均线策略（python版）教学性质，实盘慎用。
import types
import peakutils
import os
import time
import numpy
def main():
MA_LINES = ['5_8','5_13','5_21','5_34','8_13','8_21','8_34','13_21','13_34','21_34']
initAccount = ext.GetAccount()
reported_price_list = []
while True:
lines_up = True
for lines in MA_LINES:
data = lines.split('_')
FastPeriod,SlowPeriod = int(data[0]),int(data[1])
n = ext.Cross(FastPeriod,SlowPeriod)
if n <= 0:
lines_up = False
break
if lines_up == True:
records = exchange.GetRecords(PERIOD_M15)
current_price = records[-1].get("Close", 0)
times = [record.get("Time", 0) for record in records]
y = [record.get("High", 0) for record in records]
x = [i for i in xrange(1,len(y)+1)]
x, y = numpy.array(x),numpy.array(y)
n_peaks = 2
prepared = y - peakutils.baseline(y, 3)
idx = peakutils.indexes(prepared, thres=0.03, min_dist=10)
previous_high = y[sorted(idx.tolist()[:10])[-1]]
previous_time = int(str(times[idx.tolist()[-1]])[:-3])
previous_time = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(previous_time))
if current_price >= previous_high:
if previous_high not in reported_price_list:
Log("五线向上,突破前期:",previous_time,"的高点:",previous_high, "当前价格:",current_price)
reported_price_list.append(previous_high)
Sleep(1000)