Programmiererforum

    int size = closePrices.size();
std::vector macd(size), signal(size), hist(size);
int outBegIdx, outNbElement;

const int fastPeriod = 12;
const int slowPeriod = 26;
const int signalPeriod = 9;

TA_RetCode retCode = TA_MACD(0, size - 1, closePrices.data(), fastPeriod, slowPeriod, signalPeriod, &outBegIdx, &outNbElement, macd.data(), signal.data(), hist.data());
< /code>
und in Python < /p>
import pandas as pd
import talib
import numpy as np

# Load your price data
df = pd.read_csv("EURJPY.csv")
# Calculate MACD
macd, signal, hist = talib.MACD(
df["close"], fastperiod=12, slowperiod=26, signalperiod=9
)
# Save to CSV
pd.DataFrame({"MACD": macd, "Signal": signal, "Histogram": hist}).to_csv(
"macd_results_python.csv"
)

Ich habe versucht, von Python nach C ++ zu migrieren, aber es scheint, dass die Ergebnisse so unterschiedlich sind. Ich habe dieselbe Bibliothek verwendet, die Talib < /p>
in C ++ < /p>
ist.[code] int size = closePrices.size();
std::vector macd(size), signal(size), hist(size);
int outBegIdx, outNbElement;

const int fastPeriod = 12;
const int slowPeriod = 26;
const int signalPeriod = 9;

TA_RetCode retCode = TA_MACD(0, size - 1, closePrices.data(), fastPeriod, slowPeriod, signalPeriod, &outBegIdx, &outNbElement, macd.data(), signal.data(), hist.data());
< /code>
und in Python < /p>
import pandas as pd
import talib
import numpy as np

# Load your price data
df = pd.read_csv("EURJPY.csv")
# Calculate MACD
macd, signal, hist = talib.MACD(
df["close"], fastperiod=12, slowperiod=26, signalperiod=9
)
# Save to CSV
pd.DataFrame({"MACD": macd, "Signal": signal, "Histogram": hist}).to_csv(
"macd_results_python.csv"
)
[/code]
Ich bin mir ziemlich sicher>