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quick_crtsg.py
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quick_crtsg.py
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#!/usr/bin/python
# -*- coding: utf8 -*-
# cp936
#===============================================================================
# Aothor: fasiondog
# History: 20160407, Added by fasiondog
#===============================================================================
from hikyuu import *
def TurtleSG(self):
n = self.get_param("n")
k = self.to
c = CLOSE(k)
h = REF(HHV(c, n), 1) #前n日高点
L = REF(LLV(c, n), 1) #前n日低点
for i in range(h.discard, len(k)):
if (c[i] >= h[i]):
self._add_buy_signal(k[i].datetime)
elif (c[i] <= L[i]):
self._add_sell_signal(k[i].datetime)
if __name__ == "__main__":
from examples_init import *
sg = crtSG(TurtleSG, {'n': 20}, 'TurtleSG')
s = get_stock("sh000001")
k = s.get_kdata(Query(-500))
#只有设置交易对象时,才会开始实际计算
sg.to = k
dates = k.get_datetime_list()
for d in dates:
if (sg.should_buy(d)):
print("买入:%s" % d)
elif (sg.should_sell(d)):
print("卖出: %s" % d)