39 lines
1.3 KiB
Python
39 lines
1.3 KiB
Python
"""순수 TA 지표 — sma / rsi_series / highest_high."""
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from __future__ import annotations
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def sma(values: list[float], period: int) -> float | None:
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if period <= 0 or len(values) < period:
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return None
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return sum(values[-period:]) / period
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def highest_high(highs: list[float], period: int) -> float | None:
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if period <= 0 or len(highs) < period:
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return None
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return max(highs[-period:])
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def rsi_series(closes: list[float], period: int = 14) -> list[float]:
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"""Wilder RSI. 반환 리스트는 closes[period:]에 1:1 정렬. 부족하면 []."""
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if len(closes) <= period:
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return []
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deltas = [closes[i] - closes[i - 1] for i in range(1, len(closes))]
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gains = [d if d > 0 else 0.0 for d in deltas]
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losses = [-d if d < 0 else 0.0 for d in deltas]
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def _rsi(ag: float, al: float) -> float:
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if al == 0:
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return 100.0
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rs = ag / al
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return 100.0 - 100.0 / (1.0 + rs)
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avg_gain = sum(gains[:period]) / period
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avg_loss = sum(losses[:period]) / period
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out = [_rsi(avg_gain, avg_loss)]
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for i in range(period, len(deltas)):
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avg_gain = (avg_gain * (period - 1) + gains[i]) / period
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avg_loss = (avg_loss * (period - 1) + losses[i]) / period
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out.append(_rsi(avg_gain, avg_loss))
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return out
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