &dkqs
}
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https://gitee.com/quant1x/engine.git
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quant1x
engine
engine
v1.8.18

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