Rekey
212f6fedad
- data/service.py: 数据拉取服务，从 TimescaleDB 读取 K 线/Ticker 等行情数据 - indicators/momentum.py: 动量类指标（RSI/MACD/Stochastic 等） - indicators/trend.py: 趋势类指标（EMA/SMA/ADX/SuperTrend 等） - indicators/volatility.py: 波动率指标（Bollinger/ATR/Keltner 等） - indicators/volume.py: 成交量指标（OBV/VWAP/MFI 等）
31 lines
919 B
Python
31 lines
919 B
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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__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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]
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