K线指标线计算方法

指标线计算方法

l   dataDR = Kdata(原始数据)/dr(除权)  //除权数据等于原始数据除以DR(除权) 其中，日K数据 需要本地进行除权处理。周K和月K的旧数据部分由服务器进行处理，新数据部分是需要本地进行处理的。使用DR数据时需要检查是否需要去掉预先给的DR数据。

l   K线MA5 : 5天收盘价平均值

l   K线MA10: 10天收盘价平均值

l   K线MA20: 20天收盘价平均值

l   K线MA60: 60天收盘价平均值

l   成交量MA5 : 5天成交量平均值

l   成交量MA10: 10天成交量平均值

l   成交量MA20: 20天成交量平均值

l   成交量MA60: 60天成交量平均值

l   MACD: 需要使用数据：dataDR

定义参数：SHORT = 12, MID = 9, LONG = 26;

   MACD_LARGER = 100;  // 缩放因子

变量：DI, EMA_DI_SHORT, EMA_DI_LONG, DEA

len = KData.length //数据的长度

        计算：                                               

//计算每个数据的DIF,DEA,BAR三条线的数值

for(int i= 0 ;i<len;i++) 

{

   DI = MACD_LARGER * (dataDR[high]+ dataDR[low]+ dataDR[close]*2*0.25);

      If(i==0)

{

EMA_DI_SHORT = DI;

EMA_DI_LONG = DI;

}

                            Else

{

       EMA_DI_SHORT = EMA_DI_SHORT + (DI - EMA_DI_SHORT) * shortRate;

              EMA_DI_LONG = EMA_DI_LONG + (DI - EMA_DI_LONG) * longRate;

}

DIF值= ((EMA_DI_SHORT - EMA_DI_LONG) / EMA_DI_LONG) * MACD_LARGER；

if (i == 0) {

  DEA值 =DIF值;

    } else {

  DEA 值= DEA值 + (DIF值- DEA值) * (2.0 / MID);

  }

BAR值= DIF值-DEA值；

}

l   KDJ: 需要使用数据：dataDR  KData (原始数据)

   定义参数：RSVCyc = 9, KCyc = 3, DCyc = 3;

                   highWindow 数组, lowWindow 数组;

                    maxValue, minValue;

                    RSV, K, KB, D, DB, J, JB;

curClosePrice;

len = KData.length //数据的长度

   计算：//计算每个数据K 、D、 J值

                    //初始化

       for (int i = 0; i < RSVCyc; i++) {

        highWindow[i] = data[high] [0](第0个元素);

        lowWindow[i] = data [low][0] (第0个元素);

                }

            KB = 50;

         DB = 50;

                  JB = 50;

                    //计算

                    for(int i= 1;i< len;i++)

{

       curClosePrice = dataDR [close];

       if(curClosePrice<=0)

{

      K值=50;

D 值= 50;

J值=50;

}

else

{

     highWindow[i % RSVCyc] = dataDR [high];

    lowWindow[i % RSVCyc] = dataDR [low];

       maxValue = highWindow中最大值；

minValue = lowWindow 中最小值；

if(maxValue> minValue)

{

       RSV = (curClosePrice - minValue) / (maxValue - minValue) * 100.0;

     K值 = KB * (KCyc - 1) / KCyc + RSV / KCyc;

  D 值= DB * (DCyc - 1) / DCyc + K / DCyc;

   J 值= K * DCyc - D * (DCyc - 1);

       KB= K值；

DB= D值；

JB= J值；

}

else

{

     K值 =50;

  D 值=50;                                                       

   J 值=50;

}

}

}

l   RSI: 需要使用数据：dataDR

定义参数：closeArray数组 = dataDR[close];

                     cyc(取值6和12 ： 6天或者12天);

curClosePrice, lastClosePrice;

RA, DA, RD;

len = KData.length //数据的长度

计算：//计算出一条RSI线的各个数据值

              RSI值 = 50 //初始化

      RA = 0.1;

       DA = 0.1;

             for (int i = 1; i < len; i++) {

            curClosePrice = closeArray[i];

            lastClosePrice = closeArray[i - 1];

            if (curClosePrice <= 0) {

                RSI值 = 50;

            } else {

                if (curClosePrice > lastClosePrice) {

                    RD = curClosePrice / lastClosePrice - 1.0;

                    RA = RA * (cyc - 1.0) / cyc + RD / cyc;

                    DA = DA * (cyc - 1.0) / cyc;

                } else {

                    RD = 1.0 - curClosePrice / lastClosePrice;

                    RA = RA * (cyc - 1.0) / cyc;

                    DA = DA * (cyc - 1.0) / cyc + RD / cyc;

                }

                RSI值= RA / (RA + DA) * 100.0;

            }

        }

l   BIAS: 需要使用数据：dataDR

定义参数：closeArray数组 = dataDR[close];

                     cyc(取值5/10/20 ：三条线);

closeMaArray;

len = KData.length //数据的长度

计算：//计算一条bias线的各个值

              closeMaArray = closeArray的每cyc个数据的平均值构成的数组；

             for (i = 0; i < len; i++) {

           bias值 =  (closeArray[i] - closeMaArray[i]) / closeMaArray[i] * 100.0;

        }

l   CCI: 需要使用数据：dataDR

定义参数：Cyc = 14;

len = KData.length //数据的长度

TYPArray, maTYPArray, aveDevArray

计算：

      for (int  i = 0; i < len; i++) {

             TYPArray [i] = (dataDR[high] + dataDR [low]+ dataDR[close]) / 3.0

               }

              maTYPArray = TYPArray的每cyc个数据的平均值构成的数组;

              aveDevArray = 先求TYPArray和maTYPArray的每个数据之差的绝对值，然后每cyc个绝对值的平均值构成的数组。

      for (int i = 1; i < len; i++) {

        CCI值= (TYPArray [i] - maTYPArray [i]) / (0.015 * aveDevArray [i]);

            }

l   ROC: 需要使用数据：dataDR

定义参数：closeArray数组 = dataDR[close];

                     cyc1=12，cyc2 =6; (两条线);

rocArray(第一条线值的数组)

len = KData.length //数据的长度

计算：

              第一条线：

                     rocArray前cyc1个数据赋值为0；

             for (int i=cyc1; i < len; i++) {

            rocArray[i] = ((closeArray[i] - closeArray[i – cyc1]) / closeArray[i – cyc1] * 100);

               }

              第二条线：

           rocMArray = rocArray的每cyc2个数据的平均值构成的数组；

l   ASI: 需要使用数据：dataDR

定义参数：lastClosePrice;

                     AA, BB, CC, DD, R, X, SI;

• openArr, highArr, lowArr, closeArr

                     len = KData.length //数据的长度

计算：

       openArr = dataDR[open]数据构成的数组

       highArr = dataDR[high]数据构成的数组

lowArr = dataDR[low]数据构成的数组

closeArr = dataDR[close]数据构成的数组

ASI值[0] = 0;

for (int i = 1; i < len; i++) {

            lastClosePrice = closeArr[i - 1];

            AA = (highArr[i] - lastClosePrice)的绝对值;

            BB = (lowArr[i] - lastClosePrice) 的绝对值;

            CC = (highArr[i] - lowArr[i - 1]) 的绝对值;

            DD = (lastClosePrice - openArr[i - 1]) 的绝对值;

            R = (AA > BB && AA > CC) ? (AA + BB / 2 + DD / 4) : (BB > CC && BB > AA ? (BB + AA / 2 + DD / 4) : (CC + DD / 4));

            X = closeArr[i] + (closeArr[i] - openArr[i]) / 2 - openArr[i - 1];

            if (R == 0.0) {

                SI[i]=0;

            } else {

                SI[i]=(16 * X / R * max(AA, BB));

            }

            ASI值 = ASI值[i-1]+ SI[i];

        }

l   PSY: 需要使用数据：dataDR

定义参数：cyc = 12;

                     closeArr = dataDR[close]数据构成的数组

                     count

len = KData.length //数据的长度

计算：

             for (int  i = 1; i < cyc && i < len; i++) {

            if (closeArr[i] > closeArr[i - 1]) {

                count++;

            }

            PSY值= count / cyc * 100.0;

        }

        for (int i=cyc; i < len; i++) {

            if (closeArr[i - cyc] > closeArr[i - cyc - 1]) {

                count--;

            }

            if (closeArr[i] > closeArr[i - 1]) {

                count++;

            }

            PSY值= count / cyc * 100.0;

        }

#import "EzMakeLineData.h"

@implementation EzMakeLineData


+(NSMutableArray *)getLineData:(NSMutableArray *)data type:(int)type
{
    NSMutableArray *lineDataArr = nil;
    switch (type) {
        case 0:
            lineDataArr = [self getVolData:data];
            break;
        case 1:
            lineDataArr = [self getMACDData:data];
            break;
        case 2:
            lineDataArr = [self getKDJData:data];
            break;
        case 3:
            lineDataArr = [self getRSIData:data];
            break;
        case 4:
            lineDataArr = [self getBIASData:data];
            break;
        case 5:
            lineDataArr = [self getCCIData:data];
            break;
        case 6:
            lineDataArr = [self getROCData:data];
            break;
        case 7:
            lineDataArr = [self getASIData:data];
            break;
        case 8:
            lineDataArr = [self getPSYData:data];
            break;
        default:
            break;
    }
    return lineDataArr;
}

#pragma mark - 成交量
+(NSMutableArray *)getVolData:(NSMutableArray *)data
{
    return data;
}


#pragma mark - MACD
+(NSMutableArray *)getMACDData:(NSMutableArray *)data
{
    //定义参数
    CGFloat SHORT = 12;
    CGFloat MID = 9;
    CGFloat LONG = 26;
    CGFloat MACD_LARGER = 100;   //缩放因子
    CGFloat DI;
    CGFloat EMA_DI_SHORT = 0.0;
    CGFloat EMA_DI_LONG = 0.0;
    CGFloat DEA = 0.0;
    CGFloat DIF;
    CGFloat BAR;
    CGFloat shortRate;
    CGFloat longRate;

    NSMutableArray *arr = [[NSMutableArray alloc] initWithCapacity:0];
    if (SHORT == 12) {
        shortRate = 0.1538;
    } else {
        shortRate = 2.0 / (SHORT + 1);
    }

    if (LONG == 26) {
        longRate = 0.0741;
    } else {
        longRate = 2.0 / (LONG + 1);
    }
    //计算每个数据的DIF,DEA,BAR三条线的数值
    for(int i= 0 ;i<data.count;i++)
    {
        NSMutableArray *subArr = data[i];

        DI = MACD_LARGER * ([subArr[1] floatValue]+ [subArr[2] floatValue]+ [subArr[3] floatValue]*2)*0.25;
        if(i==0)
        {
            EMA_DI_SHORT = DI;
            EMA_DI_LONG = DI;
        }
        else
        {
            EMA_DI_SHORT = EMA_DI_SHORT + (DI - EMA_DI_SHORT) * shortRate;
            EMA_DI_LONG = EMA_DI_LONG + (DI - EMA_DI_LONG) * longRate;
        }
        DIF= ((EMA_DI_SHORT - EMA_DI_LONG) / EMA_DI_LONG) * MACD_LARGER;
        if (i == 0) {
            DEA =DIF;
        } else {
            DEA= DEA + (DIF- DEA) * (2.0 / MID);
        }
        BAR= DIF-DEA;

        [subArr addObject:[NSNumber numberWithDouble:DIF]];
        [subArr addObject:[NSNumber numberWithDouble:DEA]];
        [subArr addObject:[NSNumber numberWithDouble:BAR]];

        [arr addObject:subArr];
    } 
    return arr;
}

#pragma mark - KDJ
+(NSMutableArray *)getKDJData:(NSMutableArray *)data
{
    //定义参数
    CGFloat RSVCyc = 9;
    CGFloat KCyc = 3;
    CGFloat DCyc  = 3;
    NSMutableArray *highWindow;
    NSMutableArray *lowWindow ;
    CGFloat maxValue;
    CGFloat minValue;
    CGFloat RSV, K, KB, D, DB, J, JB;
    CGFloat curClosePrice;

    NSMutableArray *arr = [[NSMutableArray alloc] initWithCapacity:0];

    //计算每个数据K 、D、 J值
    //初始化
    highWindow = [[NSMutableArray alloc] initWithCapacity:0];
    lowWindow = [[NSMutableArray alloc] initWithCapacity:0];
    if (data.count>0) {

        for (int i = 0; i < RSVCyc; i++) {
            highWindow[i] = [data[0] objectAtIndex:1]; //第0个元素的high
            lowWindow[i] = [data[0] objectAtIndex:2];  //第0个元素的low
        }
        KB = 50;
        DB = 50;
        JB = 50;

        NSMutableArray *subArr = data[0];
        [subArr addObject:[NSNumber numberWithDouble:50]];
        [subArr addObject:[NSNumber numberWithDouble:50]];
        [subArr addObject:[NSNumber numberWithDouble:50]];

        [arr addObject:subArr];
        if (data.count>1) {
            //计算
            for(int i= 1;i<data.count;i++)
            {
                subArr = data[i];
                curClosePrice = [subArr[3] floatValue];
                if(curClosePrice<=0)
                {
                    K=50;
                    D= 50;
                    J=50;
                }
                else
                {
                    highWindow[(int)fmod(i, RSVCyc)] = subArr[1];
                    lowWindow[(int)fmod(i, RSVCyc)] = subArr[2];

                    maxValue = [[highWindow valueForKeyPath:@"@max.floatValue"] floatValue];
                    minValue = [[lowWindow valueForKeyPath:@"@min.floatValue"] floatValue];
                    if(maxValue> minValue)
                    {
                        RSV = (curClosePrice - minValue) / (maxValue - minValue) * 100.0;
                        K = KB * (KCyc - 1) / KCyc + RSV / KCyc;
                        D = DB * (DCyc - 1) / DCyc + K / DCyc;
                        J = K * DCyc - D * (DCyc - 1);
                        KB= K;
                        DB= D;
                        JB= J;
                    }
                    else
                    {
                        K =50;
                        D =50;
                        J =50;

                    }
                }
                [subArr addObject:[NSNumber numberWithDouble:K]];
                [subArr addObject:[NSNumber numberWithDouble:D]];
                [subArr addObject:[NSNumber numberWithDouble:J]];
                
                [arr addObject:subArr];
            }

        }
    }

    return arr;
}

#pragma mark - RSI
+(NSMutableArray *)getRSIData:(NSMutableArray *)data
{
    //定义参数
    NSMutableArray *closeArray;
    CGFloat cyc6 = 6;
    CGFloat cyc12 = 12;

    //计算出一条RSI线的各个数据值
    closeArray = [[NSMutableArray alloc] initWithCapacity:0];
    for(int i = 0; i < data.count; i++) {
         [closeArray addObject:[data[i] objectAtIndex:3]] ;//第i个元素的close
    }

    //RSI6
    NSMutableArray *arr = [self makeRSI:data closeArray:closeArray cyc:cyc6];
    //RSI12
    arr = [self makeRSI:arr closeArray:closeArray cyc:cyc12];
    return arr;
}
+(NSMutableArray *)makeRSI:(NSMutableArray *)data closeArray:(NSMutableArray *)closeArray cyc:(CGFloat)cyc
{
    CGFloat curClosePrice;
    CGFloat lastClosePrice;
    CGFloat RA,DA,RD,RSI;
    RSI = 50;
    RA = 0.1;
    DA = 0.1;


    NSMutableArray *arr = [[NSMutableArray alloc] initWithCapacity:0];
    if (data.count>0) {
        NSMutableArray *subArr = data[0];
        [subArr addObject:[NSNumber numberWithDouble:RSI]];
        [arr addObject:subArr];

        for(int i = 1;i<data.count;i++) {
            subArr = data[i];
            curClosePrice = [closeArray[i] floatValue];
            lastClosePrice = [closeArray[i - 1] floatValue];

            if (curClosePrice <= 0) {
                RSI = 50;
            } else {
                if (curClosePrice > lastClosePrice) {
                    RD = curClosePrice / lastClosePrice - 1.0;
                    RA = RA * (cyc - 1.0) / cyc + RD / cyc;
                    DA = DA * (cyc - 1.0) / cyc;
                } else {
                    RD = 1.0 - curClosePrice / lastClosePrice;
                    RA = RA * (cyc - 1.0) / cyc;
                    DA = DA * (cyc - 1.0) / cyc + RD / cyc;
                }
                RSI= RA / (RA + DA) * 100.0;
            }
            [subArr addObject:[NSNumber numberWithDouble:RSI]];
            [arr addObject:subArr];
        }

    }
    return arr;
}



#pragma mark - BIAS
+(NSMutableArray *)getBIASData:(NSMutableArray *)data
{

    //定义参数
    NSMutableArray *closeArray;
    CGFloat cyc5 = 5;
    CGFloat cyc10 = 10;
    CGFloat cyc20 = 20;
    closeArray = [[NSMutableArray alloc] initWithCapacity:0];
    for(int i = 0; i < data.count; i++) {
         [closeArray addObject:[data[i] objectAtIndex:3]] ; //第i个元素的close
    }

    //5
    NSMutableArray *arr = [self makeBIAS:data closeArray:closeArray cyc:cyc5];
    //10
    arr = [self makeBIAS:arr closeArray:closeArray cyc:cyc10];
    //20
    arr = [self makeBIAS:arr closeArray:closeArray cyc:cyc20];
    return arr;
}
+(NSMutableArray *)makeBIAS:(NSMutableArray *)data closeArray:(NSMutableArray *)closeArray cyc:(CGFloat)cyc
{
    NSMutableArray *closeMaArray;
    //计算一条bias线的各个值
     closeMaArray = [self moveAvgArr:closeArray cyc:cyc];

     NSMutableArray *arr = [[NSMutableArray alloc] initWithCapacity:0];
    for (int i = 0; i < data.count;i++) {
        NSMutableArray *subArr = data[i];
         CGFloat bias =  ([closeArray[i] floatValue]-[closeMaArray[i] floatValue]) / [closeMaArray[i] floatValue] * 100.0;
        [subArr addObject:[NSNumber numberWithDouble:bias]];
         [arr addObject:subArr];
    }

    return arr;
}

//计算滑动平均值
+(NSMutableArray *)moveAvgArr:(NSMutableArray *)Array cyc:(CGFloat)cyc
{
    NSMutableArray *AvgArray;
    NSMutableArray *littleArr;
    //计算一条bias线的各个值
    AvgArray = [[NSMutableArray alloc] initWithCapacity:0];
    littleArr = [[NSMutableArray alloc] initWithCapacity:0];

    //计算获取滑动平均值数组
    int  num=0;
    for (int  i = 0; i<Array.count; i++) {
        if (i<=cyc-1) {
            num++;
            [littleArr addObject:Array[i]];
            CGFloat avg = [[littleArr valueForKeyPath:@"@sum.floatValue"] floatValue]/num;
            [AvgArray addObject:[NSNumber numberWithFloat:avg]];

        }
        else
        {
             [littleArr removeObjectAtIndex:0];
            [littleArr addObject:Array[i]];
            CGFloat avg = [[littleArr valueForKeyPath:@"@sum.floatValue"] floatValue]/num;
            [AvgArray addObject:[NSNumber numberWithFloat:avg]];
        }
    }

    return AvgArray;
}

#pragma mark - CCI
+(NSMutableArray *)getCCIData:(NSMutableArray *)data
{
    //定义参数
    NSMutableArray *TYPArray,*maTYPArray,*aveDevArray;
    CGFloat cyc14 = 14;

    NSMutableArray *arr = [[NSMutableArray alloc] initWithCapacity:0];
    TYPArray = [[NSMutableArray alloc] initWithCapacity:0];
    maTYPArray = [[NSMutableArray alloc] initWithCapacity:0];
    aveDevArray = [[NSMutableArray alloc] initWithCapacity:0];
    for (int  i = 0; i < data.count; i++) {
        CGFloat typ =([[data[i] objectAtIndex:1] floatValue] + [[data[i] objectAtIndex:2] floatValue]+ [[data[i] objectAtIndex:3] floatValue])/3.0;
           [TYPArray addObject:[NSNumber numberWithFloat:typ]];
    }
    maTYPArray = [self moveAvgArr:TYPArray cyc:cyc14];


    aveDevArray = [self aveDevArr:TYPArray arr2:maTYPArray cyc:cyc14];

    if (data.count>0) {
        NSMutableArray *subArr = data[0];
        [subArr addObject:[NSNumber numberWithDouble:0]];
        [arr addObject:subArr];
        if (data.count>1) {
            for (int i = 1; i < data.count; i++) {
                subArr = data[i];
                CGFloat CCI= ([TYPArray [i] floatValue] - [maTYPArray [i] floatValue]) / (0.015 * [aveDevArray [i] floatValue]);
                [subArr addObject:[NSNumber numberWithDouble:CCI]];
                [arr addObject:subArr];
            }
        }


    }

       return arr;
}

//Make aveDevArray
+(NSMutableArray *)aveDevArr:(NSMutableArray *)Array  arr2:(NSMutableArray *)arr2 cyc:(CGFloat)cyc
{
    NSMutableArray *AvgArray;
    CGFloat windowSum;
    int j;
    AvgArray = [[NSMutableArray alloc] initWithCapacity:0];

    for (int i = 0; i< Array.count; i++) {
        windowSum =0;
        for (j=i; j>i-cyc&&j>0; j--) {
            windowSum = windowSum+ fabs([Array[j] floatValue]-[arr2[i] floatValue]);
        }
        if (j==i-cyc) {
            [AvgArray addObject:[NSNumber numberWithFloat:(windowSum/cyc)]];
        }
        else
        {
            [AvgArray addObject:[NSNumber numberWithFloat:(windowSum/(i-j+1))]];
        }

    }

    return AvgArray;

}


#pragma mark - ROC
+(NSMutableArray *)getROCData:(NSMutableArray *)data
{
    //定义参数
    NSMutableArray *closeArray;
    int cyc6 = 6;
    int cyc12 = 12;

    closeArray = [[NSMutableArray alloc] initWithCapacity:0];
    for(int i = 0; i < data.count; i++) {
        [closeArray addObject:[data[i] objectAtIndex:3]] ; //第i个元素的close
    }
    NSMutableArray *arr = [[NSMutableArray alloc] initWithCapacity:0];
     NSMutableArray *subArr;
     NSMutableArray *ROCarr = [[NSMutableArray alloc] initWithCapacity:0];
    if (data.count<cyc12) {
        cyc12= (int)data.count;
    }
    //12
    for (int i = 0; i<cyc12; i++) {
        subArr = data[i];
        [subArr addObject:[NSNumber numberWithDouble:0]];
        [ROCarr  addObject:[NSNumber numberWithDouble:0]];
    }
    for (int i= cyc12; i<data.count; i++) {
        subArr = data[i];
        CGFloat ROC = ([closeArray[i] floatValue] - [closeArray[i-cyc12] floatValue])/[closeArray[i-cyc12] floatValue]*100;
        [subArr addObject:[NSNumber numberWithDouble:ROC]];
        [ROCarr  addObject:[NSNumber numberWithDouble:ROC]];
    }
    //6
    ROCarr = [self moveAvgArr:ROCarr cyc:cyc6];
    for (int i = 0 ; i<data.count; i++) {
        subArr = data[i];
        [subArr addObject:[NSNumber numberWithDouble:[ROCarr[i] floatValue]]];
        [arr addObject:subArr];
    }
    return arr;
}

#pragma mark - ASI
+(NSMutableArray *)getASIData:(NSMutableArray *)data
{
    //定义参数
    NSMutableArray *openArr, *highArr, *lowArr, *closeArr,*SI;
    CGFloat lastClosePrice;
    CGFloat AA, BB, CC, DD, R, X;


    openArr = [[NSMutableArray alloc] initWithCapacity:0];
    highArr = [[NSMutableArray alloc] initWithCapacity:0];
    lowArr = [[NSMutableArray alloc] initWithCapacity:0];
    closeArr = [[NSMutableArray alloc] initWithCapacity:0];
    SI = [[NSMutableArray alloc] initWithCapacity:0];
    for(int i = 0; i < data.count; i++) {
        [openArr addObject:[data[i] objectAtIndex:0]];
        [highArr addObject:[data[i] objectAtIndex:1]];
        [lowArr addObject:[data[i] objectAtIndex:2]];
        [closeArr addObject:[data[i] objectAtIndex:3]]; //第i个元素的close
    }

    NSMutableArray *arr = [[NSMutableArray alloc] initWithCapacity:0];
    NSMutableArray *subArr;
    if (data.count>0) {
        subArr=data[0];
        [subArr addObject:[NSNumber numberWithFloat:0]];
        [arr addObject:subArr];
        [SI addObject:[NSNumber numberWithFloat:0]];
        if (data.count>1) {
            for (int i = 1; i < data.count; i++) {
                subArr = data[i];
                lastClosePrice = [closeArr[i - 1] floatValue];

                AA = fabs([highArr[i] floatValue] - lastClosePrice);
                BB = fabs([lowArr[i] floatValue] - lastClosePrice);
                CC = fabs([highArr[i] floatValue] - [lowArr[i - 1] floatValue]);
                DD = fabs(lastClosePrice - [openArr[i - 1] floatValue]);

                R = (AA > BB && AA > CC) ? (AA + BB / 2 + DD / 4) : (BB > CC && BB > AA ? (BB + AA / 2 + DD / 4) : (CC + DD / 4));
                X = [closeArr[i] floatValue] + ([closeArr[i] floatValue] - [openArr[i] floatValue]) / 2 - [openArr[i - 1] floatValue];
                if (R == 0) {
                    [SI addObject:[NSNumber numberWithFloat:0]];
                } else {
                    [SI addObject:[NSNumber numberWithFloat:(16 * X / R * (AA>BB?AA:BB))]];
                }
                NSMutableArray *subArr11;
                subArr11 = data[i-1];
                CGFloat ASI= [[subArr11 lastObject] floatValue]+ [SI[i] floatValue];
                [subArr addObject:[NSNumber numberWithFloat:ASI]];
                [arr addObject:subArr];
            }

        }

    }
       return arr;
}
#pragma mark - PSY
+(NSMutableArray *)getPSYData:(NSMutableArray *)data
{
    //定义参数
    NSMutableArray *closeArr;
    int cyc12=12;
    CGFloat  count = 0;
     closeArr = [[NSMutableArray alloc] initWithCapacity:0];
    for(int i = 0; i < data.count; i++) {
        [closeArr addObject:[data[i] objectAtIndex:3]]; //第i个元素的close
    }

    NSMutableArray *arr = [[NSMutableArray alloc] initWithCapacity:0];
    if (data.count>0) {
        NSMutableArray *subArr;
        subArr = data[0];
        [subArr addObject:[NSNumber numberWithFloat:100]];
        [arr addObject:subArr];
        if (data.count>1) {
            if (data.count<cyc12) {
                cyc12= (int)data.count;
            }
            for (int  i = 1; i < cyc12 && i < data.count; i++) {
                subArr = data[i];
                if ([closeArr[i] floatValue] > [closeArr[i-1] floatValue]) {
                    count++;
                }

                CGFloat PSY= count / cyc12 * 100.0;
                [subArr addObject:[NSNumber numberWithFloat:PSY]];
                [arr addObject:subArr];
            }

            for (int i=cyc12; i < data.count; i++) {
                subArr = data[i];
                if (i==cyc12) {
                }
                else
                {
                    if ([closeArr[i - cyc12] floatValue] > [closeArr[i - cyc12 - 1] floatValue]) {
                        count--;
                    }
                }

                if ([closeArr[i] floatValue] > [closeArr[i-1] floatValue]) {
                    count++;
                }

                CGFloat PSY= count / cyc12 * 100.0;
                [subArr addObject:[NSNumber numberWithFloat:PSY]];
                [arr addObject:subArr];
            }

        }

    }
       return arr;
}


@end