python calculation Psar

 

def 계산psar(self,barsdata, iaf=0.02, maxaf=0.2):
    length = len(barsdata)
    first_index = 0
    high = list(barsdata['high'])
    low = list(barsdata['low'])
    close = list(barsdata['y'])
    psar = close[0:len(close)]
    bull = True
    af = iaf

    hp = high[first_index]
    lp = low[first_index]


    for i in range(first_index+2, length):
        if bull:
            psar[i] = psar[i - 1] + af * (hp - psar[i - 1])
        else:
            psar[i] = psar[i - 1] + af * (lp - psar[i - 1])
        reverse = False
        if bull:
            if low[i] < psar[i]:
                bull = False
                reverse = True
                psar[i] = hp
                lp = low[i]
                af = iaf
        else:
            if high[i] > psar[i]:
                bull = True
                reverse = True
                psar[i] = lp
                hp = high[i]
                af = iaf
        if not reverse:
            if bull:
                if high[i] > hp:
                    hp = high[i]
                    af = min(af + iaf, maxaf)
                if low[i - 1] < psar[i]:
                    psar[i] = low[i - 1]
                if low[i - 2] < psar[i]:
                    psar[i] = low[i - 2]
            else:
                if low[i] < lp:
                    lp = low[i]
                    af = min(af + iaf, maxaf)
                if high[i - 1] > psar[i]:
                    psar[i] = high[i - 1]
                if high[i - 2] > psar[i]:
                    psar[i] = high[i - 2]


    barsdata["psar"] = psar

def 실시간계산psar(self,barsdata, iaf=0.02, maxaf=0.2):

    length = len(barsdata)
    first_index = len(barsdata)-2
    high = list(barsdata['high'])
    low = list(barsdata['low'])

    bull = True
    af = iaf

    hp = high[first_index]
    lp = low[first_index]

    for i in range(first_index + 2, length):
        if bull:
            barsdata["psar"].iloc[i] = barsdata["psar"].iloc[i - 1] + af * (hp - barsdata["psar"].iloc[i - 1])
        else:
            barsdata["psar"].iloc[i] = barsdata["psar"].iloc[i - 1] + af * (lp - barsdata["psar"].iloc[i - 1])
        reverse = False
        if bull:
            if low[i] < barsdata["psar"].iloc[i]:
                bull = False
                reverse = True
                barsdata["psar"].iloc[i] = hp
                lp = low[i]
                af = iaf
        else:
            if high[i] > barsdata["psar"].iloc[i]:
                bull = True
                reverse = True
                barsdata["psar"].iloc[i] = lp
                hp = high[i]
                af = iaf
        if not reverse:
            if bull:
                if high[i] > hp:
                    hp = high[i]
                    af = min(af + iaf, maxaf)
                if low[i - 1] < barsdata["psar"].iloc[i]:
                    barsdata["psar"].iloc[i] = low[i - 1]
                if low[i - 2] < barsdata["psar"].iloc[i]:
                    barsdata["psar"].iloc[i] = low[i - 2]
            else:
                if low[i] < lp:
                    lp = low[i]
                    af = min(af + iaf, maxaf)
                if high[i - 1] > barsdata["psar"].iloc[i]:
                    barsdata["psar"].iloc[i] = high[i - 1]
                if high[i - 2] > barsdata["psar"].iloc[i]:
                    barsdata["psar"].iloc[i] = high[i - 2]