@软猫克鲁
楼主大大,我用了以下代码测试DMA是否与通达信一致:
stock = '000001.XSHG'
a=attribute_history(stock, 10, '1d', ('close'))
b = list(a['close'])
weighted=[0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3,0.3]
def DMA_CN(close, weighted) :
return reduce(lambda x, y: (1 - y[1]) * x + y[1] * y[0], zip(close, weighted), close[0])
d = map(lambda x : DMA_CN(b[:x], weighted[:x]), range(1, len(b) + 1))
print d
结果和通达信软件里的数据不一样啊……
2017-06-23