Python绘制股票移动均线的实例

yipeiwu_com7年前Python基础

1. 前沿

移动均线是股票最进本的指标,本文采用numpy.convolve计算股票的移动均线

2. numpy.convolve

numpy.convolve(a, v, mode='full')

Returns the discrete, linear convolution of two one-dimensional sequences.

The convolution operator is often seen in signal processing, where it models the effect of a linear time-invariant system on a signal [R17]. In probability theory, the sum of two independent random variables is distributed according to the convolution of their individual distributions.

If v is longer than a, the arrays are swapped before computation.

Parameters:

a : (N,) array_like

 First one-dimensional input array.

 v : (M,) array_like

 Second one-dimensional input array.

 mode : {‘full', ‘valid', ‘same'}, optional

 ‘full':

  By default, mode is ‘full'. This returns the convolution at each point of overlap, with an output shape of (N+M-1,). At the end-points of the convolution, the signals do not overlap completely, and boundary effects may be seen.
 ‘same':

  Mode same returns output of length max(M, N). Boundary effects are still visible.
 ‘valid':

  Mode valid returns output of length max(M, N) - min(M, N) + 1. The convolution product is only given for points where the signals overlap completely. Values outside the signal boundary have no effect.



Returns:

out : ndarray

 Discrete, linear convolution of a and v.

计算公式:

eg:

>>> import numpy as np
>>> 
>>> np_list = np.array([1, 2, 3, 4, 5, 6, 7, 8, 9])
>>> 
>>> np_list
array([1, 2, 3, 4, 5, 6, 7, 8, 9])
>>> x = np.convolve(np_list, 2)
>>> x
array([ 2, 4, 6, 8, 10, 12, 14, 16, 18])
>>> x = np.convolve(np_list, [0.5, 0.5])
>>> x
array([ 0.5, 1.5, 2.5, 3.5, 4.5, 5.5, 6.5, 7.5, 8.5, 4.5])

3. 移动均线计算

def moving_average(x, n, type='simple'):
 x = np.asarray(x)
 if type == 'simple':
  weights = np.ones(n)
 else:
  weights = np.exp(np.linspace(-1., 0., n))

 weights /= weights.sum()

 a = np.convolve(x, weights, mode='full')[:len(x)]
 a[:n] = a[n]
 return a
 ma10 = moving_average(close_data, 10, 'simple')
 ma20 = moving_average(close_data, 20, 'simple')

 ax1.plot(data['date'], ma10, color='c', lw=2, label='MA (10)')
 ax1.plot(data['date'], ma20, color='red', lw=2, label='MA (20)')

4. 效果图

以上这篇Python绘制股票移动均线的实例就是小编分享给大家的全部内容了,希望能给大家一个参考,也希望大家多多支持【听图阁-专注于Python设计】。

相关文章

关于pymysql模块的使用以及代码详解

pymysql模块的使用 查询一条数据fetchone() from pymysql import * conn = connect( host='127.0.0.1',...

python使用TensorFlow进行图像处理的方法

一、图片的放大缩小 在使用TensorFlow进行图片的放大缩小时,有三种方式: 1、tf.image.resize_nearest_neighbor():临界点插值 2、tf.i...

Python标准库itertools的使用方法

Python标准库itertools模块介绍 itertools是python内置的模块,使用简单且功能强大,这里尝试汇总整理下,并提供简单应用示例;如果还不能满足你的要求,欢迎加入...

Python多线程编程(二):启动线程的两种方法

在Python中我们主要是通过thread和threading这两个模块来实现的,其中Python的threading模块是对thread做了一些包装的,可以更加方便的被使用,所以我们使...

django 使用 request 获取浏览器发送的参数示例代码

获取数据(四种方式) 1. url: 需要正则去匹配     url(r'^index/(num)/$',view.index)   &...