def drawBBANDS(ax, data, period=20):
if data.__contains__('upper_band') & data.__contains__(
'middle_band') & data.__contains__('lower_band'):
upper_band = data['upper_band']
middle_band = data['middle_band']
lower_band = data['lower_band']
else:
close = data['close']
upper_band, middle_band, lower_band = ind.BBANDS(close,
time_period=period)
ax.plot(upper_band, label='upper_band')
ax.plot(middle_band, label='middle_band')
ax.plot(lower_band, label='lower_band')
# AMZN
# GOOG
# .HK .SZ .HZ
# 300059.sz
# pdi 10~20 13~16
# mdi
data = web.DataReader('300059.sz',
data_source='yahoo',
start='1/1/2018',
end='1/30/2019')
data = pd.DataFrame(data)
high, low, close, volume = data['High'], data['Low'], data['Close'], data[
'Volume']
pdi, mdi = ind.DI(high, low, close, time_period=14)
adx = ind.ADX(high, low, close, time_period=6)
upper_band, middle_band, lower_band = ind.BBANDS(close, time_period=20)
m, s, macd_histogram = ind.MACD(close,
fast_period=12,
slow_period=26,
signal_period=9)
rsi = ind.RSI(close, time_period=14)
min = ind.MIN(close, 20)
max = ind.MAX(close, 50)
df = pd.DataFrame()
df['close'] = close
df['fast'] = m
df['slow'] = s
df['ref'] = df['fast'].shift(1) < df['slow'].shift(1)
df['now'] = df['fast'] > df['slow']
df['cross'] = (m.shift(1) < s.shift(1)) & (m > s)