def test_something(self):
db = MySQLUtils('root', '1988', 'test', 'stock')
data = db.get_array('sh600741', begin='2015-01-01', end='2016-01-01')
ohlc = OHLCVD(data)
ohlc.add_macd()
ohlc.add_ma(10)
ohlc.add_rsi_feature()
ohlc.add_raise_day(5)
ohlc.add_raise_day(10)
ohlc.add_recent_down_v_turn()
data = ohlc.get_array()
print data.shape[1]
# coding=utf-8
__author__ = 'squall'
import numpy as np
from backtest.utils.mysql import MySQLUtils
from data.ohlc import OHLCVD
if __name__ == '__main__':
db = MySQLUtils('root', '1988', 'stock', 'stock')
result = db.get_array('sh600741', begin='2007-10-10', end='2015-12-12')
ohlc = OHLCVD(data=result)
print result
print ohlc.get_dataframe()
ohlc.add_macd()
ohlc.add_ma(60)
print ohlc.get_array().shape
print ohlc.get_dataframe()
vol_values = ohlc.data_frame.volume.values
kernel = np.ones(20)*0.05
result = np.convolve(kernel, vol_values, mode='valid')
# plt.plot(result)
# plt.show()
# coding=utf-8
__author__ = 'squall'
import talib
import numpy as np
import pandas as pd
from backtest.utils.mysql import MySQLUtils
db = MySQLUtils('root', '1988', 'test', 'stock')
data = db.get_array(id='sh600741', begin='2010-01-01', end='2016-12-31')
print data
print np.exp(data[:, 5].astype(np.float64))
# note that all ndarrays must be the same length!
inputs = {
'open': data[:, 1].astype(np.float64),
'high': data[:, 2].astype(np.float64),
'low': data[:, 3].astype(np.float64),
'close': data[:, 4].astype(np.float64),
'volume': np.exp(data[:, 5].astype(np.float64))
}
macd_result = talib.abstract.MACD(inputs)
macd_result = np.vstack(macd_result)
macd_data_frame = pd.DataFrame(data=macd_result.T, index=data[:, 0])
x = macd_result.T
y = x[:, 1] - x[:, 0]
print y*2
# macd_data_frame.plot()
