python计算macd的方法

<code>def calculateEMA(period, closeArray, emaArray=[]):
    length = len(closeArray)
    nanCounter = np.count_nonzero(np.isnan(closeArray))
    if not emaArray:
        emaArray.extend(np.tile([np.nan], (nanCounter + period - 1)))
        firstema = np.mean(closeArray[nanCounter:nanCounter + period - 1])
        emaArray.append(firstema)
        for i in range(nanCounter + period, length):
            ema = (2 * closeArray[i] + (period - 1) * emaArray[-1]) / (period + 1)
            emaArray.append(ema)
    return np.array(emaArray)


def calculateMACD(closeArray, shortPeriod=12, longPeriod=26, signalPeriod=9):
    ema12 = calculateEMA(shortPeriod, closeArray, [])
    ema26 = calculateEMA(longPeriod, closeArray, [])
    diff = ema12 - ema26

    dea = calculateEMA(signalPeriod, diff, [])
    macd = (diff - dea)

    fast_values = diff
    slow_values = dea
    diff_values = macd

    return fast_values, slow_values, diff_values
    
</code>

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