用 Python 画 K 线图并进行分析!(源代码分享)

2017-11-14 11:14:38 +08:00
 a499492580
花了半天时间在 MINDGO 量化交易平台的研究环境中绘制了 K 线图,并进行了分析,有兴趣的可以到 MINDGO 量化交易平台上学习画 K 线图,并分析,如有疑难,加入 MINDGO 量化交流群:217901996. 对学 Python 绘图包有兴趣的可以加一波
K 线图源代码:
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.finance import candlestick2_ohlc
import datetime
data=get_price(['000300.SH'], None, '20171110', '1d', ['open','high','low','close'], True, None, 200, is_panel=0)
data=data['000300.SH']
#时间转化格式
time=data.index
t=[]
for x in time:
x=str(x).split()[0]
x=x.split('-')
x=x[0]+x[1]+x[2]
x=int(x)
t.append(x)
#画图数据
time=t
open1=list(data['open'])
high1=list(data['high'])
low1=list(data['low'])
close1=list(data['close'])
#画图
fig,ax = plt.subplots(figsize = (32,8),facecolor='pink')
fig.subplots_adjust()
plt.xticks()
plt.yticks()
plt.title("沪深 300K 线走势图")
plt.ylabel("股指")
ticks = ax.set_xticks(range(1,200,40))
labels = ax.set_xticklabels([time[0],time[40],time[80],time[120],time[160]])
candlestick2_ohlc(ax,open1,high1,low1,close1,width=0.6,colorup='red',colordown='green')
#支撑线
plt.plot([75,200],[3316,3954],'g',linewidth=10)
# 红星:回踩 1
plt.plot(75, 3316, 'r*', markersize = 40.0,label='趋势线')
plt.annotate(r'二次低位', xy=(75, 3316),
xycoords='data', xytext=(-90, -50),
textcoords='offset points', fontsize=26,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
# 红星:回踩 2
plt.plot(140, 3650, 'r*', markersize = 40.0)
plt.annotate(r'止跌,形成趋势线', xy=(140, 3650),
xycoords='data', xytext=(-90, -50),
textcoords='offset points', fontsize=26,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
# 红星:回踩 3
plt.plot(172, 3800, 'r*', markersize = 40.0)
plt.annotate(r'回踩趋势线', xy=(172, 3800),
xycoords='data', xytext=(-90, -50),
textcoords='offset points', fontsize=26,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
#MA5
data['ma5']=pd.rolling_mean(data['close'],5)
plt.plot(list(data['ma5']),label='五日均线')
#MA10
data['ma10']=pd.rolling_mean(data['close'],10)
plt.plot(list(data['ma10']),label='十日均线')
#MA20
data['ma20']=pd.rolling_mean(data['close'],20)
plt.plot(list(data['ma20']),label='二十日均线')
#MA30
data['ma30']=pd.rolling_mean(data['close'],30)
plt.plot(list(data['ma30']),label='三十日均线')
#MA60
data['ma60']=pd.rolling_mean(data['close'],60)
plt.plot(list(data['ma60']),label='六十日均线')
plt.legend()
print('沪深 300 走势图分析')

成交量源代码:
import numpy as np
import matplotlib.pyplot as plt
from matplotlib import mlab
from matplotlib import rcParams
data=get_price(['000300.SH'], None, '20171110', '1d', ['volume'], True, None,200, is_panel=0)['000300.SH']
data['volma5']=pd.rolling_mean(data['volume'],5)
data['volma10']=pd.rolling_mean(data['volume'],10)
volma5=list(data['volma5'])
volma10=list(data['volma10'])
data['goldordie']=(data['volma5']-data['volma10'])
time=data.index
t=[]
for x in time:
x=str(x).split()
x=x[0]
t.append(x)
#画图数据
time=t
x=list(data['volume'])
y=len(x)
z=range(0,y,1)
fig,ax = plt.subplots(figsize = (48,8),facecolor='pink')
ticks = ax.set_xticks(range(1,200,40))
rects =plt.bar(left = z,height = x,width = 0.4,color=('r','g'),align="center",yerr=0.1)
plt.title('VOL')
# plt.xticks(z,t)
# 蓝线:五日量能
plt.plot(volma5,'b',label="五日量能")
# 蓝线:十日量能
plt.plot(volma10,'y',label="十日量能")
plt.title("沪深 300 成交量")
print("沪深 300 成交量")
jc=[]
sc=[]
for x in range(0,200,1):
z=x-1
y2=data['goldordie'].iloc[x]
y1=data['goldordie'].iloc[z]
if y1<0 and y2>0:
jc.append(x)
elif y1>0 and y2<0:
sc.append(x)
for x in jc:
if x== jc[-1]:
vol=data['volma5'].iloc[x]
plt.plot(x, vol, 'r*', markersize = 40.0,label='金叉')
else:
vol=data['volma5'].iloc[x]
plt.plot(x, vol, 'r*', markersize = 40.0)
for x in sc:
if x==sc[-1]:
vol=data['volma5'].iloc[x]
plt.plot(x, vol, 'g*', markersize = 40.0,label='死叉')
else:
vol=data['volma5'].iloc[x]
plt.plot(x, vol, 'g*', markersize = 40.0)
plt.legend()
plt.show()
MACD 指标源代码:
import numpy as np
import matplotlib.pyplot as plt
from matplotlib import mlab
from matplotlib import rcParams
data=get_price(['000300.SH'], None, '20171110', '1d', ['close'], True, None,233, is_panel=0)['000300.SH']
data['ma12']=pd.ewma(data['close'],12)
data['ma26']=pd.ewma(data['close'],26)
data['diff']=data['ma12']-data['ma26']
data['dea']=pd.ewma(data['diff'],9)
data['macd']=data['diff']-data['dea']
data=data[33:]
diff=list(data['diff'])
dea=list(data['dea'])
fig,ax=plt.subplots(figsize=(16,4),facecolor='pink')
plt.plot(diff,'b',label='diff')
plt.plot(dea,'y',label='dea')
macd=list(data['macd'])
x=len(list(data['macd']))
x=range(0,x,1)
rects =plt.bar(left = x,height = macd,width = 0.4,color=('g','r'),align="center",yerr=0.1)
plt.title('MACD 指标')
jc=[]
sc=[]
data['goldordie']=data['diff']-data['dea']
for x in range(0,200,1):
z=x-1
y2=data['goldordie'].iloc[x]
y1=data['goldordie'].iloc[z]
if y1<0 and y2>0:
jc.append(x)
elif y1>0 and y2<0:
sc.append(x)
for x in jc:
if x==jc[-1]:
diff=data['diff'].iloc[x]
if diff>0:
plt.plot(x, diff, 'r*', markersize = 20.0,label='金叉')
plt.annotate(r'多方金叉顺势买入', xy=(x, diff),
xycoords='data', xytext=(-20, -20),
textcoords='offset points', fontsize=12,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
else:
plt.plot(x, diff, 'r*', markersize = 20.0,label='金叉')
plt.annotate(r'空方金叉猥琐买入', xy=(x, diff),
xycoords='data', xytext=(-20, -20),
textcoords='offset points', fontsize=12,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
else:
diff=data['diff'].iloc[x]
if diff>0:
plt.plot(x, diff, 'r*', markersize = 20.0)
plt.annotate(r'多方金叉顺势买入', xy=(x, diff),
xycoords='data', xytext=(-20, -20),
textcoords='offset points', fontsize=12,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
else:
plt.plot(x, diff, 'r*', markersize = 20.0)
plt.annotate(r'空方金叉猥琐买入', xy=(x, diff),
xycoords='data', xytext=(-20, -20),
textcoords='offset points', fontsize=12,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
for x in sc:
if x==sc[-1]:
diff=data['diff'].iloc[x]
if diff >0:
plt.plot(x, diff, 'g*', markersize = 20.0,label='死叉')
plt.annotate(r'多方死叉猥琐卖出', xy=(x, diff),
xycoords='data', xytext=(20, 20),
textcoords='offset points', fontsize=12,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
if diff <0:
plt.plot(x, diff, 'g*', markersize = 20.0,label='死叉')
plt.annotate(r'空方死叉顺势卖出', xy=(x, diff),
xycoords='data', xytext=(20, 20),
textcoords='offset points', fontsize=12,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
else:
diff=data['diff'].iloc[x]
if diff>0:
plt.plot(x, diff, 'g*', markersize = 20.0)
plt.annotate(r'多方死叉猥琐卖出', xy=(x, diff),
xycoords='data', xytext=(10, 20),
textcoords='offset points', fontsize=12,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
else:
plt.plot(x, diff, 'g*', markersize = 20.0)
plt.annotate(r'空方死叉顺势卖出', xy=(x, diff),
xycoords='data', xytext=(10, 20),
textcoords='offset points', fontsize=12,
arrowprops=dict(arrowstyle="->", connectionstyle="arc3,rad=.2"))
plt.legend()
7932 次点击
所在节点    Python
23 条回复
a499492580
2017-11-14 11:17:38 +08:00
clino
2017-11-14 11:22:11 +08:00
为什么不贴一个 gist url 就好?
a499492580
2017-11-14 11:27:04 +08:00
@clino 哈哈 我还不熟悉 gist url 还请指教
misaka19000
2017-11-14 11:28:12 +08:00
为什么不把代码格式化一下
a499492580
2017-11-14 11:29:18 +08:00
@misaka19000 哈哈 加群我给你文件吧
master13
2017-11-14 11:38:27 +08:00
我猜想 python 画这种图应该由封装更高层次的库吧
clino
2017-11-14 11:39:45 +08:00
@a499492580 上载到 gist 然后这里贴个 url 就行了,v2ex 这里支持点个按钮展开代码的
a499492580
2017-11-14 11:42:28 +08:00
@clino gist 纯英文看不懂啊
a499492580
2017-11-14 11:42:46 +08:00
@master13 没有的 Python 自带的绘图库即可画了
4ever911
2017-11-14 12:18:58 +08:00
matplot 就算了吧, 丑死了又慢, 建议用 pyqtgraph, 里面就自带一个例子,我用这个封装了一个,狠漂亮,很好用。
TimePPT
2017-11-14 12:30:13 +08:00
lixuda
2017-11-14 12:49:15 +08:00
是同花顺的官方吗?
lyh404
2017-11-14 13:06:37 +08:00
没有前途,放弃吧。
a499492580
2017-11-14 13:21:23 +08:00
@lixuda MINDGO
a499492580
2017-11-14 13:25:04 +08:00
@4ever911 呵呵 重要的是如何绘制,而不是美观
a499492580
2017-11-14 13:25:29 +08:00
@lyh404 重要是如何绘制,学习 Python 代码 而不是别的目的
livc
2017-11-14 13:37:33 +08:00
@TimePPT #11 这是 K 线?
a499492580
2017-11-14 13:47:00 +08:00
@livc 他打广告呢 别理他
xiaket
2017-11-14 13:52:00 +08:00
@livc url 实际上是: http://pyecharts.herokuapp.com/kline

@a499492580 你才是打广告吧?而且还很不高明
a499492580
2017-11-14 13:54:20 +08:00
@xiaket 哦,是吗?我带着源代码打广告?

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