示例代码

交易策略示例

import techkit as tk
import numpy as np

def simple_strategy(prices: np.ndarray) -> list:
    """Simple RSI + MA crossover strategy."""
    
    sma_fast = tk.SMA(10).calculate(prices)
    sma_slow = tk.SMA(30).calculate(prices)
    rsi = tk.RSI(14).calculate(prices)
    
    signals = []
    for i in range(1, len(prices)):
        if np.isnan(sma_fast[i]) or np.isnan(sma_slow[i]) or np.isnan(rsi[i]):
            signals.append(0)
            continue
            
        # Buy: Fast MA crosses above Slow MA, RSI < 70
        if sma_fast[i] > sma_slow[i] and sma_fast[i-1] <= sma_slow[i-1] and rsi[i] < 70:
            signals.append(1)
        # Sell: Fast MA crosses below Slow MA, RSI > 30
        elif sma_fast[i] < sma_slow[i] and sma_fast[i-1] >= sma_slow[i-1] and rsi[i] > 30:
            signals.append(-1)
        else:
            signals.append(0)
    
    return signals

实时流式处理

import techkit as tk
import asyncio

class IndicatorManager:
    def __init__(self):
        self.sma = tk.SMA(20)
        self.rsi = tk.RSI(14)
        self.macd = tk.MACD(12, 26, 9)
        self.bbands = tk.BBANDS(20, 2.0)
    
    def on_price(self, price: float) -> dict:
        return {
            'sma': self.sma.update(price),
            'rsi': self.rsi.update(price),
            'macd': self.macd.update(price),
            'bbands': self.bbands.update(price),
        }

async def stream_processor():
    manager = IndicatorManager()
    
    async for price in price_stream():
        indicators = manager.on_price(price)
        
        if indicators['rsi'].valid:
            rsi_val = indicators['rsi'].value
            if rsi_val > 70:
                print(f"⚠️ Overbought: RSI = {rsi_val:.1f}")
            elif rsi_val < 30:
                print(f"⚠️ Oversold: RSI = {rsi_val:.1f}")

Pandas 集成

import techkit as tk
import pandas as pd
import numpy as np

def add_indicators(df: pd.DataFrame) -> pd.DataFrame:
    """Add technical indicators to DataFrame."""
    
    close = df['close'].values
    
    df['sma_20'] = tk.SMA(20).calculate(close)
    df['sma_50'] = tk.SMA(50).calculate(close)
    df['rsi_14'] = tk.RSI(14).calculate(close)
    
    macd, signal, hist = tk.MACD(12, 26, 9).calculate(close)
    df['macd'] = macd
    df['macd_signal'] = signal
    df['macd_hist'] = hist
    
    upper, middle, lower = tk.BBANDS(20, 2.0).calculate(close)
    df['bb_upper'] = upper
    df['bb_middle'] = middle
    df['bb_lower'] = lower
    
    # OHLCV indicators
    df['atr_14'] = tk.ATR(14).calculate_ohlcv(
        df['open'].values, df['high'].values,
        df['low'].values, df['close'].values,
        df['volume'].values
    )
    
    return df

浏览器示例

<!DOCTYPE html>
<html>
<head>
    <title>TechKit Browser Demo</title>
</head>
<body>
    <canvas id="chart" width="800" height="400"></canvas>
    <script type="module">
        import { SMA, RSI, BBANDS } from 'https://cdn.jsdelivr.net/npm/techkit/+esm';
        
        const prices = [/* your price data */];
        
        const sma20 = new SMA(20);
        const rsi14 = new RSI(14);
        const bbands = new BBANDS(20, 2.0);
        
        const results = prices.map(price => ({
            price,
            sma: sma20.update(price),
            rsi: rsi14.update(price),
            bbands: bbands.update(price)
        }));
        
        console.log('Analysis complete:', results);
    </script>
</body>
</html>