class Kline:
def __init__(self):
config.loads('config.json')
self.symbol = "BTC-USD-SWAP"
self.timeframe = "1m"
self.exchange = HUOBISWAP("", "", self.symbol)
self.indicators = INDICATORS(self.exchange, self.symbol,
self.timeframe)
def update(self):
table = self.exchange.get_kline(self.timeframe)
table.reverse()
try:
df = pd.DataFrame(
table,
columns='time open high low close volume currency_volume'.
split())
df = df.astype({
'time': 'datetime64[ns]',
'open': 'float64',
'high': 'float64',
'low': 'float64',
'close': 'float64',
'volume': 'float64',
'currency_volume': 'float64'
})
except:
df = pd.DataFrame(
table, columns='time open high low close volume'.split())
df = df.astype({
'time': 'datetime64[ns]',
'open': 'float64',
'high': 'float64',
'low': 'float64',
'close': 'float64',
'volume': 'float64'
})
candlesticks = df['time open close high low'.split()]
volumes = df['time open close volume'.split()]
result = self.indicators.MACD(12, 26, 9)
dif = result['DIF']
dea = result['DEA']
macd = result['MACD']
if not plots:
# first time we create the plots
global ax, ax2, ax3
plots.append(fplt.candlestick_ochl(candlesticks))
plots.append(fplt.volume_ocv(volumes, ax=ax2))
plots.append(fplt.plot(dif, ax=ax3, legend="DIF"))
plots.append(fplt.plot(dea, ax=ax3, legend="DEA"))
plots.append(fplt.plot(macd, ax=ax3, legend="MACD"))
else:
# every time after we just update the data sources on each plot
plots[0].update_data(candlesticks)
plots[1].update_data(volumes)
plots[2].update_data(dif)
plots[3].update_data(dea)
plots[4].update_data(macd)
class SIGNALIZE:
"""实盘时根据从交易所获取的k线数据绘制k线图、成交量图及指标"""
def __init__(self, platform, symbol, time_frame):
self.__platform = platform
self.__symbol = symbol
self.__time_frame = time_frame
self.__market = MARKET(self.__platform, self.__symbol,
self.__time_frame)
# pull some data
self.__indicators = INDICATORS(self.__platform, self.__symbol,
self.__time_frame)
self.__kline = platform.get_kline(self.__time_frame)
self.__kline.reverse()
# format it in pandas
try: # dataframe有7列的情况
self.__df = pd.DataFrame(self.__kline,
columns=[
'time', 'open', 'high', 'low',
'close', 'volume', 'currency_volume'
])
self.__df = self.__df.astype({
'time': 'datetime64[ns]',
'open': 'float64',
'close': 'float64',
'high': 'float64',
'low': 'float64',
'volume': 'float64',
'currency_volume': 'float64'
})
except: # dataframe只有6列的情况，如okex的现货k线数据
self.__df = pd.DataFrame(
self.__kline,
columns=['time', 'open', 'high', 'low', 'close', 'volume'])
self.__df = self.__df.astype({
'time': 'datetime64[ns]',
'open': 'float64',
'close': 'float64',
'high': 'float64',
'low': 'float64',
'volume': 'float64'
})
# create three plot 创建三层图纸，第一层画k线，第二层画成交量，第三层画一些适宜于副图显示的指标
fplt.foreground = '#FFFFFF' # 前景色
fplt.background = '#333333' # 背景色
fplt.odd_plot_background = '#333333' # 第二层图纸的背景色
fplt.cross_hair_color = "#FFFFFF" # 准星的颜色
self.__ax, self.__ax2, self.__ax3 = fplt.create_plot(symbol, rows=3)
# plot candle sticks
candles = self.__df[['time', 'open', 'close', 'high', 'low']]
fplt.candlestick_ochl(candles, ax=self.__ax)
# overlay volume on the plot
volumes = self.__df[['time', 'open', 'close', 'volume']]
fplt.volume_ocv(volumes, ax=self.__ax2)
fplt.add_legend("VOLUME", self.__ax2) # 增加"VOLUME"图例
"""
plot indicators
"""
def show(self):
"""最后必须调用此函数以显示图像"""
fplt.show()
def plot_last(self, color=None):
"""在图上画出最新成交价这根横线，便于观察"""
last = self.__market.last()
array = np.empty(len(self.__kline))
array.fill(last)
color = color if color is not None else "#CD7F32" # 默认设置为红色
fplt.plot(self.__df['time'],
array,
color=color,
ax=self.__ax,
legend="LAST {}".format(last))
def plot_array(self, array, ax, legend, color=None):
"""
绘制任意的数组成线性
:param array: 传入一个数组
:param ax: 加载在第几行的图上
:param legend: 图例名称
:param color: 颜色
:return:
"""
if ax == 1:
ax = self.__ax
elif ax == 2:
ax = self.__ax2
elif ax == 3:
ax = self.__ax3
color = color if color is not None else "#FF0000" # 默认设置为红色
fplt.plot(self.__df['time'], array, color=color, ax=ax, legend=legend)
def plot_atr(self, length, color=None):
"""
在图上画出ATR
:param length: ATR指标参数
:param color: 线的颜色
:return:
"""
color = color if color is not None else "#FF0000" # 默认设置为红色
fplt.plot(self.__df['time'],
self.__indicators.ATR(length),
color=color,
ax=self.__ax3,
legend='ATR({})'.format(length))
def plot_boll(self, length, color1=None, color2=None, color3=None):
"""
在图上画出布林通道的上轨、中轨、下轨
:param length: BOLL指标参数
:param upperband_color: 上轨颜色
:param middleband_color: 中轨颜色
:param lowerband_color: 下轨颜色
:return:
"""
color1 = color1 if color1 is not None else "#FF0000" # 默认设置为红色
color2 = color2 if color2 is not None else "#00FF00" # 默认设置为绿色
color3 = color3 if color3 is not None else "#0000FF" # 默认设置为蓝色
upperband_array = self.__indicators.BOLL(length)['upperband']
middleband_array = self.__indicators.BOLL(length)["middleband"]
lowerband_array = self.__indicators.BOLL(length)["lowerband"]
fplt.plot(self.__df['time'],
upperband_array,
color=color1,
ax=self.__ax,
legend='BOLL({})-UPPERBAND'.format(length))
fplt.plot(self.__df['time'],
middleband_array,
color=color2,
ax=self.__ax,
legend='BOLL({})-MIDDLEBAND'.format(length))
fplt.plot(self.__df['time'],
lowerband_array,
color=color3,
ax=self.__ax,
legend='BOLL({})-LOWERBAND'.format(length))
# 副图上也加载
fplt.plot(self.__df['time'],
upperband_array,
color=color1,
ax=self.__ax3,
legend='BOLL({})-UPPERBAND'.format(length))
fplt.plot(self.__df['time'],
middleband_array,
color=color2,
ax=self.__ax3,
legend='BOLL({})-MIDDLEBAND'.format(length))
fplt.plot(self.__df['time'],
lowerband_array,
color=color3,
ax=self.__ax3,
legend='BOLL({})-LOWERBAND'.format(length))
def plot_highest(self, length, color=None):
"""
在图上画出最高价
:param length: HIGHEST指标参数
:param color: 线的颜色
:return:
"""
color = color if color is not None else "#FF0000" # 默认设置红黑色
fplt.plot(self.__df['time'],
self.__indicators.HIGHEST(length),
color=color,
ax=self.__ax,
legend='HIGHEST({})'.format(length))
# 副图也加载
fplt.plot(self.__df['time'],
self.__indicators.HIGHEST(length),
color=color,
ax=self.__ax3,
legend='HIGHEST({})'.format(length))
def plot_ma(self, length, color=None):
"""
在图上画出移动平均线
:param length: 简单移动平均线参数
:param color: 线的颜色
:return:
"""
color = color if color is not None else "#FF0000" # 默认设置为红色
# 主图与副图加载指标
fplt.plot(self.__df['time'],
self.__indicators.MA(length),
color=color,
ax=self.__ax,
legend='MA({})'.format(length))
fplt.plot(self.__df['time'],
self.__indicators.MA(length),
color=color,
ax=self.__ax3,
legend='MA({})'.format(length))
def plot_macd(self,
fastperiod,
slowperiod,
signalperiod,
color1=None,
color2=None,
color3=None):
"""
在图上画出MACD指标
:param fastperiod:
:param slowperiod:
:param signalperiod:
:param color1:
:param color2:
:param color3:
:return:
"""
color1 = color1 if color1 is not None else "#FF0000" # 默认设置为红色
color2 = color2 if color2 is not None else "#00FF00" # 默认设置为绿色
color3 = color3 if color3 is not None else "#0000FF" # 默认设置为蓝色
dif = self.__indicators.MACD(fastperiod, slowperiod,
signalperiod)['DIF']
dea = self.__indicators.MACD(fastperiod, slowperiod,
signalperiod)["DEA"]
macd = self.__indicators.MACD(fastperiod, slowperiod,
signalperiod)["MACD"]
fplt.plot(self.__df['time'],
dif,
color=color1,
ax=self.__ax3,
legend='MACD({}, {}, {})-DIF'.format(fastperiod, slowperiod,
signalperiod))
fplt.plot(self.__df['time'],
dea,
color=color2,
ax=self.__ax3,
legend='MACD({}, {}, {})-DEA'.format(fastperiod, slowperiod,
signalperiod))
fplt.plot(self.__df['time'],
macd,
color=color3,
ax=self.__ax3,
legend='MACD({}, {}, {})-MACD'.format(
fastperiod, slowperiod, signalperiod))
def plot_ema(self, length, color=None):
"""
在图上画出EMA指标
:param length:
:param color:
:return:
"""
color = color if color is not None else "#FF0000" # 默认设置为红色
fplt.plot(self.__df['time'],
self.__indicators.EMA(length),
color=color,
ax=self.__ax,
legend='EMA({})'.format(length))
# 副图也加载
fplt.plot(self.__df['time'],
self.__indicators.EMA(length),
color=color,
ax=self.__ax3,
legend='EMA({})'.format(length))
def plot_kama(self, length, color=None):
"""在图上画出KAMA指标"""
color = color if color is not None else "#FF0000" # 默认设置为红色
fplt.plot(self.__df['time'],
self.__indicators.KAMA(length),
color=color,
ax=self.__ax,
legend='KAMA({})'.format(length))
# 副图也加载
fplt.plot(self.__df['time'],
self.__indicators.KAMA(length),
color=color,
ax=self.__ax3,
legend='KAMA({})'.format(length))
def plot_kdj(self,
fastk_period,
slowk_period,
slowd_period,
color1=None,
color2=None):
"""
在图上画出KDJ指标
:param fastk_period:
:param slowk_period:
:param slowd_period:
:param color1:
:param color2:
:param color3:
:return:
"""
color1 = color1 if color1 is not None else "#FF0000" # 默认设置为红色
color2 = color2 if color2 is not None else "#00FF00" # 默认设置为绿色
k = self.__indicators.KDJ(fastk_period, slowk_period,
slowd_period)['k']
d = self.__indicators.KDJ(fastk_period, slowk_period,
slowd_period)["d"]
# 仅副图加载
fplt.plot(self.__df['time'],
k,
color=color1,
ax=self.__ax3,
legend='KDJ({}, {}, {})-K'.format(fastk_period, slowk_period,
slowd_period))
fplt.plot(self.__df['time'],
d,
color=color2,
ax=self.__ax3,
legend='KDJ({}, {}, {})-D'.format(fastk_period, slowk_period,
slowd_period))
def plot_lowest(self, length, color=None):
"""LOWEST"""
color = color if color is not None else "#FF0000" # 默认设置红黑色
fplt.plot(self.__df['time'],
self.__indicators.LOWEST(length),
color=color,
ax=self.__ax,
legend='LOWEST({})'.format(length))
# 副图也加载
fplt.plot(self.__df['time'],
self.__indicators.LOWEST(length),
color=color,
ax=self.__ax3,
legend='LOWEST({})'.format(length))
def plot_obv(self, color=None):
"""OBV"""
color = color if color is not None else "#FF0000" # 默认设置红黑色
# 仅副图加载
fplt.plot(self.__df['time'],
self.__indicators.OBV(),
color=color,
ax=self.__ax3,
legend='OBV')
def plot_rsi(self, length, color=None):
"""RSI"""
color = color if color is not None else "#FF0000" # 默认设置为红色
# 仅副图加载
fplt.plot(self.__df['time'],
self.__indicators.RSI(length),
color=color,
ax=self.__ax3,
legend='RSI({})'.format(length))
def plot_roc(self, length, color=None):
"""ROC"""
color = color if color is not None else "#FF0000" # 默认设置为红色
# 仅副图加载
fplt.plot(self.__df['time'],
self.__indicators.ROC(length),
color=color,
ax=self.__ax3,
legend='ROC({})'.format(length))
def plot_stochrsi(self,
timeperiod,
fastk_period,
fastd_period,
color1=None,
color2=None):
"""STOCHRSI"""
color1 = color1 if color1 is not None else "#FF0000" # 默认设置为红色
color2 = color2 if color2 is not None else "#00FF00" # 默认设置为绿色
stochrsi = self.__indicators.STOCHRSI(timeperiod, fastk_period,
fastd_period)['stochrsi']
fastk = self.__indicators.STOCHRSI(timeperiod, fastk_period,
fastd_period)["fastk"]
# 仅副图加载
fplt.plot(self.__df['time'],
stochrsi,
color=color1,
ax=self.__ax3,
legend='STOCHRSI({}, {}, {})-STOCHRSI'.format(
timeperiod, fastk_period, fastd_period))
fplt.plot(self.__df['time'],
fastk,
color=color2,
ax=self.__ax3,
legend='STOCHRSI({}, {}, {})-FASTK'.format(
timeperiod, fastk_period, fastd_period))
def plot_sar(self, color=None):
"""
在图上画出SAR
:param length: SAR指标参数
:param color: 线的颜色
:return:
"""
color = color if color is not None else "#FF0000" # 默认设置为红色
# 主副图均加载
fplt.plot(self.__df['time'],
self.__indicators.SAR(),
color=color,
ax=self.__ax,
legend='SAR')
fplt.plot(self.__df['time'],
self.__indicators.SAR(),
color=color,
ax=self.__ax3,
legend='SAR')
def plot_stddev(self, length, color=None):
"""STDDEV"""
color = color if color is not None else "#FF0000" # 默认设置为红色
# 仅副图加载
fplt.plot(self.__df['time'],
self.__indicators.STDDEV(length),
color=color,
ax=self.__ax3,
legend='STDDEV({})'.format(length))
def plot_trix(self, length, color=None):
"""STDDEV"""
color = color if color is not None else "#FF0000" # 默认设置为红色
# 仅副图加载
fplt.plot(self.__df['time'],
self.__indicators.TRIX(length),
color=color,
ax=self.__ax3,
legend='TRIX({})'.format(length))
def plot_volume(self, color=None):
"""VOLUME"""
color = color if color is not None else "#FF0000" # 默认设置为红色
# 仅副图均加载
fplt.plot(self.__df['time'],
self.__indicators.VOLUME(),
color=color,
ax=self.__ax3,
legend='VOLUME')