30 lines
1.2 KiB
Python
30 lines
1.2 KiB
Python
from typing import List
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class CMACD_item:
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def __init__(self, fast_ema, slow_ema, DIF, DEA):
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self.fast_ema = fast_ema
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self.slow_ema = slow_ema
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self.DIF = DIF
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self.DEA = DEA
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self.macd = 2 * (DIF - DEA)
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class CMACD:
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def __init__(self, fastperiod=12, slowperiod=26, signalperiod=9):
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self.macd_info: List[CMACD_item] = []
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self.fastperiod = fastperiod
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self.slowperiod = slowperiod
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self.signalperiod = signalperiod
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def add(self, value) -> CMACD_item:
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if not self.macd_info:
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self.macd_info.append(CMACD_item(fast_ema=value, slow_ema=value, DIF=0, DEA=0))
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else:
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_fast_ema = (2 * value + (self.fastperiod - 1) * self.macd_info[-1].fast_ema) / (self.fastperiod + 1)
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_slow_ema = (2 * value + (self.slowperiod - 1) * self.macd_info[-1].slow_ema) / (self.slowperiod + 1)
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_dif = _fast_ema - _slow_ema
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_dea = (2 * _dif + (self.signalperiod - 1) * self.macd_info[-1].DEA) / (self.signalperiod + 1)
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self.macd_info.append(CMACD_item(fast_ema=_fast_ema, slow_ema=_slow_ema, DIF=_dif, DEA=_dea))
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return self.macd_info[-1]
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