23 lines
537 B
Python
23 lines
537 B
Python
class WMA:
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def __init__(self, unit, period, width):
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self._unit = unit
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self._period = period
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self._width = width
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def judge(self, status):
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cands = status.candles[self._unit]
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sum = 0
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den = 0
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for i in range(min(self._period-1, len(cands)-1)):
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sum += cands[i+1][3] * (i+1)
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den += i+1
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avg = sum / den
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price = cands[0][3]
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width = price * self._width
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diff = price - avg
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if diff < 0:
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return max(-1, diff/width) # sell
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else:
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return min(1, diff/width) # buy
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