写了3个常用平均数函数，可以用来计算各种指标，比对过通达信，同花顺的值结果一样（排除平台数据复权值有问题的时候，此时会有点出入） ps：发现社区里对平均值计算函数都不太友好，所以分享给大家 ``` # 简单算术移动平均 def MA(vals): ret = 0 for x in vals: ret = ret + x return ret / len(vals) # 加权移动平均 # 同花顺和通达信等软件中的SMA # # 算法 # Y = (X*M + Y'*(N-M)) / N # 2种实现，结果相同 # 注：使用SMA函数，历史数据越多越准确，EMA同 def SMA(vals, n, m) : # 算法1 return reduce(lambda x, y: ((n - m) * x + y * m) / n, vals) ''' ret = vals[0] for x in vals: ret = (x * m + ret * (n - m)) / n return ret ''' # 指数平滑移动平均 # # 算法 # Y = (X*2 + Y'*(N-1)) / (N+1) # # 或者 EMA(X, N) = SMA(X, N+1, 2) def EMA(vals, n): return SMA(vals, n+1, 2) ''' ret = vals[0] for x in vals: ret = (x * 2 + ret * (n - 1)) / (n + 1) return ret ''' ``` 用法示例 ``` #coding=utf-8 # 晴雨线指标处理 # # 通达信公式 # X1:=(C+L+H)/3; # X2:=EMA(X1,6),COLORWHITE; # X3:=EMA(X2,5),COLORYELLOW; # 用到回测API请加入下面的语句 from kuanke.user_space_api import * from basealgo import * def draw_shine_rain(security): last_shine = get_shine_line(security, 1) log.info("last_shine: %f", last_shine[0]) record(last_shine = last_shine[0]) last_rain = get_rain_line(security, 1) log.info("last_rain: %f", last_rain[0]) record(last_rain = last_rain[0]) # 获取前n天的晴雨线的晴线指标（不含当天） # n 表示天数 # 注：[-1]表示前一个交易日的数据 def get_shine_line(stock, n): h = attribute_history(stock, 20 + n, '1d', ('close', 'high', 'low'), df = False) close = h['close'] high = h['high'] low = h['low'] shine_line = [] for i in range(n): j = n - i - 1 value = (EMA(close[:-j], 6) + EMA(high[:-j], 6) + EMA(low[:-j], 6)) / 3 if j != 0 \ else (EMA(close, 6) + EMA(high, 6) + EMA(low, 6)) / 3 shine_line.append(value) return shine_line # 获取前n天的晴雨线指标的雨线指标（不含当天） # n 表示天数 # 注：[-1]表示前一个交易日的数据 def get_rain_line(stock, n): shine_line = get_shine_line(stock, 60 + n); rain_line = [] for i in range(n): j = n - i - 1 value = EMA(shine_line[:-j], 5) if j != 0 else EMA(shine_line, 5) rain_line.append(value) return rain_line ```