KDJ计算_Perl代码

# Calculate the KDJ value of an array of numbers. # @(K,D,J) = calcKDJ( # /@closepAry,/@lowpAry,/@highpAry,# $rsv_days,$Kdays,$Jdays,$preDaysCnt) # @closepAry -- Close Price Array sorted in descendent date order # $preDaysCnt -- start calculating from @closepAry[$preDaysCnt] data; # sub calcKDJ { my $debug = $FALSE; my ($closepAryRef,$lowpAryRef,$highpAryRef,$N,$M1,$M2,$preDaysCnt) = @_; myd($debug,scalar(@$closepAryRef)," @$closepAryRef"); myd($debug,scalar(@$lowpAryRef)," @$lowpAryRef"); myd($debug,scalar(@$highpAryRef)," @$highpAryRef"); myd($debug,$preDaysCnt); my ($val_rsv,$val_K,$val_D,$val_J) = (); my (@subLowpAry,@subHighpAry) = (); my @preDayVals = (); my $startAryPos = $preDaysCnt; if ($startAryPos > scalar(@$closepAryRef)-1) { $startAryPos = scalar(@$closepAryRef)-1; } my $endAryPos = $preDaysCnt + $N-1; if ($endAryPos > scalar(@$closepAryRef)-1) { $endAryPos = scalar(@$closepAryRef)-1; } myd($debug,"startAryPos: $startAryPos /t endAryPos: $endAryPos"); #Calculate RSV(Raw Stochastic Value) $val_rsv = calcRSV($closepAryRef,$preDaysCnt); if ($startAryPos == scalar(@$closepAryRef)-1) { $val_K = $val_D = 50; # $val_K = $val_D = $val_rsv; } else { @preDayVals = calcKDJ($closepAryRef,$preDaysCnt+1) ; myd($debug,"preDayVals is: @preDayVals"); $val_K = sprintf("%f",1/$M1*$val_rsv + ($M1-1) / $M1 * $preDayVals[0]); $val_D = sprintf("%f",1/$M2*$val_K + ($M2-1) / $M2 * $preDayVals[1]); } $val_J = 3*$val_K - 2*$val_D; myd($debug,"val_rsv: $val_rsv val_K: $val_K,val_D: $val_D,val_J: $val_J"); return ($val_K,$val_J); } # Calculate the W&R value of an array of numbers. # @(WR1,WR2) = calcWR( # /@closepAry,# $wr_days1,$wr_days2,$preDaysCnt) # @closepAry -- Close Price Array sorted in descendent date order # $preDaysCnt -- start calculating from @closepAry[$preDaysCnt] data; # sub calcWR { my ($closepAryRef,$N1,$N2,$preDaysCnt) = @_; my @result = (); push(@result,sprintf("%.2f",100 - calcRSV($closepAryRef,$preDaysCnt)) ); push(@result,$preDaysCnt)) ); return @result; } # Calculate the RSV(Raw Stochastic Value) value of an array of numbers. sub calcRSV { my ($closepAryRef,$preDaysCnt) = @_; my $debug = $FALSE; my $rsvVal = 0; my ($startAryPos,$endAryPos) = (); my (@subLowpAry,@subHighpAry) = (); $startAryPos = $preDaysCnt; if ($startAryPos > scalar(@$closepAryRef)-1) { $startAryPos = scalar(@$closepAryRef)-1; } #calculate RSV value in N days $endAryPos = $preDaysCnt + $N-1; if ($endAryPos > scalar(@$closepAryRef)-1) { $endAryPos = scalar(@$closepAryRef)-1; } myd($debug,"startAryPos: $startAryPos /t endAryPos: $endAryPos"); @subLowpAry = @$lowpAryRef[$startAryPos..$endAryPos]; myd($debug,"subLowpAry is: @subLowpAry"); @subHighpAry = @$highpAryRef[$startAryPos...$endAryPos]; myd($debug,"subHighpAry is: @subHighpAry"); my $minInAry = min(@subLowpAry); my $maxInAry = max(@subHighpAry); if ($minInAry == $maxInAry) { $rsvVal = 0.00; } else { $rsvVal = sprintf("%.2f",($$closepAryRef[$startAryPos] - $minInAry) / ($maxInAry - $minInAry) * 100); } return $rsvVal; }