/** DolphinDBRunTime.txt Script to test DolphinDB ta operating efficiency DolphinDB Inc. DolphinDB server version: 1.30.20 2022.09.28 / 2.00.8 2022.09.28 Last modification time: 2022.12.07 */ /** Attention: 1. The developer need to download mytt.dos and put in [home]/modules in advance 2. The developer need to download test data in advance 3. There one place in the script that need to be modified according to the environment */ //login account and clean up the environment login("admin", "123456") clearAllCache() undef(all) go //load module use ta /** modified location 1: dataPath */ dataPath = "/data/DolphinDB/200.8/server/testData.csv" schema = table(`tradedate`symbol`high`low`open`close`volume`bs`periods as name, `DATE`SYMBOL`DOUBLE`DOUBLE`DOUBLE`DOUBLE`DOUBLE`BOOL`INT as type) data = loadText(dataPath, schema=schema) print("VAR") timer(1){ var = select ta::var(close, timePeriod=5, nbdev=1) as `VAR from data context by symbol } print("STDDEV") timer(1){ stddev = select ta::stddev(close, timePeriod=5, nbdev=1) as `STDDEV from data context by symbol } print("BETA") timer(1){ beta = select ta::beta(high, low, timePeriod=5) as `BETA from data context by symbol } print("SMA") timer(1){ sma = select ta::sma(close, timePeriod=30) as `SMA from data context by symbol } print("EMA") timer(1){ ema = select ta::ema(close, timePeriod=30) as `EMA from data context by symbol } print("WMA") timer(1){ wma = select ta::wma(close, timePeriod=30) as `WMA from data context by symbol } print("DEMA") timer(1){ dema = select ta::dema(close, timePeriod=30) as `DEMA from data context by symbol } print("TEMA") timer(1){ tema = select ta::tema(close, timePeriod=30) as `TEMA from data context by symbol } print("TRIMA") timer(1){ trima = select ta::trima(close, timePeriod=30) as `TRIMA from data context by symbol } print("KAMA") timer(1){ kama = select ta::kama(close, timePeriod=30) as `KAMA from data context by symbol } print("T3") timer(1){ t3 = select ta::t3(close, timePeriod=5, vfactor=1) as `T3 from data context by symbol } print("MA") timer(1){ ma = select ta::ma(close, timePeriod=30, maType=0) as `MA from data context by symbol } print("BBANDS") timer(1){ bbands = select ta::bBands(close, timePeriod=5, nbdevUp=2, nbdevDn=2, maType=0) as `BBANDS1`BBANDS2`BBANDS3 from data context by symbol } print("RSI") timer(1){ rsi = select ta::rsi(close, timePeriod=14) as `RSI from data context by symbol } print("STOCHF") timer(1){ stochf = select ta::stochf(high, low, close, fastkPeriod=5, fastdPeriod=3, fastdMatype=0) as `STOCHF1`STOCHF2 from data context by symbol } print("STOCH") timer(1){ stoch = select ta::stoch(high, low, close, fastkPeriod=5, slowkPeriod=3, slowkMatype=0, slowdPeriod=3, slowdMatype=0) as `STOCH1`STOCH2 from data context by symbol } print("STOCHRSI") timer(1){ stochrsi = select ta::stochRsi(close, timePeriod=14, fastkPeriod=5, fastdPeriod=3, fastdMatype=0) as `STOCHRSI1`STOCHRSI2 from data context by symbol } print("TRIX") timer(1){ trix = select ta::trix(close, timePeriod=30) as `TRIX from data context by symbol } print("CORREL") timer(1){ correl = select ta::correl(high, low, timePeriod=30) as `CORREL from data context by symbol } print("LINEARREG_SLOPE") timer(1){ linearreg_slope = select ta::linearreg_slope(close, timePeriod=14) as `LINEARREG_SLOPE from data context by symbol } print("LINEARREG_INTERCEPT") timer(1){ linearreg_intercept = select ta::linearreg_intercept(close, timePeriod=14) as `LINEARREG_INTERCEPT from data context by symbol } print("LINEARREG_ANGLE") timer(1){ linearreg_angle = select ta::linearreg_angle(close, timePeriod=14) as `LINEARREG_ANGLE from data context by symbol } print("LINEARREG") timer(1){ linearreg = select ta::linearreg(close, timePeriod=14) as `LINEARREG from data context by symbol } print("TSF") timer(1){ tsf = select ta::tsf(close, timePeriod=14) as `TSF from data context by symbol } print("BOP") timer(1){ bop = select ta::bop(open, high, low, close) as `BOP from data context by symbol } print("CCI") timer(1){ cci = select ta::cci(high, low, close, timePeriod=14) as `CCI from data context by symbol } print("TRANGE") timer(1){ trange = select ta::trange(high, low, close) as `TRANGE from data context by symbol } print("PLUS_DM") timer(1){ plus_dm = select ta::plus_dm(high, low, timePeriod=14) as `PLUS_DM from data context by symbol } print("PLUS_DI") timer(1){ plus_di = select ta::plus_di(high, low, close, timePeriod=14) as `PLUS_DI from data context by symbol } print("MINUS_DM") timer(1){ minus_dm = select ta::minus_dm(high, low, timePeriod=14) as `MINUS_DM from data context by symbol } print("MINUS_DI") timer(1){ minus_di = select ta::minus_di(high, low, close, timePeriod=14) as `MINUS_DI from data context by symbol } print("DX") timer(1){ dx = select ta::dx(high, low, close, timePeriod=14) as `DX from data context by symbol } print("ADX") timer(1){ adx = select ta::adx(high, low, close, timePeriod=14) as `ADX from data context by symbol } print("ADXR") timer(1){ adxr = select ta::adxr(high, low, close, timePeriod=14) as `ADXR from data context by symbol } print("CMO") timer(1){ cmo = select ta::cmo(close, timePeriod=14) as `CMO from data context by symbol } print("MACD") timer(1){ macd = select ta::macd(close, fastPeriod=12, slowPeriod=26, signalPeriod=9) as `MACD1`MACD2`MACD3 from data context by symbol } print("MACDEXT") timer(1){ macdext = select ta::macdExt(close, fastPeriod=12, fastMaType=0, slowPeriod=26, slowMaType=0, signalPeriod=9, signalMaType=0) as `MACDEXT1`MACDEXT2`MACDEXT3 from data context by symbol } print("MACDFIX") timer(1){ macdfix = select ta::macdFix(close, signalPeriod=9) as `MACDFIX1`MACDFIX2`MACDFIX3 from data context by symbol } print("MIDPRICE") timer(1){ midprice = select ta::midPrice(high, low, timePeriod=14) as `MIDPRICE from data context by symbol } print("MIDPOINT") timer(1){ midpoint = select ta::midPoint(close, timePeriod=14) as `MIDPOINT from data context by symbol } print("MOM") timer(1){ mom = select ta::mom(close, timePeriod=10) as `MOM from data context by symbol } print("ROC") timer(1){ roc = select ta::roc(close, timePeriod=10) as `ROC from data context by symbol } print("ROCP") timer(1){ rocp = select ta::rocp(close, timePeriod=10) as `ROCP from data context by symbol } print("ROCR") timer(1){ rocr = select ta::rocr(close, timePeriod=10) as `ROCR from data context by symbol } print("ROCR100") timer(1){ rocr100 = select ta::rocr100(close, timePeriod=10) as `ROCR100 from data context by symbol } print("PPO") timer(1){ ppo = select ta::ppo(close, fastPeriod=12, slowPeriod=26, maType=0) as `PPO from data context by symbol } print("MAVP") timer(1){ mavp = select ta::mavp(close, periods, minPeriod=2, maxPeriod=30, maType=0) as `MAVP from data context by symbol } print("APO") timer(1){ apo = select ta::apo(close, fastPeriod=12, slowPeriod=26, maType=0) as `APO from data context by symbol } print("AROON") timer(1){ aroon = select ta::aroon(high, low, timePeriod=14) as `AROON1`AROON2 from data context by symbol } print("AROONOSC") timer(1){ aroonosc = select ta::aroonOsc(high, low, timePeriod=14) as `AROONOSC from data context by symbol } print("ULTOSC") timer(1){ ultosc = select ta::ultOsc(high, low, close, timePeriod1=7, timePeriod2=14, timePeriod3=28) as `ULTOSC from data context by symbol } print("WILLR") timer(1){ willr = select ta::willr(high, low, close, timePeriod=14) as `WILLR from data context by symbol } print("AD") timer(1){ ad = select ta::ad(high, low, close, volume) as `AD from data context by symbol } print("OBV") timer(1){ obv = select ta::obv(close, volume) as `OBV from data context by symbol } print("AVGPRICE") timer(1){ avgprice = select ta::avgPrice(open, high, low, close) as `AVGPRICE from data context by symbol } print("MEDPRICE") timer(1){ medprice = select ta::medPrice(high, low) as `MEDPRICE from data context by symbol } print("TYPPRICE") timer(1){ typprice = select ta::typPrice(high, low, close) as `TYPPRICE from data context by symbol } print("WCLPRICE") timer(1){ wclprice = select ta::wclPrice(high, low, close) as `WCLPRICE from data context by symbol } print("ATR") timer(1){ atr = select ta::atr(high, low, close, timePeriod=14) as `ATR from data context by symbol } print("NATR") timer(1){ natr = select ta::natr(high, low, close, timePeriod=14) as `NATR from data context by symbol } print("MFI") timer(1){ mfi = select ta::mfi(high, low, close, volume, timePeriod=14) as `MFI from data context by symbol }