64 lines
2.9 KiB
Python
64 lines
2.9 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""测试volume_price_diverge因子计算逻辑"""
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import numpy as np
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def compute_volume_price_divergence(close_series, volume_series):
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"""量价背离：价格和成交量趋势的背离程度"""
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window = 10
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if len(close_series) < window or len(volume_series) < window:
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return None
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# 计算价格和成交量趋势
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price_trend = sum(1 if close_series[i] > close_series[i+1] else -1 for i in range(window-1))
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volume_trend = sum(1 if volume_series[i] > volume_series[i+1] else -1 for i in range(window-1))
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# 计算背离程度
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divergence = price_trend * volume_trend * -1 # 反向为背离
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return np.clip(divergence / (window - 1), -1, 1)
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def test_volume_price_divergence():
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"""测试volume_price_divergence因子计算"""
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# 测试场景1：价格和成交量同向变动（无背离）
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print("测试场景1：价格和成交量同向变动")
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close_prices_1 = [100, 101, 102, 103, 104, 105, 106, 107, 108, 109]
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volume_prices_1 = [1000, 1100, 1200, 1300, 1400, 1500, 1600, 1700, 1800, 1900]
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result_1 = compute_volume_price_divergence(close_prices_1, volume_prices_1)
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print(f"同向变动结果: {result_1}")
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# 测试场景2：价格和成交量反向变动（强背离）
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print("\n测试场景2：价格和成交量反向变动")
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close_prices_2 = [109, 108, 107, 106, 105, 104, 103, 102, 101, 100]
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volume_prices_2 = [1000, 1100, 1200, 1300, 1400, 1500, 1600, 1700, 1800, 1900]
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result_2 = compute_volume_price_divergence(close_prices_2, volume_prices_2)
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print(f"反向变动结果: {result_2}")
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# 测试场景3：价格上升，成交量下降（背离）
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print("\n测试场景3：价格上升，成交量下降")
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close_prices_3 = [100, 101, 102, 103, 104, 105, 106, 107, 108, 109]
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volume_prices_3 = [1900, 1800, 1700, 1600, 1500, 1400, 1300, 1200, 1100, 1000]
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result_3 = compute_volume_price_divergence(close_prices_3, volume_prices_3)
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print(f"价格上涨成交量下降结果: {result_3}")
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# 测试场景4：价格下降，成交量上升（背离）
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print("\n测试场景4：价格下降，成交量上升")
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close_prices_4 = [109, 108, 107, 106, 105, 104, 103, 102, 101, 100]
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volume_prices_4 = [1000, 1100, 1200, 1300, 1400, 1500, 1600, 1700, 1800, 1900]
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result_4 = compute_volume_price_divergence(close_prices_4, volume_prices_4)
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print(f"价格下降成交量上升结果: {result_4}")
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# 测试场景5：震荡市场（弱背离）
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print("\n测试场景5：震荡市场")
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close_prices_5 = [100, 100.5, 99.5, 101, 99, 100.5, 99.5, 100, 100.5, 99.5]
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volume_prices_5 = [1000, 1100, 1200, 1300, 1400, 1500, 1600, 1700, 1800, 1900]
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result_5 = compute_volume_price_divergence(close_prices_5, volume_prices_5)
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print(f"震荡市场结果: {result_5}")
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if __name__ == "__main__":
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test_volume_price_divergence() |