34 lines
840 B
Python
34 lines
840 B
Python
class WMA:
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def __init__(self, unit, width):
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self._unit = unit
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self._width = width
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self._period_short = 7
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self._period_mid = 15
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self._period_long = 60
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self._posi_amp = 0.1
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def judge(self, status):
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cands = status.candles[self._unit]
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short = self._wma(cands, self._period_short)
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mid = self._wma(cands, self._period_mid)
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long = self._wma(cands, self._period_long)
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width = mid * self._width
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posi = max(-1, min((short-long)/width, 1)) * self._posi_amp
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diff = short - mid
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if diff < 0:
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return max(-1, diff/width+posi) # sell
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else:
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return min(1, diff/width+posi) # buy
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def _wma(self, cands, period):
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sum = 0
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den = 0
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for i in range(min(period, len(cands))):
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sum += cands[i][3] * (i+1)
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den += i+1
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return sum / den
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