链接
tailb_document
#!/usr/bin/env python3# -*- coding: utf-8 -*-"""Created on Mon Nov 12 16:36:02 @author: lg"""import tushare as tsimport pandas as pdimport matplotlib.pyplot as pltimport numpy as npimport talibfrom talib import *df=ts.get_k_data('600600')# time period of rsi normaly in [10,15,30,60]talib.RSI(df.open, timeperiod=12) df['k'],df['d']=talib.STOCH(df.high,df.low,df.close, fastk_period=9,slowk_period=3,slowk_matype=0,slowd_period=3,slowd_matype=0)df['j']=3*df.k-2*df.d#量价指标real = talib.OBV(df.close, df.volume)real = talib.AD(df.high, df.low, df.close, df.volume)real = talib.ADOSC(df.high, df.low, df.close, df.volume, fastperiod=3, slowperiod=10)#avgreal = talib.DEMA(df.close, timeperiod=30)real = talib.EMA(df.close, timeperiod=30)real = talib.HT_TRENDLINE(df.close)real = talib.KAMA(df.close, timeperiod=30)##################################################real = talib.SAREXT(df.high, df.low, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)real = talib.T3(df.close, timeperiod=5, vfactor=0)#momentreal = talib.ADX(df.high, df.low, df.close, timeperiod=14)real = talib.APO(df.close, fastperiod=12, slowperiod=26, matype=0)real = talib.AROONOSC(df.high, df.low, timeperiod=14)real = talib.BOP(df.open, df.high, df.low, df.close)real = I(df.high, df.low, df.close, timeperiod=14)real = talib.CMO(df.close, timeperiod=14)real = talib.MFI(df.high, df.low, df.close, df.volume, timeperiod=14)real = talib.MINUS_DI(df.high, df.low, df.close, timeperiod=14)real = talib.ROC(df.close, timeperiod=10)fastk, fastd = talib.STOCHF(df.high, df.low, df.close, fastk_period=5, fastd_period=3, fastd_matype=0)real = talib.TRIX(df.close, timeperiod=30)#****************************real = talib.ULTOSC(df.high, df.low, df.close, timeperiod1=7, timeperiod2=14, timeperiod3=28)real = talib.WILLR(df.high, df.low, df.close, timeperiod=14)#波动率指标函数real = talib.ATR(df.high, df.low, df.close, timeperiod=14)real = talib.NATR(df.high, df.low, df.close, timeperiod=14)real = talib.TRANGE(df.high, df.low, df.close)#周期real = talib.HT_DCPERIOD(df.close)real = talib.HT_DCPHASE(df.close)inphase, quadrature = talib.HT_PHASOR(df.close)sine, leadsine = talib.HT_SINE(df.close)#integer = talib.HT_TRENDMODE(df.close)#integer = talib.CDL2CROWS(df.open, df.high, df.low, df.close)#统计学指标real = talib.BETA(df.high, df.low, timeperiod=5)real = talib.CORREL(df.high, df.low, timeperiod=30)#************************#timeperiod=3,5,14,30,real = talib.LINEARREG_SLOPE(df.close, timeperiod=3)real = talib.STDDEV(df.close, timeperiod=5, nbdev=1)real = talib.TSF(df.close, timeperiod=14)#real = talib.ACOS(df.close)
