From bd74ca32ed07c7ac624697edb66bcfbc6a22c1fd Mon Sep 17 00:00:00 2001
From: wangfeng <wangfengxy@sina.cn>
Date: Fri, 17 Feb 2023 08:53:17 +0800
Subject: [PATCH] =?UTF-8?q?#I6CC21=20=E5=AE=9E=E7=8E=B0MACD=E6=8C=87?=
 =?UTF-8?q?=E6=A0=87?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 indicator/macd.go      | 31 +++++++++++++++++++++++++++++++
 indicator/macd_test.go | 14 ++++++++++++++
 2 files changed, 45 insertions(+)
 create mode 100644 indicator/macd.go
 create mode 100644 indicator/macd_test.go

diff --git a/indicator/macd.go b/indicator/macd.go
new file mode 100644
index 0000000..e14d02c
--- /dev/null
+++ b/indicator/macd.go
@@ -0,0 +1,31 @@
+package indicator
+
+import (
+	"gitee.com/quant1x/pandas"
+	. "gitee.com/quant1x/pandas/formula"
+)
+
+// MACD 指标
+//
+//	DIF:EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
+//	输出DIF:收盘价的SHORT日指数移动平均-收盘价的LONG日指数移动平均
+//	DEA:EMA(DIF,MID);
+//	输出DEA:DIF的MID日指数移动平均
+//	MACD:(DIF-DEA)*2,COLORSTICK;
+//	输出平滑异同平均线:(DIF-DEA)*2,COLORSTICK
+//	系统默认12, 26, 9
+//	这里采用5,13,3
+func MACD(df pandas.DataFrame, SHORT, LONG, MID int) pandas.DataFrame {
+	var (
+		CLOSE = df.ColAsNDArray("close")
+		//HIGH  = df.ColAsNDArray("high")
+		//LOW   = df.ColAsNDArray("low")
+	)
+	//DIF:EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
+	DIF := EMA(CLOSE, SHORT).Sub(EMA(CLOSE, LONG))
+	//DEA:EMA(DIF,MID)
+	DEA := EMA(DIF, MID)
+	//MACD:(DIF-DEA)*2,COLORSTICK;
+	MACD := DIF.Sub(DEA).Mul(2)
+	return pandas.NewDataFrame(DIF, DEA, MACD)
+}
diff --git a/indicator/macd_test.go b/indicator/macd_test.go
new file mode 100644
index 0000000..1d6d457
--- /dev/null
+++ b/indicator/macd_test.go
@@ -0,0 +1,14 @@
+package indicator
+
+import (
+	"fmt"
+	"gitee.com/quant1x/pandas/data/cache"
+	"testing"
+)
+
+func TestMACD(t *testing.T) {
+	df := cache.KLine("sz002528")
+	fmt.Println(df)
+	df1 := MACD(df, 5, 13, 3)
+	fmt.Println(df1)
+}
-- 
Gitee