基于类的信号发生器

Question

我正在创建一个基于类的信号发生器，在给定买入阈值、卖出阈值和一系列指标的情况下，在给定的一天内创建一个“买入”“卖出”信号，如果当天的指示数大于卖出阈值。

但是前一天它并不大，所以基本上当该指标超过买入门槛时，当该指标越过买入门槛时，它就会发出一个卖出信号和一个买入信号(它低于当天的阈值，但它没有)。

我想知道这个工作代码是否可以使用zip来清理。

class Directionalindicator_signals():

    def __init__(self, buy_threshold, sell_threshold, list_of_indicators):
        self.buy_threshold = buy_threshold
        self.sell_threshold = sell_threshold
        self.list_of_indicators = list_of_indicators

    def calculate(self):
        signals = ['']
        for i in range(1, len(self.list_of_indicators)):
            if self.list_of_indicators[i] > self.buy_threshold and self.list_of_indicators[i-1] <= self.buy_threshold:
                signals.append('Sell')
            elif self.list_of_indicators[i] < self.buy_threshold and self.list_of_indicators[i-1] >= self.buy_threshold:
                signals.append('Buy')
            else:
                signals.append('')
        return signals

Answer 1

如果不需要的话，我的第一个建议是停止写作课程：您的类只有两个方法--一个init和一个适当的方法。这很可能是作为一个简单的函数编写的：

def calculate_directions(buy_threshold, sell_threshold, list_of_indicators):
    signals = ['']
    for i in range(1, len(list_of_indicators)):
        if list_of_indicators[i] > buy_threshold and list_of_indicators[i-1] <= buy_threshold:
            signals.append('Sell')
        elif list_of_indicators[i] < buy_threshold and list_of_indicators[i-1] >= buy_threshold:
            signals.append('Buy')
        else:
            signals.append('')
    return signals

那么，它似乎比sell_threshold更明显是没有用的。

此外，正如jonrsharpe的评论所建议的那样，您可以使用zip：

def calculate_directions(buy_threshold, list_of_indicators):
    signals = ['']
    for prev, curr in zip(list_of_indicators, list_of_indicators[1:]):
        if curr > buy_threshold and prev <= buy_threshold:
            signals.append('Sell')
        elif curr < buy_threshold and prev >= buy_threshold:
            signals.append('Buy')
        else:
            signals.append('')
    return signals

这可以用列表理解来写：

def calculate_directions(buy_threshold, list_of_indicators):
    return ['']+[('Sell' if (curr > buy_threshold and prev <= buy_threshold) else ('Buy' if (curr < buy_threshold and prev >= buy_threshold) else '')) for prev, curr in zip(list_of_indicators, list_of_indicators[1:])]

在现实生活中，我建议不要将列表中的逻辑理解为函数。