check_l_in_l0(l, l0)
>>> True
'''
l_ = set(l)
l0_ = set(l0)
return len(l_ - l0_) == 0
if __name__ == '__main__':
from utils_hoo import load_csv
from utils_hoo.utils_fin.utils_fin import CCI
from utils_hoo.utils_plot.plot_Common import plot_Series
# 50ETF日线行情------------------------------------------------------------
fpath = './test/510050_daily_pre_fq.csv'
data = load_csv(fpath)
data.set_index('date', drop=False, inplace=True)
data['cci'] = CCI(data)
data['cci_100'] = data['cci'].apply(lambda x: 1 if x > 100 else \
(-1 if x < -100 else 0))
plot_Series(
data.iloc[-200:, :], {'close': ('.-k', False)},
cols_styl_low_left={'cci': ('.-c', False)},
cols_to_label_info={
'cci': [['cci_100', (-1, 1), ('r^', 'bv'), False]]
},
xparls_info={'cci': [(100, 'r', '-', 1.3), (-100, 'r', '-', 1.3)]},
figsize=(8, 7),
grids=True)
def T_transform(df, T=5):
'''
数据周期转化
df应包含列['open', 'high', 'low', 'close']
'''
raise NotImplementedError
dfT = df.reindex(columns=['open', 'high', 'low', 'close'])
if __name__ == '__main__':
strt_tm = time.time()
# 50ETF日线行情
fpath = '../test/510050_daily_pre_fq.csv'
df = load_csv(fpath)
df.set_index('date', drop=False, inplace=True)
# df = df.reindex(columns=['high', 'low', 'close'])
# CCI --------------------------------------------------------------------
N = 14
r = 0.015
df['cci'] = CCI(df, N=N, r=r)
plot_Series(
df.iloc[-200:, :], {'close': ('.-k', False)},
cols_styl_low_left={'cci': ('.-b', False)},
xparls_info={'cci': [(100, 'r', '-', 1.3), (-100, 'r', '-', 1.3)]},
figsize=(8.5, 7),
grids=True)
plt.xlabel('时间', {'fontsize': fontsize})
plt.tight_layout()
if fig_save_path:
plt.savefig(fig_save_path)
plt.show()
if __name__ == '__main__':
from utils_hoo import load_csv
daily_50etf_pre_fq_path = '../test/510050_daily_pre_fq.csv'
data = load_csv(daily_50etf_pre_fq_path)
data.rename(columns={'date': 'time'}, inplace=True)
N = 100
# args_ma = None
args_ma = [5, 10, 20, 30, 50]
args_boll = None
# args_boll = [15, 2]
# plot_below = None
plot_below = 'volume'
# args_ma_below = None
args_ma_below = [3, 5, 10]
figsize = (11, 10)
# fig_save_path = None
fig_save_path = './plot_test/Candle_test.png'
title = '50ETF'
func_confirm = confirm_high if ktype == -1 else confirm_low
k, OK_mid, OK_right = func_confirm(k)
if OK_mid and OK_right:
df.loc[df.index[k], 'zigzag'] = -ktype
ktype = -ktype
elif OK_mid:
df.loc[df.index[k], 'zigzag'] = -ktype * 0.5
break
return df['zigzag']
if __name__ == '__main__':
# zigzig测试--------------------------------------------------------------
fpath = '../test/510050_daily_pre_fq.csv'
his_data = load_csv(fpath)
his_data.rename(columns={'date': 'time'}, inplace=True)
his_data.set_index('time', drop=False, inplace=True)
# N = his_data.shape[0]
N = 100
col = 'close'
data = his_data.iloc[-N:-1, :].copy()
high_col, low_col, up_pct, down_pct = 'high', 'low', 3 / 100, 3 / 100
data['zigzag'] = ZigZag(data, high_col, low_col, up_pct, down_pct)
plot_Candle_zz(data,
N=data.shape[0],
zz_high=high_col,
zz_low=low_col,
args_ma=None,