def calc_ma(df):
ar = [
5, 8, 10, 13, 20, 21, 30, 34, 40, 55, 60, 89, 120, 144, 233, 250, 377,
500, 610
]
for i in ar:
s = str(i)
s = "ma" + s
df[s] = MA(df['close'], i) # 计算MA(5) MA(13) ... MA(610)
fibs = _fibs(14)
sum = abs(df['ma5'] - df['ma8']) # 需要优化！！
for i in range(3, 13):
for j in range(i + 1, 14):
ma_b = "ma" + str(fibs[i])
ma_e = "ma" + str(fibs[j])
sum = sum + abs(df[ma_b] - df[ma_e])
df['diff'] = sum - abs(df['ma5'] - df['ma8']) # 需要优化！！
df['x8610'] = df['close'] - df['ma20']
print('yyyyyyyyyyyy', df['diff'])
return df
def makePicture(code, name):
#df = ts.get_hist_data(code, start=begin_time, end=end_time)
#df = ts.get_hist_data('600848')
ret = md.init("13601380996","it@iZ23psatkqsZ")
df = tt.get_bars("SHFE.ru1709", 3600*4, "2017-02-01 09:00:00", "2017-06-02 23:05:00")
print("kkkkkkkkkkkkkkkkkkkkkkkkkkkk!!!")
print("df:",df)
#df = df.sort_index(0)
# df.plot()
C = df['close'] # 切片收盘价
C30 = C.tail(30) # 取最后30个收盘价数据
MA30 = C30.mean() # 均值
print("MA30:",MA30)
xx = MA(C,5)
print("MA30 ==== ",xx)
kdj = KDJ(df,9,3,3)
print("KDJ ==== ", kdj)
drawPic(df, code, name)
def calc_kdj_ma_ema(df):
"""
# KDJ1
df['k1'] = np.nan
df['d1'] = np.nan
df['j1'] = np.nan
df['e1'] = np.nan
df['x1'] = np.nan
# KDJ2
df['k2'] = np.nan
df['d2'] = np.nan
df['j2'] = np.nan
df['e2'] = np.nan
df['x2'] = np.nan
# KDJ3
df['k3'] = np.nan
df['d3'] = np.nan
df['j3'] = np.nan
df['e3'] = np.nan
df['x3'] = np.nan
# KDJ4
df['k4'] = np.nan
df['d4'] = np.nan
df['j4'] = np.nan
df['e4'] = np.nan
df['x4'] = np.nan
# MA
df['ma5'] = np.nan
df['ma10'] = np.nan
df['ma20'] = np.nan
df['ma30'] = np.nan
df['ma40'] = np.nan
df['ma60'] = np.nan
df['ma89'] = np.nan
df['ma144'] = np.nan
df['ma233'] = np.nan
df['ma377'] = np.nan
df['ma610'] = np.nan
"""
# ------------------------------------------------------------
df['ma5'] = MA(df['close'], 5)
df['ma10'] = MA(df['close'], 10)
df['ma20'] = MA(df['close'], 20)
df['ma30'] = MA(df['close'], 30)
df['ma40'] = MA(df['close'], 40)
df['ma60'] = MA(df['close'], 60)
df['ma89'] = MA(df['close'], 89)
df['ma144'] = MA(df['close'], 144)
df['ma233'] = MA(df['close'], 233)
df['ma377'] = MA(df['close'], 377)
df['ma610'] = MA(df['close'], 610)
kdj1 = KDJ(df, 45, 15, 15)
kdj2 = KDJ(df, 45 * 5, 15 * 5, 15 * 5)
kdj3 = KDJ(df, 45 * 5 * 5, 15 * 5 * 5, 15 * 5 * 5)
kdj4 = KDJ(df, 45 * 5 * 5 * 5, 15 * 5 * 5 * 5, 15 * 5 * 5 * 5)
"""
#ema1 = EMA( kdj1['KDJ_J'], 5 )
#ema2 = EMA( kdj2['KDJ_J'], 5*5 )
#ema3 = EMA( kdj3['KDJ_J'], 5*5*5 )
#ema4 = EMA( kdj4['KDJ_J'], 5*5*5*5 )
"""
df['k1'] = kdj1['KDJ_K']
df['d1'] = kdj1['KDJ_D']
df['j1'] = kdj1['KDJ_J']
df['e1'] = EMA(kdj1['KDJ_J'], 5)
df['k2'] = kdj2['KDJ_K']
df['d2'] = kdj2['KDJ_D']
df['j2'] = kdj2['KDJ_J']
df['e2'] = EMA(kdj2['KDJ_J'], 5 * 5)
df['k3'] = kdj3['KDJ_K']
df['d3'] = kdj3['KDJ_D']
df['j3'] = kdj3['KDJ_J']
df['e3'] = EMA(kdj3['KDJ_J'], 5 * 5 * 5)
df['k4'] = kdj4['KDJ_K']
df['d4'] = kdj4['KDJ_D']
df['j4'] = kdj4['KDJ_J']
df['e4'] = EMA(kdj4['KDJ_J'], 5 * 5 * 5 * 5)
df['x1'] = np.nan
df['x2'] = np.nan
df['x3'] = np.nan
df['x4'] = np.nan
n = 6
x = np.arange(n)
yy = df['e1'].values
for i in range(n - 1, len(df)):
y1 = df['e1'][i - n + 1:i + 1].values
y2 = df['e2'][i - n + 1:i + 1].values
y3 = df['e3'][i - n + 1:i + 1].values
y4 = df['e4'][i - n + 1:i + 1].values
# print(x)
# print(y)
z1 = np.polyfit(x, y1, 3)
z2 = np.polyfit(x, y2, 3)
z3 = np.polyfit(x, y3, 3)
z4 = np.polyfit(x, y4, 3)
# print('zzzzzz',z)
r1 = z1[0] * x[n - 1] * x[n - 1] + z1[1] * x[n - 1] + z1[2]
r2 = z2[0] * x[n - 1] * x[n - 1] + z2[1] * x[n - 1] + z2[2]
r3 = z3[0] * x[n - 1] * x[n - 1] + z3[1] * x[n - 1] + z3[2]
r4 = z4[0] * x[n - 1] * x[n - 1] + z4[1] * x[n - 1] + z4[2]
df['x1'].iat[i] = r1
df['x2'].iat[i] = r2
df['x3'].iat[i] = r3
df['x4'].iat[i] = r4
return df
def calc_ma(df):
df['ma5'] = MA(df['close'], 5)
df['ma8'] = MA(df['close'], 8)
df['ma10'] = MA(df['close'], 10)
df['ma13'] = MA(df['close'], 13)
df['ma20'] = MA(df['close'], 20)
df['ma21'] = MA(df['close'], 21)
df['ma30'] = MA(df['close'], 30)
df['ma34'] = MA(df['close'], 34)
df['ma40'] = MA(df['close'], 40)
df['ma55'] = MA(df['close'], 55)
df['ma60'] = MA(df['close'], 60)
df['ma89'] = MA(df['close'], 89)
df['ma144'] = MA(df['close'], 144)
df['ma233'] = MA(df['close'], 233)
df['ma377'] = MA(df['close'], 377)
df['ma610'] = MA(df['close'], 610)
df['diff'] = abs( df['ma5']-df['ma8'] )+abs( df['ma5']-df['ma13'] ) \
+abs( df['ma5']-df['ma21'] )+abs( df['ma5']-df['ma34'] ) \
+abs( df['ma5']-df['ma55'] )+abs( df['ma5']-df['ma89'] ) \
+abs( df['ma5']-df['ma144'] )+abs( df['ma5']-df['ma233'] ) \
+abs( df['ma5']-df['ma377'] )+abs( df['ma5']-df['ma610'] ) \
+abs( df['ma8']-df['ma13'] ) \
+abs( df['ma8']-df['ma21'] )+abs( df['ma8']-df['ma34'] ) \
+abs( df['ma8']-df['ma55'] )+abs( df['ma8']-df['ma89'] ) \
+abs( df['ma8']-df['ma144'] )+abs( df['ma8']-df['ma233'] ) \
+abs( df['ma8']-df['ma377'] )+abs( df['ma8']-df['ma610'] ) \
+abs( df['ma13']-df['ma21'] )+abs( df['ma13']-df['ma34'] ) \
+abs( df['ma13']-df['ma55'] )+abs( df['ma13']-df['ma89'] ) \
+abs( df['ma13']-df['ma144'] )+abs( df['ma13']-df['ma233'] ) \
+abs( df['ma13']-df['ma377'] )+abs( df['ma13']-df['ma610'] ) \
+abs( df['ma21']-df['ma34'] ) \
+abs( df['ma21']-df['ma55'] )+abs( df['ma21']-df['ma89'] ) \
+abs( df['ma21']-df['ma144'] )+abs( df['ma21']-df['ma233'] ) \
+abs( df['ma21']-df['ma377'] )+abs( df['ma21']-df['ma610'] ) \
+abs( df['ma34']-df['ma55'] )+abs( df['ma34']-df['ma89'] ) \
+abs( df['ma34']-df['ma144'] )+abs( df['ma34']-df['ma233'] ) \
+abs( df['ma34']-df['ma377'] )+abs( df['ma34']-df['ma610'] ) \
+abs( df['ma55']-df['ma89'] ) \
+abs( df['ma55']-df['ma144'] )+abs( df['ma55']-df['ma233'] ) \
+abs( df['ma55']-df['ma377'] )+abs( df['ma55']-df['ma610'] ) \
+abs( df['ma89']-df['ma144'] )+abs( df['ma89']-df['ma233'] ) \
+abs( df['ma89']-df['ma377'] )+abs( df['ma89']-df['ma610'] ) \
+abs( df['ma144']-df['ma233'] ) \
+abs( df['ma144']-df['ma377'] )+abs( df['ma144']-df['ma610'] ) \
+abs( df['ma233']-df['ma377'] )+abs( df['ma233']-df['ma610'] ) \
+abs( df['ma377']-df['ma610'] )
df['x8610'] = df['ma5'] - df['ma610']
return df