我想计算/ ES的RSI值，但该功能不起作用。我不知道自己在哪里犯错。你能帮我吗？
这里是输入数据，以print_r($data)打印。
Array ( [0] => 2859.50 [1] => 2859.00 [2] => 2859.75 [3] => 2857.25 [4] => 2860.25 [5] => 2861.50 [6] => 2860.75 [7] => 2862.00 [8] => 2856.00 [9] => 2853.25 [10] => 2852.50 [11] => 2850.75 [12] => 2854.00 [13] => 2852.00 [14] => 2847.75 [15] => 2847.00 [16] => 2847.00 [17] => 2855.75 [18] => 2854.00 [19] => 2860.00 [20] => 2866.50 [21] => 2866.75 [22] => 2866.25 [23] => 2865.75 [24] => 2868.75 [25] => 2862.75 [26] => 2863.75 [27] => 2863.75 [28] => 2859.75 [29] => 2854.25 [30] => 2858.25 [31] => 2858.75 [32] => 2862.50 [33] => 2868.50 [34] => 2887.00 [35] => 2889.25 [36] => 2883.75 [37] => 2887.50 [38] => 2888.00 [39] => 2884.50 [40] => 2883.00 [41] => 2882.00 [42] => 2879.00 [43] => 2881.00 [44] => 2881.50 [45] => 2884.75 [46] => 2887.75 [47] => 2885.75 [48] => 2886.00 [49] => 2882.25 [50] => 2878.25 [51] => 2876.50 [52] => 2874.75 [53] => 2872.00 [54] => 2873.25 [55] => 2877.75 [56] => 2868.50 [57] => 2863.00 [58] => 2863.50 [59] => 2861.25 [60] => 2862.25 [61] => 2863.25 [62] => 2862.00 [63] => 2855.75 [64] => 2853.50 [65] => 2855.50 [66] => 2857.50 [67] => 2854.75 [68] => 2853.25 [69] => 2848.50 [70] => 2851.00 [71] => 2850.25 [72] => 2849.00 [73] => 2840.50 [74] => 2842.00 [75] => 2834.00 [76] => 2848.00 [77] => 2861.25 [78] => 2860.75 [79] => 2860.75 [80] => 2861.25 [81] => 2854.25 [82] => 2851.75 [83] => 2851.25 [84] => 2847.00 [85] => 2847.75 [86] => 2851.25 [87] => 2847.00 [88] => 2848.00 [89] => 2848.00 [90] => 2848.25 [91] => 2849.50 [92] => 2846.25 [93] => 2845.50 [94] => 2847.25 [95] => 2841.75 [96] => 2842.00 [97] => 2844.75 [98] => 2843.00 [99] => 2844.00 [100] => 2844.00 [101] => 2846.50 [102] => 2846.00 [103] => 2847.25 [104] => 2845.50 [105] => 2840.50 [106] => 2840.75 [107] => 2839.25 [108] => 2836.00 [109] => 2833.50 [110] => 2836.00 [111] => 2831.25 [112] => 2829.25 [113] => 2827.75 [114] => 2828.75 [115] => 2827.50 [116] => 2829.75 [117] => 2832.25 [118] => 2829.25 [119] => 2827.50 [120] => 2826.00 [121] => 2825.25 [122] => 2833.00 [123] => 2833.75 [124] => 2829.25 [125] => 2824.50 [126] => 2821.25 [127] => 2808.75 [128] => 2811.75 [129] => 2813.50 [130] => 2810.75 [131] => 2805.75 [132] => 2804.50 [133] => 2804.25 [134] => 2807.50 [135] => 2810.00 [136] => 2815.25 [137] => 2810.25 [138] => 2810.75 [139] => 2812.75 [140] => 2806.50 [141] => 2808.50 [142] => 2803.75 [143] => 2811.00 [144] => 2808.00 [145] => 2809.50 [146] => 2802.50 [147] => 2793.50 [148] => 2804.25 [149] => 2804.25 [150] => 2801.50 [151] => 2804.25 [152] => 2806.50 [153] => 2803.00 [154] => 2800.00 [155] => 2798.75 [156] => 2797.75 [157] => 2795.00 [158] => 2796.50 [159] => 2799.25 [160] => 2798.25 [161] => 2797.75 [162] => 2796.25 [163] => 2790.75 [164] => 2784.25 [165] => 2787.00 [166] => 2794.50 [167] => 2795.25 [168] => 2799.25 [169] => 2800.75 [170] => 2800.75 [171] => 2804.50 [172] => 2798.00 [173] => 2804.75 [174] => 2809.75 [175] => 2808.75 [176] => 2801.50 [177] => 2803.50 [178] => 2794.50 [179] => 2795.50 [180] => 2799.75 [181] => 2799.50 [182] => 2798.50 [183] => 2797.75 [184] => 2796.50 [185] => 2803.75 [186] => 2806.50 [187] => 2803.25 [188] => 2798.75 [189] => 2799.50 [190] => 2795.00 [191] => 2795.00 [192] => 2793.00 [193] => 2789.25 [194] => 2793.75 [195] => 2788.50 [196] => 2789.25 [197] => 2782.75 [198] => 2775.75 [199] => 2781.50 )
这里是功能。
function xrun($data, $period = 14){
$change_array = array();
//loop data
foreach($data as $key => $row){
//need 2 points to get change
if($key >= 1){
$change = $data[$key]['close'] - $data[$key - 1]['close'];
//add to front
array_unshift($change_array, $change);
//pop back if too long
if(count($change_array) > $period)
array_pop($change_array);
}
//have enough data to calc rsi
if($key > $period){
//reduce change array getting sum loss and sum gains
$res = array_reduce($change_array, function($result, $item) {
if($item >= 0)
$result['sum_gain'] += $item;
if($item < 0)
$result['sum_loss'] += abs($item);
return $result;
}, array('sum_gain' => 0, 'sum_loss' => 0));
$avg_gain = $res['sum_gain'] / $period;
$avg_loss = $res['sum_loss'] / $period;
//check divide by zero
if($avg_loss == 0){
$rsi = 100;
} else {
//calc and normalize
$rs = $avg_gain / $avg_loss;
$rsi = 100 - (100 / ( 1 + $rs));
}
//save
$data[$key]['val'] = $rsi;
}
}
return $data;
}
它应该输出一个值在0到100之间的数组，但它按原样输出$ data，但在第14个元素之后的值要低1000。这没有任何意义。
Q：“ RSI函数无法返回任何有意义的结果”？
嗯，这段优美的代码可以正常工作：
<?php
// _____________________________________________________________________
function xrun( $data, $period = 14 ){
$change_array = array();
foreach( $data as $key => $row ){ // loop data
if( $key >= 1 ){ // need 2 points to get change
$change = $data[$key]['close'] - $data[$key - 1]['close'];
array_unshift( $change_array, $change ); // add to front
if( count( $change_array ) > $period ) // pop back if too long
array_pop( $change_array );
}
if( $key > $period ){ // have enough data to calc rsi
$res = array_reduce( $change_array,
function( $result, $item ) { // reduce change array getting sum loss and sum gains
if( $item >= 0 )
$result['sum_gain'] += $item;
if( $item < 0 )
$result['sum_loss'] += abs( $item );
return $result;
},
array( 'sum_gain' => 0,
'sum_loss' => 0
)
);
$avg_gain = $res['sum_gain'] / $period;
$avg_loss = $res['sum_loss'] / $period;
if( $avg_loss == 0 ){ // check divide by zero
$rsi = 100;
} else {
$rs = $avg_gain / $avg_loss; // calc and normalize
$rsi = 100 - ( 100 / ( 1 + $rs ) );
}
$data[$key]['val'] = $rsi; // save
}
}
return $data;
}
// _____________________________________________________________________
$demoArray = array(
array( "close" => 2859.50, "val" => -1 ),
array( "close" => 2859.00, "val" => -1 ),
array( "close" => 2859.75, "val" => -1 ),
array( "close" => 2857.25, "val" => -1 ),
array( "close" => 2860.25, "val" => -1 ),
array( "close" => 2861.50, "val" => -1 ),
array( "close" => 2860.75, "val" => -1 ),
array( "close" => 2862.00, "val" => -1 ),
array( "close" => 2856.00, "val" => -1 ),
array( "close" => 2853.25, "val" => -1 ),
array( "close" => 2852.50, "val" => -1 ),
array( "close" => 2850.75, "val" => -1 ),
array( "close" => 2854.00, "val" => -1 ),
array( "close" => 2852.00, "val" => -1 ),
array( "close" => 2847.75, "val" => -1 ),
array( "close" => 2847.00, "val" => -1 ),
array( "close" => 2847.00, "val" => -1 ),
array( "close" => 2855.75, "val" => -1 ),
array( "close" => 2854.00, "val" => -1 ),
array( "close" => 2860.00, "val" => -1 ),
array( "close" => 2866.50, "val" => -1 ),
array( "close" => 2866.75, "val" => -1 ),
array( "close" => 2866.25, "val" => -1 ),
array( "close" => 2865.75, "val" => -1 ),
array( "close" => 2868.75, "val" => -1 ),
array( "close" => 2862.75, "val" => -1 ),
array( "close" => 2863.75, "val" => -1 ),
array( "close" => 2863.75, "val" => -1 ),
array( "close" => 2859.75, "val" => -1 ),
array( "close" => 2854.25, "val" => -1 ),
array( "close" => 2858.25, "val" => -1 ),
array( "close" => 2858.75, "val" => -1 ),
array( "close" => 2862.50, "val" => -1 ),
array( "close" => 2868.50, "val" => -1 ),
array( "close" => 2887.00, "val" => -1 ),
array( "close" => 2889.25, "val" => -1 ),
array( "close" => 2883.75, "val" => -1 ),
array( "close" => 2887.50, "val" => -1 ),
array( "close" => 2888.00, "val" => -1 ),
array( "close" => 2884.50, "val" => -1 ),
array( "close" => 2883.00, "val" => -1 ),
array( "close" => 2882.00, "val" => -1 ),
array( "close" => 2879.00, "val" => -1 ),
array( "close" => 2881.00, "val" => -1 ),
array( "close" => 2881.50, "val" => -1 ),
array( "close" => 2884.75, "val" => -1 ),
array( "close" => 2887.75, "val" => -1 ),
array( "close" => 2885.75, "val" => -1 ),
array( "close" => 2886.00, "val" => -1 ),
array( "close" => 2882.25, "val" => -1 ),
array( "close" => 2878.25, "val" => -1 ),
array( "close" => 2876.50, "val" => -1 ),
array( "close" => 2874.75, "val" => -1 ),
array( "close" => 2872.00, "val" => -1 ),
array( "close" => 2873.25, "val" => -1 ),
array( "close" => 2877.75, "val" => -1 ),
array( "close" => 2868.50, "val" => -1 ),
array( "close" => 2863.00, "val" => -1 ),
array( "close" => 2863.50, "val" => -1 ),
array( "close" => 2861.25, "val" => -1 ),
array( "close" => 2862.25, "val" => -1 ),
array( "close" => 2863.25, "val" => -1 ),
array( "close" => 2862.00, "val" => -1 ),
array( "close" => 2855.75, "val" => -1 ),
array( "close" => 2853.50, "val" => -1 ),
array( "close" => 2855.50, "val" => -1 ),
array( "close" => 2857.50, "val" => -1 ),
array( "close" => 2854.75, "val" => -1 ),
array( "close" => 2853.25, "val" => -1 ),
array( "close" => 2848.50, "val" => -1 ),
array( "close" => 2851.00, "val" => -1 ),
array( "close" => 2850.25, "val" => -1 ),
array( "close" => 2849.00, "val" => -1 ),
array( "close" => 2840.50, "val" => -1 ),
array( "close" => 2842.00, "val" => -1 ),
array( "close" => 2834.00, "val" => -1 ),
array( "close" => 2848.00, "val" => -1 ),
array( "close" => 2861.25, "val" => -1 ),
array( "close" => 2860.75, "val" => -1 ),
array( "close" => 2860.75, "val" => -1 ),
array( "close" => 2861.25, "val" => -1 ),
array( "close" => 2854.25, "val" => -1 ),
array( "close" => 2851.75, "val" => -1 ),
array( "close" => 2851.25, "val" => -1 ),
array( "close" => 2847.00, "val" => -1 ),
array( "close" => 2847.75, "val" => -1 ),
array( "close" => 2851.25, "val" => -1 ),
array( "close" => 2847.00, "val" => -1 ),
array( "close" => 2848.00, "val" => -1 ),
array( "close" => 2848.00, "val" => -1 ),
array( "close" => 2848.25, "val" => -1 ),
array( "close" => 2849.50, "val" => -1 ),
array( "close" => 2846.25, "val" => -1 ),
array( "close" => 2845.50, "val" => -1 ),
array( "close" => 2847.25, "val" => -1 ),
array( "close" => 2841.75, "val" => -1 ),
array( "close" => 2842.00, "val" => -1 ),
array( "close" => 2844.75, "val" => -1 ),
array( "close" => 2843.00, "val" => -1 ),
array( "close" => 2844.00, "val" => -1 ),
array( "close" => 2844.00, "val" => -1 ),
array( "close" => 2846.50, "val" => -1 ),
array( "close" => 2846.00, "val" => -1 ),
array( "close" => 2847.25, "val" => -1 ),
array( "close" => 2845.50, "val" => -1 ),
array( "close" => 2840.50, "val" => -1 ),
array( "close" => 2840.75, "val" => -1 ),
array( "close" => 2839.25, "val" => -1 ),
array( "close" => 2836.00, "val" => -1 ),
array( "close" => 2833.50, "val" => -1 ),
array( "close" => 2836.00, "val" => -1 ),
array( "close" => 2831.25, "val" => -1 ),
array( "close" => 2829.25, "val" => -1 ),
array( "close" => 2827.75, "val" => -1 ),
array( "close" => 2828.75, "val" => -1 ),
array( "close" => 2827.50, "val" => -1 ),
array( "close" => 2829.75, "val" => -1 ),
array( "close" => 2832.25, "val" => -1 ),
array( "close" => 2829.25, "val" => -1 ),
array( "close" => 2827.50, "val" => -1 ),
array( "close" => 2826.00, "val" => -1 ),
array( "close" => 2825.25, "val" => -1 ),
array( "close" => 2833.00, "val" => -1 ),
array( "close" => 2833.75, "val" => -1 ),
array( "close" => 2829.25, "val" => -1 ),
array( "close" => 2824.50, "val" => -1 ),
array( "close" => 2821.25, "val" => -1 ),
array( "close" => 2808.75, "val" => -1 ),
array( "close" => 2811.75, "val" => -1 ),
array( "close" => 2813.50, "val" => -1 ),
array( "close" => 2810.75, "val" => -1 ),
array( "close" => 2805.75, "val" => -1 ),
array( "close" => 2804.50, "val" => -1 ),
array( "close" => 2804.25, "val" => -1 ),
array( "close" => 2807.50, "val" => -1 ),
array( "close" => 2810.00, "val" => -1 ),
array( "close" => 2815.25, "val" => -1 ),
array( "close" => 2810.25, "val" => -1 ),
array( "close" => 2810.75, "val" => -1 ),
array( "close" => 2812.75, "val" => -1 ),
array( "close" => 2806.50, "val" => -1 ),
array( "close" => 2808.50, "val" => -1 ),
array( "close" => 2803.75, "val" => -1 ),
array( "close" => 2811.00, "val" => -1 ),
array( "close" => 2808.00, "val" => -1 ),
array( "close" => 2809.50, "val" => -1 ),
array( "close" => 2802.50, "val" => -1 ),
array( "close" => 2793.50, "val" => -1 ),
array( "close" => 2804.25, "val" => -1 ),
array( "close" => 2804.25, "val" => -1 ),
array( "close" => 2801.50, "val" => -1 ),
array( "close" => 2804.25, "val" => -1 ),
array( "close" => 2806.50, "val" => -1 ),
array( "close" => 2803.00, "val" => -1 ),
array( "close" => 2800.00, "val" => -1 ),
array( "close" => 2798.75, "val" => -1 ),
array( "close" => 2797.75, "val" => -1 ),
array( "close" => 2795.00, "val" => -1 ),
array( "close" => 2796.50, "val" => -1 ),
array( "close" => 2799.25, "val" => -1 ),
array( "close" => 2798.25, "val" => -1 ),
array( "close" => 2797.75, "val" => -1 ),
array( "close" => 2796.25, "val" => -1 ),
array( "close" => 2790.75, "val" => -1 ),
array( "close" => 2784.25, "val" => -1 ),
array( "close" => 2787.00, "val" => -1 ),
array( "close" => 2794.50, "val" => -1 ),
array( "close" => 2795.25, "val" => -1 ),
array( "close" => 2799.25, "val" => -1 ),
array( "close" => 2800.75, "val" => -1 ),
array( "close" => 2800.75, "val" => -1 ),
array( "close" => 2804.50, "val" => -1 ),
array( "close" => 2798.00, "val" => -1 ),
array( "close" => 2804.75, "val" => -1 ),
array( "close" => 2809.75, "val" => -1 ),
array( "close" => 2808.75, "val" => -1 ),
array( "close" => 2801.50, "val" => -1 ),
array( "close" => 2803.50, "val" => -1 ),
array( "close" => 2794.50, "val" => -1 ),
array( "close" => 2795.50, "val" => -1 ),
array( "close" => 2799.75, "val" => -1 ),
array( "close" => 2799.50, "val" => -1 ),
array( "close" => 2798.50, "val" => -1 ),
array( "close" => 2797.75, "val" => -1 ),
array( "close" => 2796.50, "val" => -1 ),
array( "close" => 2803.75, "val" => -1 ),
array( "close" => 2806.50, "val" => -1 ),
array( "close" => 2803.25, "val" => -1 ),
array( "close" => 2798.75, "val" => -1 ),
array( "close" => 2799.50, "val" => -1 ),
array( "close" => 2795.00, "val" => -1 ),
array( "close" => 2795.00, "val" => -1 ),
array( "close" => 2793.00, "val" => -1 ),
array( "close" => 2789.25, "val" => -1 ),
array( "close" => 2793.75, "val" => -1 ),
array( "close" => 2788.50, "val" => -1 ),
array( "close" => 2789.25, "val" => -1 ),
array( "close" => 2782.75, "val" => -1 ),
array( "close" => 2775.75, "val" => -1 ),
array( "close" => 2781.50, "val" => -1 )
);
// _____________________________________________________________________
print_r( xrun( $demoArray ) );
// _____________________________________________________________________
?>
并根据指定产生RSI值。
Array (
[ 0] => Array ( [close] => 2859.5 [val] => -1 )
[ 1] => Array ( [close] => 2859 [val] => -1 )
[ 2] => Array ( [close] => 2859.75 [val] => -1 )
[ 3] => Array ( [close] => 2857.25 [val] => -1 )
[ 4] => Array ( [close] => 2860.25 [val] => -1 )
[ 5] => Array ( [close] => 2861.5 [val] => -1 )
[ 6] => Array ( [close] => 2860.75 [val] => -1 )
[ 7] => Array ( [close] => 2862 [val] => -1 )
[ 8] => Array ( [close] => 2856 [val] => -1 )
[ 9] => Array ( [close] => 2853.25 [val] => -1 )
[10] => Array ( [close] => 2852.5 [val] => -1 )
[11] => Array ( [close] => 2850.75 [val] => -1 )
[12] => Array ( [close] => 2854 [val] => -1 )
[13] => Array ( [close] => 2852 [val] => -1 )
[14] => Array ( [close] => 2847.75 [val] => -1 )
[15] => Array ( [close] => 2847 [val] => 30.645161290323 )
[16] => Array ( [close] => 2847 [val] => 28.925619834711 )
[17] => Array ( [close] => 2855.75 [val] => 47.945205479452 )
[18] => Array ( [close] => 2854 [val] => 41.13475177305 )
[19] => Array ( [close] => 2860 [val] => 48.125 )
[20] => Array ( [close] => 2866.5 [val] => 56.284153005464 ) [21] => Array ( [close] => 2866.75 [val] => 55.307262569832 ) [22] => Array ( [close] => 2866.25 [val] => 63.057324840764 ) [23] => Array ( [close] => 2865.75 [val] => 66.891891891892 ) [24] => Array ( [close] => 2868.75 [val] => 70.700636942675 ) [25] => Array ( [close] => 2862.75 [val] => 63.793103448276 ) [26] => Array ( [close] => 2863.75 [val] => 61.818181818182 ) [27] => Array ( [close] => 2863.75 [val] => 64.968152866242 ) [28] => Array ( [close] => 2859.75 [val] => 65.384615384615 ) [29] => Array ( [close] => 2854.25 [val] => 58.285714285714 ) [30] => Array ( [close] => 2858.25 [val] => 61.780104712042 ) [31] => Array ( [close] => 2858.75 [val] => 53.79746835443 ) [32] => Array ( [close] => 2862.5 [val] => 60.240963855422 ) [33] => Array ( [close] => 2868.5 [val] => 60.240963855422 ) [34] => Array ( [close] => 2887 [val] => 69.158878504673 ) [35] => Array ( [close] => 2889.25 [val] => 70.27027027027 ) [36] => Array ( [close] => 2883.75 [val] => 64.462809917355 ) [37] => Array ( [close] => 2887.5 [val] => 67.058823529412 ) [38] => Array ( [close] => 2888 [val] => 65.714285714286 ) [39] => Array ( [close] => 2884.5 [val] => 68.510638297872 ) [40] => Array ( [close] => 2883 [val] => 66.244725738397 ) [41] => Array ( [close] => 2882 [val] => 65.145228215768 ) [42] => Array ( [close] => 2879 [val] => 66.244725738397 ) [43] => Array ( [close] => 2881 [val] => 73.991031390135 ) [44] => Array ( [close] => 2881.5 [val] => 72.248803827751 ) [45] => Array ( [close] => 2884.75 [val] => 73.636363636364 ) [46] => Array ( [close] => 2887.75 [val] => 73.271889400922 ) [47] => Array ( [close] => 2885.75 [val] => 67.164179104478 ) [48] => Array ( [close] => 2886 [val] => 48.4375 ) [49] => Array ( [close] => 2882.25 [val] => 39.55223880597 ) [50] => Array ( [close] => 2878.25 [val] => 41.40625 ) [51] => Array ( [close] => 2876.5 [val] => 31.666666666667 ) [52] => Array ( [close] => 2874.75 [val] => 28.8 ) [53] => 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