Rekey
edc50e8809
- 数据层: build_aggregates_sql 新增 2h/6h 聚合视图，默认起始时间调整为 2017-05 - 模型层: KlineInterval 类型扩展 2h/6h，DataService 新增对应表名和毫秒映射 - 指标层: 新增 incremental.py 增量指标模块 (EmaInc/AtrInc/RsiInc/BbInc)，O(1) per bar - 策略重构: long_short.py 和 regime_all.py 从批量 ema/atr 迁移至增量指标，避免每 bar 重复全量计算 - regime 探测器: RegimeDetector3 改为增量 EMA200，detect() 接口简化 - 回测扩展: regime_timeframe_comparison 从 4h/1d 扩展至 2h/4h/6h/1d - 新增示例: multi_strategy_report, vol_break_compare/periods, intraday_explore, top3_trades 等分析脚本
34 lines
1.0 KiB
Python
34 lines
1.0 KiB
Python
"""
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技术指标库
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提供常用的趋势、动量、波动率和成交量指标计算。
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所有函数均为纯 Python 实现，无外部依赖。
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用法:
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from engine.indicators import sma, ema, macd, rsi, bollinger, atr
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closes = [100.0, 101.0, 102.0, ...]
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ma = sma(closes, period=20)
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rsi_vals = rsi(closes, period=14)
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upper, mid, lower = bollinger(closes, period=20, std=2)
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"""
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from .trend import sma, ema, macd, macd_signal, macd_histogram, adx
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from .momentum import rsi, stoch, stoch_k, stoch_d
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from .volatility import bollinger, bollinger_upper, bollinger_mid, bollinger_lower, atr
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from .volume import obv, vwap
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from .incremental import EmaInc, AtrInc, RsiInc, BbInc
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__all__ = [
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# 趋势
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"sma", "ema", "macd", "macd_signal", "macd_histogram", "adx",
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# 动量
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"rsi", "stoch", "stoch_k", "stoch_d",
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# 波动率
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"bollinger", "bollinger_upper", "bollinger_mid", "bollinger_lower", "atr",
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# 成交量
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"obv", "vwap",
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# 增量
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"EmaInc", "AtrInc", "RsiInc", "BbInc",
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]
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