我有一个计算移动平均线的函数。但它给了我一个错误的“买入”信号输出。这是我的代码:
def calculate(self, alist, days=2):
averages = []
signals = []
prices = [float(n) for n in alist[1::2]]
window = collections.deque(maxlen=days)
for price in prices:
window.append(price)
averages.append(0)
signals.append("")
if len(window) == days:
mavg = sum(window) / days
averages[-1] = mavg
if price < mavg:
signals[-1] = "SELL"
elif price > mavg:
signals[-1] = "BUY"
tol=0.01
averages[:] = ("%.2f" % avg if abs(avg)>=tol else ' ' for avg in averages)
return averages, signals
该函数检查当日收盘价是否高于当日移动平均线。但买入条件是当日收盘价高于当日均线,前一日收盘价低于前日均线。如何对此进行更改?