TDX Formula (Python) Version 1.0.00
Copyright (C) 2017 Woody.Lee All rights reserved.
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This TDX Formula implements a domain-language for stock analysis, which is used in most of Chinese stock analysis client application. For example, a MACD indicator looks like:
text = ''''
DIF:EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
DEA:EMA(DIF,MID);
MACD:(DIF-DEA)*2,COLORSTICK;
''''
You may use this formula like:
formula = Formula(text)
result = formula.evaluate(pa)
macd = result['MACD']
...
Then you may use 'macd' do what you want.
This TDX Formula implements the following functions:
| HHV | 取N日内的最高价 | |||
|---|---|---|---|---|
| LLV | 取N日内的最低价 | |||
| SUM | 取N日内的和 | |||
| REF | 取N日前的价格 | |||
| CROSS | (self.CROSS, r'在%s上穿%s时触发', 2), | |||
| NOT | (self.NOT, r'对%s取反逻辑', 1), | |||
| IF | (self.IF, r'IF(%s, %s, %s)', 3), | |||
| IFF | (self.IF, r'IFF(%s, %s, %s)', 3), | |||
| EVERY | (self.EVERY, r'%s周期内均满足%s', 2), | |||
| EXIST | (self.EXIST, r'EXIST(%s, %s)', 2), | |||
| STD | (self.STD, r'%s周期%s的样本标准差', 2), | |||
| VAR | (self.VAR, r'%s周期%s的样本方差', 2), | |||
| STDP | (self.STDP, r'%s周期%s的总体标准差', 2), | |||
| VARP | (self.VARP, r'%s周期%s的总体方差', 2), | |||
| MAX | (self.MAX, r'取最大值(%s, %s)', 2), | |||
| MIN | (self.MIN, r'取最小值(%s, %s)', 2), | |||
| COUNT | (self.COUNT, r'满足条件%s在统计周期%s内的个数', 2), | |||
| ABS | (self.ABS, r'%s的绝对值', 1), | |||
| SQRT | (self.SQRT, r'%s的平方根', 1), | |||
| POW | (self.POW, r'%s的%s次方', 2), | |||
| LOG | (self.LOG, r'%s的对数', 1), | |||
| CONST | (self.CONST, r'%s的最后值为常量', 1), | |||
| INSIST | (self.INSIST, r'%s在周期%s到周期%s全为真', 3), | |||
| LAST | (self.INSIST, r'%s在周期%s到周期%s全为真', 3), | |||
| FILTER | (self.FILTER, r'过滤%s连续出现的%s个信号', 2), | |||
| BARSLAST | (self.BARSLAST, r'满足条件%s到当前的周期数', 1), | |||
| AVEDEV | (self.AVEDEV, r'%s的周期%s的平均绝对偏差', 2), | |||
| MA | (self.MA, r'%s的%s日简单移动平均', 2), | |||
| EMA | (self.EMA, r'%s的%s日指数移动平均', 2), | |||
| EXPEMA | (self.EMA, r'%s的%s日指数移动平均', 2), | |||
| MEMA | (self.MEMA, r'%s的%s周期平滑指数移动平均', 2), | |||
| EXPMEMA | (self.MEMA, r'%s的%s周期平滑指数移动平均', 2), | |||
| DMA | (self.DMA, r'%s的%s周期动态平均', 2), | |||
| SMA | (self.SMA, r'%s的%s周期(权重 | |||
| CONV | (self.CONV, r'%s与%s的%s周期卷积', 3), | |||
| SAR | (self.SAR, r'周期为%s步长为%s极值为%s的抛物转向', 3), | |||
| SLOPE | (self.SLOPE, r'%s的周期为%s的线性回归斜率', 2), | |||
| CLAMP | (self.CLAMP, r'限定%s的输出在(%s, %s)之间', 3), | |||
| FORCAST | (self.FORCAST, r'%s的周期为%s的线性预测', 2), | |||
| DRAWFUNC | (self.DRAWFUNC, r'DRAWFUNC(%s, %s, %s)', 3), | |||
| DRAWICON | (self.DRAWICON, r'DRAWICON(%s, %s, %s)', 3), | |||
| DRAWICONF | (self.DRAWICONF, r'DRAWICONF(%s, %s, %s)', 3), | |||
| STICKLINE | (self.STICKLINE, r'STICKLINE(%s,%s,%s,%s,%s)', 5), | |||
| DRAWKLINE | (self.DRAWKLINE, r'DRAWKLINE(%s, %s, %s, %s)', 4), | |||
| DRAWSKLINE | (self.DRAWSKLINE, r'DRAWSKLINE(%s, %s, %s, %s)', 4), | |||
| DRAWPKLINE | (self.DRAWPKLINE, r'DRAWPKLINE(%s, %s, %s, %s, %s)', 5), | |||
| DRAWNUMBER | (self.DRAWNUMBER, r'DRAWNUMBER(%s, %s, %s)', 3), | |||
| DRAWTEXT | (self.DRAWTEXT, r'DRAWTEXT(%s, %s, %s)', 3), | |||
| DRAWNULL | (np.NaN, r'DRAWNULL', 0), | |||
| DRAWGRID | (self.DRAWGRID, r'DRAWGRID(%s)', 1), | |||
| DRAWVOL | (self.DRAWVOL, r'DRAWVOL(%s, %s)', 2), | |||
| SIGNAL | (self.SIGNAL, r'从仓位数据%s导出指定的买入%s卖出%s信号指示',3), | |||
| BASE | (self.BASE, r'创建%s的基准', 1), | |||
| ASSET | (self.ASSET, r'根据价格%s,仓位%s和建仓比例%s创建资产', 3), | |||
| SUGAR | (self.SUGAR, r'根据盈利情况进行调仓操作(仓位 | |||
| REMEMB | (self.REMEMB, r'记录价格(条件 | |||
| STOP | (self.STOP, r'止盈止损点(条件 | |||
| HORIZON | (self.HORIZON, r'%s的周期为%s的地平线', 2) |
Hope this small piece of code does your help, if it can make your code more simple, more maintainability, I shall feel happy. If you find any problems, or you have any improvement advice, please contact with me by the following e-mail address:
-- By woody(li.woodyli@gmail.com)