1、新增dp策略

src/indicators/indicator_list.py

@@ -14,6 +14,7 @@ INDICATOR_LIST = [
     RSI(35),
     RSI(40),
     HistoricalRange(shift_window=0),
+    HistoricalRange(shift_window=1),
     HistoricalRange(shift_window=6),
     HistoricalRange(shift_window=13),
     HistoricalRange(shift_window=20),
@@ -24,17 +25,35 @@ INDICATOR_LIST = [
     StochasticOscillator(fastk_period=14, slowd_period=3, slowk_period=3),
     StochasticOscillator(fastk_period=5, slowd_period=3, slowk_period=3),
     StochasticOscillator(fastk_period=21, slowd_period=5, slowk_period=5),
-    RateOfChange(window=5),
-    RateOfChange(window=10),
-    RateOfChange(window=15),
-    RateOfChange(window=20),
-    NormalizedATR(window=5),
-    NormalizedATR(window=14),
-    NormalizedATR(window=21),
-    ADX(window=7),
-    ADX(window=14),
-    ADX(window=30),
-    BollingerBandwidth(window=10, nbdev=1.5),
-    BollingerBandwidth(window=20, nbdev=2.0),
-    BollingerBandwidth(window=50, nbdev=2.5),
+    RateOfChange(5),
+    RateOfChange(10),
+    RateOfChange(15),
+    RateOfChange(20),
+    NormalizedATR(5),
+    NormalizedATR(14),
+    NormalizedATR(21),
+    ADX(7),
+    ADX(14),
+    ADX(30),
+    ADX(60),
+    ADX(120),
+    ADX(240),
+    BollingerBandwidth(10, nbdev=1.5),
+    BollingerBandwidth(20, nbdev=2.0),
+    BollingerBandwidth(50, nbdev=2.5),
+    PriceRangeToVolatilityRatio(3, 5),
+    PriceRangeToVolatilityRatio(3, 14),
+    PriceRangeToVolatilityRatio(3, 21),
+    PriceRangeToVolatilityRatio(7, 5),
+    PriceRangeToVolatilityRatio(7, 14),
+    PriceRangeToVolatilityRatio(7, 21),
+    PriceRangeToVolatilityRatio(21, 5),
+    PriceRangeToVolatilityRatio(21, 14),
+    PriceRangeToVolatilityRatio(21, 21),
+    # ImpulseCandleConviction(3, 1),
+    # RelativeVolumeInWindow(3, 5),
+    # RelativeVolumeInWindow(3, 14),
+    # RelativeVolumeInWindow(3, 21),
+    # RelativeVolumeInWindow(3, 30),
+    # RelativeVolumeInWindow(3, 40),
 ]