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 """
 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()