用.NET语言计算股票技术指标RSI的代码
时间: 2023-05-14 14:06:11 浏览: 58
以下是用.NET语言计算股票技术指标RSI的代码:
```
public static double[] CalculateRSI(double[] closePrices, int period)
{
double[] rsiValues = new double[closePrices.Length];
double[] gains = new double[closePrices.Length];
double[] losses = new double[closePrices.Length];
for (int i = 1; i < closePrices.Length; i++)
{
double diff = closePrices[i] - closePrices[i - 1];
if (diff > 0)
{
gains[i] = diff;
}
else
{
losses[i] = Math.Abs(diff);
}
}
double avgGain = gains.Take(period).Average();
double avgLoss = losses.Take(period).Average();
rsiValues[period] = 100 - (100 / (1 + (avgGain / avgLoss)));
for (int i = period + 1; i < closePrices.Length; i++)
{
double gain = 0;
double loss = 0;
if (closePrices[i] > closePrices[i - 1])
{
gain = closePrices[i] - closePrices[i - 1];
}
else
{
loss = closePrices[i - 1] - closePrices[i];
}
avgGain = ((avgGain * (period - 1)) + gain) / period;
avgLoss = ((avgLoss * (period - 1)) + loss) / period;
rsiValues[i] = 100 - (100 / (1 + (avgGain / avgLoss)));
}
return rsiValues;
}
```
这个函数接受两个参数:一个包含股票收盘价的数组和一个整数,表示计算RSI指标所需的时间周期。函数返回一个包含RSI值的数组,与输入数组的长度相同。