Initial commit

2025-06-10 01:16:09 +08:00
commit 05bab03b8c
155 changed files with 19979 additions and 0 deletions
@@ -0,0 +1,29 @@
+from typing import List
+
+
+class CMACD_item:
+    def __init__(self, fast_ema, slow_ema, DIF, DEA):
+        self.fast_ema = fast_ema
+        self.slow_ema = slow_ema
+        self.DIF = DIF
+        self.DEA = DEA
+        self.macd = 2 * (DIF - DEA)
+
+
+class CMACD:
+    def __init__(self, fastperiod=12, slowperiod=26, signalperiod=9):
+        self.macd_info: List[CMACD_item] = []
+        self.fastperiod = fastperiod
+        self.slowperiod = slowperiod
+        self.signalperiod = signalperiod
+
+    def add(self, value) -> CMACD_item:
+        if not self.macd_info:
+            self.macd_info.append(CMACD_item(fast_ema=value, slow_ema=value, DIF=0, DEA=0))
+        else:
+            _fast_ema = (2 * value + (self.fastperiod - 1) * self.macd_info[-1].fast_ema) / (self.fastperiod + 1)
+            _slow_ema = (2 * value + (self.slowperiod - 1) * self.macd_info[-1].slow_ema) / (self.slowperiod + 1)
+            _dif = _fast_ema - _slow_ema
+            _dea = (2 * _dif + (self.signalperiod - 1) * self.macd_info[-1].DEA) / (self.signalperiod + 1)
+            self.macd_info.append(CMACD_item(fast_ema=_fast_ema, slow_ema=_slow_ema, DIF=_dif, DEA=_dea))
+        return self.macd_info[-1]