111 lines
3.9 KiB
Python
111 lines
3.9 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""简化版trend_adx因子测试"""
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def compute_trend_adx(close_series):
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"""简化版trend_adx计算实现"""
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# 标准ADX计算实现
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window = 14
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if len(close_series) < window + 1:
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return None
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# 计算+DI和-DI
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plus_di = 0
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minus_di = 0
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tr_sum = 0
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# 计算初始TR、+DM、-DM
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for i in range(window):
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if i + 1 >= len(close_series):
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break
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# 计算真实波幅(TR)
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today_high = close_series[i]
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today_low = close_series[i]
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prev_close = close_series[i + 1]
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tr = max(
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abs(today_high - today_low),
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abs(today_high - prev_close),
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abs(today_low - prev_close)
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)
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tr_sum += tr
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# 计算方向运动
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prev_high = close_series[i + 1] if i + 1 < len(close_series) else close_series[i]
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prev_low = close_series[i + 1] if i + 1 < len(close_series) else close_series[i]
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plus_dm = max(0, close_series[i] - prev_high)
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minus_dm = max(0, prev_low - close_series[i])
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# 确保只有一项为正值
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if plus_dm > minus_dm:
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minus_dm = 0
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elif minus_dm > plus_dm:
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plus_dm = 0
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else:
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plus_dm = minus_dm = 0
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plus_di += plus_dm
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minus_di += minus_dm
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# 计算+DI和-DI
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if tr_sum > 0:
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plus_di = (plus_di / tr_sum) * 100
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minus_di = (minus_di / tr_sum) * 100
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else:
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plus_di = minus_di = 0
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# 计算DX
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dx = 0
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if plus_di + minus_di > 0:
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dx = (abs(plus_di - minus_di) / (plus_di + minus_di)) * 100
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# ADX是DX的移动平均，这里简化为直接返回DX值，确保在0-100范围内
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return max(0, min(100, dx))
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def test_trend_adx():
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"""测试trend_adx因子计算"""
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# 测试上涨趋势
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print("测试上涨趋势:")
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close_prices_up = [115, 114, 113, 112, 111, 110, 109, 108, 107, 106, 105, 104, 103, 102, 101, 100]
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result_up = compute_trend_adx(close_prices_up)
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print(f"上涨趋势trend_adx值: {result_up}")
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assert result_up is not None and 0 <= result_up <= 100, f"上涨趋势结果错误: {result_up}"
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# 测试下跌趋势
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print("\n测试下跌趋势:")
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close_prices_down = [100, 101, 102, 103, 104, 105, 106, 107, 108, 109, 110, 111, 112, 113, 114, 115]
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result_down = compute_trend_adx(close_prices_down)
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print(f"下跌趋势trend_adx值: {result_down}")
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assert result_down is not None and 0 <= result_down <= 100, f"下跌趋势结果错误: {result_down}"
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# 测试震荡市场
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print("\n测试震荡市场:")
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close_prices_sideways = [100, 100.5, 99.5, 101, 99, 100.5, 99.5, 100, 100.5, 99.5, 100, 100.5, 99.5, 100, 100.5, 99.5]
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result_sideways = compute_trend_adx(close_prices_sideways)
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print(f"震荡市场trend_adx值: {result_sideways}")
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assert result_sideways is not None and 0 <= result_sideways <= 100, f"震荡市场结果错误: {result_sideways}"
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# 测试数据不足
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print("\n测试数据不足:")
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close_prices_insufficient = [100, 101, 102, 103, 104, 105, 106, 107, 108, 109]
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result_insufficient = compute_trend_adx(close_prices_insufficient)
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print(f"数据不足时结果: {result_insufficient}")
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assert result_insufficient is None, f"数据不足时应该返回None: {result_insufficient}"
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# 测试平盘市场
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print("\n测试平盘市场:")
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close_prices_flat = [100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100]
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result_flat = compute_trend_adx(close_prices_flat)
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print(f"平盘市场trend_adx值: {result_flat}")
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assert result_flat is not None and 0 <= result_flat <= 100, f"平盘市场结果错误: {result_flat}"
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print("\n所有测试通过！")
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if __name__ == "__main__":
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test_trend_adx() |