@Channelchan
2018-09-30T05:37:28.000000Z
字数 1893
阅读 78653
用TA_Lib寻找蜡烛图特征
蜡烛图又称为K线图,主要包含四个数据,即开盘价、最高价、最低价、收盘价,所有的蜡烛图都是围绕这四个数据展开,反映大势的状况和价格信息。如果把每日的K线图放在一张图中,就能得到日K线图,同样也可画出周K线图、月K线图。
1. 大阳线: 涨幅大于5%,上下影线小于1.8%

2. 大阴线: 跌幅大于5%, 上下影线小于1.8%

3.下影线

4. 上影线

5.十字星

6. 缺口Gap

import warningswarnings.filterwarnings('ignore')
import talib as taimport pandas as pdimport warningswarnings.filterwarnings('ignore')stock1 = pd.read_excel('sz50.xlsx', sheetname='600036.XSHG', index_col='datetime')[-200:]
import matplotlib.pyplot as pltfrom matplotlib.pylab import date2numstock1['time'] = list(map(date2num, stock1.index))candle = stock1.reindex_axis(["time", "open", "high", "low", "close"], 1).valuesimport matplotlib.finance as mpffig, (ax) = plt.subplots(1,1, figsize=(15,12))fig.subplots_adjust(bottom=0.5)ax.grid(True)mpf.candlestick_ohlc(ax, candle, width=0.6, colorup='r', colordown='g',alpha=1.0)ax.xaxis_date ()plt.show()

CDLLONGLINE = ta.abstract.CDLLONGLINE(stock1)
axisX = CDLLONGLINE[CDLLONGLINE==100].indexaxisY = stock1.loc[axisX].low-0.1
def draw_candle(candle, scatterX, scatterY):fig, (ax) = plt.subplots(1,1,sharex=True, figsize=(16,7))ax.grid(True)mpf.candlestick_ohlc(ax, candle, width=0.6, colorup='r', colordown='g',alpha=1.0)ax.scatter(scatterX, scatterY, color='b', s=100, marker='^')ax.xaxis_date ()plt.show()
draw_candle(candle, axisX, axisY)

CDLENGULFING = ta.abstract.CDLENGULFING(stock1)
CDLENGULFING_X = CDLENGULFING[CDLENGULFING==100].indexCDLENGULFING_Y = stock1.loc[CDLENGULFING_X].low-1
draw_candle(candle, CDLENGULFING_X, CDLENGULFING_Y)

CDLMORNINGSTAR = ta.abstract.CDLMORNINGSTAR(stock1)CDLMORNINGSTAR_X = CDLMORNINGSTAR[CDLMORNINGSTAR==100].indexCDLMORNINGSTAR_Y = stock1.loc[CDLMORNINGSTAR_X].low-1
draw_candle(candle, CDLMORNINGSTAR_X, CDLMORNINGSTAR_Y)

