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GitHub
052119e6ae
- MyTT.py: 新增 FSL(CLOSE, VOL, CAPITAL) 分水岭指标
- SWL = (EMA(C,5)*7 + EMA(C,10)*3) / 10
- SWS = DMA(EMA(C,12), MAX(1, 100*SUM(VOL,5)/(3*CAPITAL)))
MIN(A,1.0) 模拟通达信 DMA(X,A) 内部钳制 A<=1 的语义
- MyTT.pyi: 补 FSL 类型 stub（CI mypy 用 .pyi 校验）
- strategies/builtin.py: 注册 FslStrategy（SWL/SWS 金叉死叉）
capital 作为 Param 暴露流通股本输入
- strategies/presets.py: fsl 寻优网格（4 档 capital）
- tests: 注册表断言加 fsl，阈值 18→19
123 lines
5.7 KiB
Python
123 lines
5.7 KiB
Python
"""Type stubs for MyTT technical indicator library.
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Provides type annotations for the MyTT functions used in easy_tdx.
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All indicator functions accept numpy arrays and return numpy arrays.
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"""
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from __future__ import annotations
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import numpy as np
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import numpy.typing as npt
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NDArray = npt.NDArray[np.float64]
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# ── Moving Averages ──────────────────────────────────────────────────────────
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def MA(S: npt.ArrayLike, N: int) -> NDArray: ...
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def EMA(S: npt.ArrayLike, N: int) -> NDArray: ...
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def SMA(S: npt.ArrayLike, N: int, M: int = ...) -> NDArray: ...
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def WMA(S: npt.ArrayLike, N: int) -> NDArray: ...
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def DMA(S: npt.ArrayLike, A: npt.ArrayLike) -> NDArray: ...
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# ── MACD / Momentum ─────────────────────────────────────────────────────────
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def MACD(
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CLOSE: npt.ArrayLike,
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SHORT: int = ...,
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LONG: int = ...,
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M: int = ...,
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) -> tuple[NDArray, NDArray, NDArray]: ...
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def RSI(CLOSE: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def MTM(CLOSE: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def ROC(CLOSE: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def OBV(CLOSE: npt.ArrayLike, VOL: npt.ArrayLike) -> NDArray: ...
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# ── Bollinger / Envelope ────────────────────────────────────────────────────
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def BOLL(
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CLOSE: npt.ArrayLike,
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N: int = ...,
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P: float = ...,
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) -> tuple[NDArray, NDArray, NDArray]: ...
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# ── Trend Indicators ────────────────────────────────────────────────────────
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def ATR(CLOSE: npt.ArrayLike, HIGH: npt.ArrayLike, LOW: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def DMI(
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CLOSE: npt.ArrayLike,
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HIGH: npt.ArrayLike,
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LOW: npt.ArrayLike,
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M: int = ...,
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N: int = ...,
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) -> tuple[NDArray, NDArray, NDArray, NDArray]: ...
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def KDJ(
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CLOSE: npt.ArrayLike,
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HIGH: npt.ArrayLike,
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LOW: npt.ArrayLike,
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N: int = ...,
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M1: int = ...,
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M2: int = ...,
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) -> tuple[NDArray, NDArray, NDArray]: ...
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def WR(CLOSE: npt.ArrayLike, HIGH: npt.ArrayLike, LOW: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def CCI(CLOSE: npt.ArrayLike, HIGH: npt.ArrayLike, LOW: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def TRIX(CLOSE: npt.ArrayLike, N: int = ...) -> NDArray: ...
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# ── Volume Indicators ───────────────────────────────────────────────────────
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def VR(
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CLOSE: npt.ArrayLike,
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VOL: npt.ArrayLike,
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N: int = ...,
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) -> NDArray: ...
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def MFI(CLOSE: npt.ArrayLike, HIGH: npt.ArrayLike, LOW: npt.ArrayLike, VOL: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def EMV(HIGH: npt.ArrayLike, LOW: npt.ArrayLike, VOL: npt.ArrayLike, N: int = ...) -> NDArray: ...
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# ── Other Indicators ────────────────────────────────────────────────────────
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def ASI(CLOSE: npt.ArrayLike, HIGH: npt.ArrayLike, LOW: npt.ArrayLike, OPEN: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def BBI(CLOSE: npt.ArrayLike, N1: int = ..., N2: int = ..., N3: int = ..., N4: int = ...) -> NDArray: ...
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def BIAS(CLOSE: npt.ArrayLike, N1: int = ..., N2: int = ..., N3: int = ...) -> tuple[NDArray, NDArray, NDArray]: ...
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def BIAS_SIGNAL(CLOSE: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def BRAR(OPEN: npt.ArrayLike, CLOSE: npt.ArrayLike, HIGH: npt.ArrayLike, LOW: npt.ArrayLike, N: int = ...) -> tuple[NDArray, NDArray]: ...
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def CR(HIGH: npt.ArrayLike, LOW: npt.ArrayLike, CLOSE: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def DFMA(CLOSE: npt.ArrayLike, N1: int = ..., N2: int = ...) -> tuple[NDArray, NDArray]: ...
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def DPO(CLOSE: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def EXPMA(CLOSE: npt.ArrayLike, N1: int = ..., N2: int = ...) -> tuple[NDArray, NDArray]: ...
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def KTN(CLOSE: npt.ArrayLike, HIGH: npt.ArrayLike, LOW: npt.ArrayLike, N: int = ..., M: int = ...) -> tuple[NDArray, NDArray, NDArray]: ...
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def MASS(HIGH: npt.ArrayLike, LOW: npt.ArrayLike, N1: int = ..., N2: int = ...) -> NDArray: ...
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def PSY(CLOSE: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def TAQ(CLOSE: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def XSII(CLOSE: npt.ArrayLike, HIGH: npt.ArrayLike, LOW: npt.ArrayLike, N: int = ...) -> NDArray: ...
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def ZHUOYAO(CLOSE: npt.ArrayLike, HIGH: npt.ArrayLike, LOW: npt.ArrayLike, VOL: npt.ArrayLike) -> NDArray: ...
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def SAR(HIGH: npt.ArrayLike, LOW: npt.ArrayLike, AF_STEP: float = ..., AF_MAX: float = ...) -> NDArray: ...
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def VWAP(
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CLOSE: npt.ArrayLike,
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HIGH: npt.ArrayLike,
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LOW: npt.ArrayLike,
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VOL: npt.ArrayLike,
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N: int = ...,
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) -> NDArray: ...
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def AROON(
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HIGH: npt.ArrayLike,
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LOW: npt.ArrayLike,
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N: int = ...,
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) -> tuple[NDArray, NDArray, NDArray]: ...
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def FK(CLOSE: npt.ArrayLike) -> NDArray: ...
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def FSL(
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CLOSE: npt.ArrayLike,
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VOL: npt.ArrayLike,
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CAPITAL: float,
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) -> tuple[NDArray, NDArray]: ...
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# ── Utility Functions ────────────────────────────────────────────────────────
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def CROSS(A: npt.ArrayLike, B: npt.ArrayLike) -> NDArray: ...
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def HHV(S: npt.ArrayLike, N: int) -> NDArray: ...
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def LLV(S: npt.ArrayLike, N: int) -> NDArray: ...
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def REF(S: npt.ArrayLike, N: int) -> NDArray: ...
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def SUM(S: npt.ArrayLike, N: int) -> NDArray: ...
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def COUNT(S: npt.ArrayLike, N: int) -> NDArray: ...
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def STD(S: npt.ArrayLike, N: int) -> NDArray: ...
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