KDJ计算代码_Python代码

import numpy as np def KDJ(date,N=9,M1=3,M2=3): datelen=len(date) array=np.array(date) kdjarr=[] for i in range(datelen): if i-N<0: b=0 else: b=i-N+1 rsvarr=array[b:i+1,0:5] rsv=(float(rsvarr[-1,-1])-float(min(rsvarr[:,3])))/(float(max(rsvarr[:,2]))-float(min(rsvarr[:,3])))*100 if i==0: k=rsv d=rsv else: k=1/float(M1)*rsv+(float(M1)-1)/M1*float(kdjarr[-1][2]) d=1/float(M2)*k+(float(M2)-1)/M2*float(kdjarr[-1][3]) j=3*k-2*d kdjarr.append(list((rsvarr[-1,0],rsv,k,d,j))) return kdjarr