style(selection): apply ruff format to gold_brick module
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@@ -19,9 +19,7 @@ from .zhixing_b1 import compute_signal_masks, prepare_zhixing_b1_indicators
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GOLD_BRICK_MINIMUM_HISTORY = 200
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GOLD_BRICK_TURNOVER_RATE_THRESHOLD = 0.99
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GOLD_BRICK_SIGNAL_ORDER: tuple[GoldBrickCategory, ...] = (
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GoldBrickCategory.RESONANCE,
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)
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GOLD_BRICK_SIGNAL_ORDER: tuple[GoldBrickCategory, ...] = (GoldBrickCategory.RESONANCE,)
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def _safe_ratio(numerator: pd.Series, denominator: pd.Series) -> pd.Series:
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@@ -90,9 +88,7 @@ def prepare_gold_brick_indicators(frame: pd.DataFrame, code: str) -> pd.DataFram
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)
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multiple_volume_bonus = pd.Series(
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np.where(
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(close > open_price)
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& (close > previous_close)
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& (volume > previous_volume * 1.8),
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(close > open_price) & (close > previous_close) & (volume > previous_volume * 1.8),
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multiple_volume_coefficient,
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1.0,
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),
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@@ -115,13 +111,9 @@ def prepare_gold_brick_indicators(frame: pd.DataFrame, code: str) -> pd.DataFram
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)
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result["j_momentum"] = j_momentum
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result["rsi_momentum"] = rsi_momentum
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result["yellow_column"] = (
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momentum_sum.div(2).mul(shadow_coefficient).mul(multiple_volume_bonus)
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)
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result["yellow_column"] = momentum_sum.div(2).mul(shadow_coefficient).mul(multiple_volume_bonus)
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x_condition = (
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(close > open_price)
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& (close > previous_close)
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& (momentum_sum > previous_momentum_sum)
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(close > open_price) & (close > previous_close) & (momentum_sum > previous_momentum_sum)
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)
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result["x_momentum"] = (
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momentum_sum.sub(previous_momentum_sum)
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@@ -163,9 +155,8 @@ def prepare_gold_brick_indicators(frame: pd.DataFrame, code: str) -> pd.DataFram
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high - close,
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high - upper_shadow_floor,
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)
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result["upper_shadow_condition"] = (
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((close >= open_price) | (close > previous_close))
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& (result["upper_shadow_strength"] > 0.618)
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result["upper_shadow_condition"] = ((close >= open_price) | (close > previous_close)) & (
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result["upper_shadow_strength"] > 0.618
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)
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long = result["long_oscillator"]
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