From 385bbabce57c7c8cc094d7d8dad6d28d455ee20e Mon Sep 17 00:00:00 2001
From: cfdaily <cfdaily@gitee.com>
Date: Fri, 17 Apr 2026 20:23:35 +0800
Subject: [PATCH] auto-sync: 2026-04-17 20:23:35

---
 .../task-20260417-atr-indicator/example.py    | 157 ++++++++++++++++++
 1 file changed, 157 insertions(+)
 create mode 100644 zhangfei-technical/research/task-20260417-atr-indicator/example.py

diff --git a/zhangfei-technical/research/task-20260417-atr-indicator/example.py b/zhangfei-technical/research/task-20260417-atr-indicator/example.py
new file mode 100644
index 000000000..a9b8f8b52
--- /dev/null
+++ b/zhangfei-technical/research/task-20260417-atr-indicator/example.py
@@ -0,0 +1,157 @@
+"""
+ATR指标计算示例代码
+演示如何使用ATRIndicator类计算ATR指标
+"""
+
+import pandas as pd
+import numpy as np
+from atr_indicator import ATRIndicator, calculate_atr
+
+
+def generate_sample_data(days: int = 100) -> pd.DataFrame:
+    """生成示例测试数据"""
+    np.random.seed(42)
+    
+    dates = pd.date_range(start='2025-01-01', periods=days)
+    close = np.zeros(days)
+    close[0] = 100.0
+    
+    # 生成随机游走价格
+    for i in range(1, days):
+        close[i] = close[i-1] + np.random.normal(0, 1.5)
+    
+    # 根据收盘价生成高低价
+    high = close + np.random.uniform(0.5, 2.0, days)
+    low = close - np.random.uniform(0.5, 2.0, days)
+    
+    df = pd.DataFrame({
+        'date': dates,
+        'open': close,
+        'high': high,
+        'low': low,
+        'close': close
+    })
+    df = df.set_index('date')
+    
+    return df
+
+
+def example_basic_usage():
+    """基本使用示例"""
+    print("=" * 60)
+    print("示例1: 基本使用方法")
+    print("=" * 60)
+    
+    # 生成示例数据
+    df = generate_sample_data(60)
+    print(f"生成了 {len(df)} 根K线数据")
+    print(df.head())
+    print()
+    
+    # 创建ATR指标实例
+    atr_sma = ATRIndicator(period=14, method='sma')
+    
+    # 计算ATR
+    tr_sma = atr_sma.calculate_tr(df['high'], df['low'], df['close'])
+    atr_values_sma = atr_sma.calculate(df['high'], df['low'], df['close'])
+    
+    print("TR计算结果（前10行）:")
+    print(tr_sma.head(10))
+    print()
+    
+    print("ATR(SMA)计算结果（最后10行）:")
+    print(atr_values_sma.tail(10))
+    print()
+    
+    print(f"最后一个ATR值: {atr_sma.get_last_atr():.4f}")
+    print()
+
+
+def example_compare_methods():
+    """比较SMA和EMA两种方法"""
+    print("=" * 60)
+    print("示例2: 比较SMA和EMA两种ATR计算方法")
+    print("=" * 60)
+    
+    df = generate_sample_data(100)
+    
+    # 分别计算两种ATR
+    atr_sma = ATRIndicator(period=14, method='sma')
+    atr_ema = ATRIndicator(period=14, method='ema')
+    
+    atr_sma_values = atr_sma.calculate(df['high'], df['low'], df['close'])
+    atr_ema_values = atr_ema.calculate(df['high'], df['low'], df['close'])
+    
+    # 创建对比DataFrame
+    compare_df = pd.DataFrame({
+        'SMA_ATR_14': atr_sma_values,
+        'EMA_ATR_14': atr_ema_values
+    })
+    
+    print("最后15行对比结果:")
+    print(compare_df.tail(15))
+    print()
+    
+    print(f"SMA方法最后ATR: {atr_sma.get_last_atr():.4f}")
+    print(f"EMA方法最后ATR: {atr_ema.get_last_atr():.4f}")
+    print()
+
+
+def example_convenience_function():
+    """便捷函数使用示例"""
+    print("=" * 60)
+    print("示例3: 使用便捷函数calculate_atr")
+    print("=" * 60)
+    
+    df = generate_sample_data(50)
+    print("原始数据（前5行）:")
+    print(df.head())
+    print()
+    
+    # 一键计算ATR，直接添加到DataFrame
+    result_df = calculate_atr(df, period=14, method='ema', drop_na=True)
+    
+    print("计算结果（包含TR和ATR，drop_na=True后）:")
+    print(result_df)
+    print()
+    print(f"结果形状: {result_df.shape}")
+
+
+def example_incremental_update():
+    """增量更新示例（实盘场景）"""
+    print("=" * 60)
+    print("示例4: EMA增量更新（实盘场景）")
+    print("=" * 60)
+    
+    # 先用历史数据计算
+    df = generate_sample_data(30)
+    atr_indicator = ATRIndicator(period=14, method='ema')
+    atr_values = atr_indicator.calculate(df['high'], df['low'], df['close'])
+    
+    print(f"历史数据计算完成，最后ATR: {atr_indicator.get_last_atr():.4f}")
+    print()
+    
+    # 模拟新K线到来，增量更新
+    new_high = 105.2
+    new_low = 103.8
+    prev_close = 104.5
+    
+    new_atr = atr_indicator.update(new_high, new_low, prev_close)
+    print(f"新增一根K线后，新的ATR: {new_atr:.4f}")
+    print()
+
+
+def main():
+    """运行所有示例"""
+    example_basic_usage()
+    example_compare_methods()
+    example_convenience_function()
+    example_incremental_update()
+    
+    print("=" * 60)
+    print("所有示例运行完成！")
+    print("=" * 60)
+
+
+if __name__ == "__main__":
+    main()