MINMAXINDEX
minidx, maxidx = MINMAXINDEX(close, timeperiod=30)
Plot
Working Example
from cloudquant.interfaces import Strategy
from collections import OrderedDict
import ktgfunc
import talib
class WE_MINMAXINDEX(Strategy):
def on_start(self, md, order, service, account):
# symbol and timestamp
print(self.symbol + ": " + service.time_to_string(service.system_time))
daily_bars = md.bar.daily(start=-100)
close = daily_bars.close
minidx, maxidx = talib.MINMAXINDEX(close, timeperiod=30)
# get the date values
dates = service._context.market._storage.market_hours.keys()
dateList = []
for date in dates:
dateList.append(str(date.strftime('%Y-%m-%d')))
dates = sorted(dateList, reverse=True)[1:101]
dates.sort()
dict = OrderedDict()
dict['date'] = dates
dict['close'] = close
dict['minidx'] = minidx
dict['maxidx'] = maxidx
symbol = 'MINMAXINDEX: ' + self.symbol
print ktgfunc.talib_table(symbol, 2, dict)
Console
MSFT: 2017-02-09 09:30:00.000000
| MINMAXINDEX: MSFT | |||
|---|---|---|---|
| Input | Output | ||
| date | close | minidx | maxidx |
| 2016-09-16 | 56.87 | 0.00 | 0.00 |
| 2016-09-19 | 56.55 | 0.00 | 0.00 |
| 2016-09-20 | 56.43 | 0.00 | 0.00 |
| 2016-09-21 | 57.37 | 0.00 | 0.00 |
| 2016-09-22 | 57.43 | 0.00 | 0.00 |
| 2016-09-23 | 57.04 | 0.00 | 0.00 |
| 2016-09-26 | 56.52 | 0.00 | 0.00 |
| 2016-09-27 | 57.56 | 0.00 | 0.00 |
| 2016-09-28 | 57.64 | 0.00 | 0.00 |
| 2016-09-29 | 57.01 | 0.00 | 0.00 |
| 2016-09-30 | 57.21 | 0.00 | 0.00 |
| 2016-10-03 | 57.03 | 0.00 | 0.00 |
| 2016-10-04 | 56.86 | 0.00 | 0.00 |
| 2016-10-05 | 57.25 | 0.00 | 0.00 |
| 2016-10-06 | 57.35 | 0.00 | 0.00 |
| 2016-10-07 | 57.41 | 0.00 | 0.00 |
| 2016-10-10 | 57.65 | 0.00 | 0.00 |
| 2016-10-11 | 56.81 | 0.00 | 0.00 |
| 2016-10-12 | 56.73 | 0.00 | 0.00 |
| 2016-10-13 | 56.54 | 0.00 | 0.00 |
| 2016-10-14 | 57.03 | 0.00 | 0.00 |
| 2016-10-17 | 56.84 | 0.00 | 0.00 |
| 2016-10-18 | 57.27 | 0.00 | 0.00 |
| 2016-10-19 | 57.14 | 0.00 | 0.00 |
| 2016-10-20 | 56.87 | 0.00 | 0.00 |
| 2016-10-21 | 59.26 | 0.00 | 0.00 |
| 2016-10-24 | 60.59 | 0.00 | 0.00 |
| 2016-10-25 | 60.58 | 0.00 | 0.00 |
| 2016-10-26 | 60.22 | 0.00 | 0.00 |
| 2016-10-27 | 59.70 | 2.00 | 26.00 |
| 2016-10-28 | 59.47 | 2.00 | 26.00 |
| 2016-10-31 | 59.52 | 2.00 | 26.00 |
| 2016-11-01 | 59.40 | 6.00 | 26.00 |
| 2016-11-02 | 59.03 | 6.00 | 26.00 |
| 2016-11-03 | 58.81 | 6.00 | 26.00 |
| 2016-11-04 | 58.32 | 6.00 | 26.00 |
| 2016-11-07 | 60.01 | 19.00 | 26.00 |
| 2016-11-08 | 60.06 | 19.00 | 26.00 |
| 2016-11-09 | 59.77 | 19.00 | 26.00 |
| 2016-11-10 | 58.31 | 19.00 | 26.00 |
| 2016-11-11 | 58.62 | 19.00 | 26.00 |
| 2016-11-14 | 57.73 | 19.00 | 26.00 |
| 2016-11-15 | 58.87 | 19.00 | 26.00 |
| 2016-11-16 | 59.65 | 19.00 | 26.00 |
| 2016-11-17 | 60.64 | 19.00 | 44.00 |
| 2016-11-18 | 60.35 | 19.00 | 44.00 |
| 2016-11-21 | 60.86 | 19.00 | 46.00 |
| 2016-11-22 | 61.12 | 19.00 | 47.00 |
| 2016-11-23 | 60.40 | 19.00 | 47.00 |
| 2016-11-25 | 60.53 | 21.00 | 47.00 |
| 2016-11-28 | 60.61 | 21.00 | 47.00 |
| 2016-11-29 | 61.09 | 24.00 | 47.00 |
| 2016-11-30 | 60.26 | 24.00 | 47.00 |
| 2016-12-01 | 59.20 | 24.00 | 47.00 |
| 2016-12-02 | 59.25 | 41.00 | 47.00 |
| 2016-12-05 | 60.22 | 41.00 | 47.00 |
| 2016-12-06 | 59.95 | 41.00 | 47.00 |
| 2016-12-07 | 61.37 | 41.00 | 57.00 |
| 2016-12-08 | 61.01 | 41.00 | 57.00 |
| 2016-12-09 | 61.97 | 41.00 | 59.00 |
| 2016-12-12 | 62.17 | 41.00 | 60.00 |
| 2016-12-13 | 62.98 | 41.00 | 61.00 |
| 2016-12-14 | 62.68 | 41.00 | 61.00 |
| 2016-12-15 | 62.58 | 41.00 | 61.00 |
| 2016-12-16 | 62.30 | 41.00 | 61.00 |
| 2016-12-19 | 63.62 | 41.00 | 65.00 |
| 2016-12-20 | 63.54 | 41.00 | 65.00 |
| 2016-12-21 | 63.54 | 41.00 | 65.00 |
| 2016-12-22 | 63.55 | 41.00 | 65.00 |
| 2016-12-23 | 63.24 | 41.00 | 65.00 |
| 2016-12-27 | 63.28 | 41.00 | 65.00 |
| 2016-12-28 | 62.99 | 42.00 | 65.00 |
| 2016-12-29 | 62.90 | 53.00 | 65.00 |
| 2016-12-30 | 62.14 | 53.00 | 65.00 |
| 2017-01-03 | 62.58 | 53.00 | 65.00 |
| 2017-01-04 | 62.30 | 53.00 | 65.00 |
| 2017-01-05 | 62.30 | 53.00 | 65.00 |
| 2017-01-06 | 62.84 | 53.00 | 65.00 |
| 2017-01-09 | 62.64 | 53.00 | 65.00 |
| 2017-01-10 | 62.62 | 53.00 | 65.00 |
| 2017-01-11 | 63.19 | 53.00 | 65.00 |
| 2017-01-12 | 62.61 | 53.00 | 65.00 |
| 2017-01-13 | 62.70 | 53.00 | 65.00 |
| 2017-01-17 | 62.53 | 54.00 | 65.00 |
| 2017-01-18 | 62.50 | 56.00 | 65.00 |
| 2017-01-19 | 62.30 | 56.00 | 65.00 |
| 2017-01-20 | 62.74 | 58.00 | 65.00 |
| 2017-01-23 | 62.96 | 58.00 | 65.00 |
| 2017-01-24 | 63.52 | 59.00 | 65.00 |
| 2017-01-25 | 63.68 | 73.00 | 89.00 |
| 2017-01-26 | 64.27 | 73.00 | 90.00 |
| 2017-01-27 | 65.78 | 73.00 | 91.00 |
| 2017-01-30 | 65.13 | 73.00 | 91.00 |
| 2017-01-31 | 64.65 | 73.00 | 91.00 |
| 2017-02-01 | 63.58 | 73.00 | 91.00 |
| 2017-02-02 | 63.17 | 73.00 | 91.00 |
| 2017-02-03 | 63.68 | 73.00 | 91.00 |
| 2017-02-06 | 63.64 | 73.00 | 91.00 |
| 2017-02-07 | 63.43 | 73.00 | 91.00 |
| 2017-02-08 | 63.34 | 73.00 | 91.00 |