Initial commit

Math/KDJ.py

@@ -0,0 +1,34 @@
+class KDJ_Item:
+    def __init__(self, k, d, j):
+        self.k = k
+        self.d = d
+        self.j = j
+
+
+class KDJ:
+    def __init__(self, period: int = 9):
+        super(KDJ, self).__init__()
+        self.arr = []
+        self.period = period
+        self.pre_kdj = KDJ_Item(50, 50, 50)
+
+    def add(self, high, low, close) -> KDJ_Item:
+        self.arr.append({
+            'high': high,
+            'low': low,
+        })
+        if len(self.arr) > self.period:
+            self.arr.pop(0)
+
+        hn = max([x['high'] for x in self.arr])
+        ln = min([x['low'] for x in self.arr])
+        cn = close
+        rsv = 100 * (cn - ln) / (hn - ln) if hn != ln else 0.0
+
+        cur_k = 2 / 3 * self.pre_kdj.k + 1 / 3 * rsv
+        cur_d = 2 / 3 * self.pre_kdj.d + 1 / 3 * cur_k
+        cur_j = 3 * cur_k - 2 * cur_d
+        cur_kdj = KDJ_Item(cur_k, cur_d, cur_j)
+        self.pre_kdj = cur_kdj
+
+        return cur_kdj