features

package
v1.12.5 Latest Latest
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Published: Jul 8, 2023 License: MIT Imports: 12 Imported by: 0

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Constants

This section is empty.

Variables

This section is empty.

Functions

func BasicKLine added in v1.12.5

func BasicKLine(securityCode string) pandas.DataFrame

func KLine

func KLine(securityCode string) pandas.DataFrame

KLine 加载K线

func Tick deprecated added in v1.12.5

func Tick(securityCode string, dates []string) pandas.DataFrame

Tick 加载一个时间范围内的tick缓存数据

Deprecated: 弃用

func TickByDate added in v1.12.5

func TickByDate(code string, date string) pandas.DataFrame

TickByDate 获取指定日期的分笔成交数据

Types

type ExchangeKLine added in v1.12.5

type ExchangeKLine struct {
	Date         string  // 日期
	Code         string  // 证券代码
	SubNew       bool    // 是否次新股
	Shape        uint64  // K线形态
	MAV5         float64 // 5日均量
	VolumeRatio  float64 // 成交量比
	AveragePrice float64 // 均价线
	Change5      float64 // 5日涨幅
	Change10     float64 // 10日涨幅
	MA5          float64 // 5日均线
	MA10         float64 // 10日均线
	MA20         float64 // 20日均线
}

ExchangeKLine K线特征

func NewExchangeKLine added in v1.12.5

func NewExchangeKLine(code, date string) *ExchangeKLine

NewExchangeKLine 构建制定日期的K线数据

func (*ExchangeKLine) Kind added in v1.12.5

func (k *ExchangeKLine) Kind() factors.FeatureKind

func (*ExchangeKLine) Name added in v1.12.5

func (k *ExchangeKLine) Name() string

type ShapeType added in v1.12.5

type ShapeType = uint64

ShapeType K线形态类型

const (
	KLineShapeYiZi                 ShapeType = 1 << iota // 一字
	KLineShapeLimitUp                                    // 涨停板
	KLineShapeLimitDown                                  // 跌停板
	KLineShapeNoChanged                                  // 平盘
	KLineShapeUp                                         // 上涨
	KLineShapeDown                                       // 下跌
	KLineShapeDoji                                       // 十字星
	KLineShapeLongUpShadow                               // 长上影线
	KLineShapeLongDownShadow                             // 长下影线
	KLineShapeDaYangLine                                 // 大阳线
	KLineShapeDaYinLine                                  // 大阴线
	KLineShapeZhongYangLine                              // 中阳线
	KLineShapeZhongYinLine                               // 中阴线
	KLineShapeXiaoYangLine                               // 小阳线
	KLineShapeXiaoYinLine                                // 小阴线
	KLineShapeNotLimitUp                                 // 炸板, 曾涨停
	KLineShapeNotLimitDown                               // 曾跌停
	KLineShapeShrinkToHalf                               // 第3日缩量到一半
	KLineShapeGrabChipInFinalRound                       // 尾盘抢筹
	KLineShapeChant                                      // 吟唱, 蓄力 配合大阳线
)

func KLineShape added in v1.12.2

func KLineShape(df pandas.DataFrame, securityCode string) (shape ShapeType)

KLineShape K线形态

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