def drawDMI(ax, data, periods=[6, 14], hlines=[10, 12, 16, 20, 22]):
if data.__contains__('pdi') & data.__contains__('mdi') & data.__contains__(
'adx') & data.__contains__('adxr'):
pdi = data['pdi']
mdi = data['mdi']
adx = data['adx']
adxr = data['adxr']
else:
close, high, low = data['close'], data['high'], data['low']
pdi, mdi = ind.DI(high, low, close, time_period=periods[0])
adx = ind.ADX(high, low, close, time_period=periods[1])
adxr = ind.ADXR(high, low, close, time_period=periods[1])
ax.plot(pdi, label='pdi%d' % periods[0])
# ax.plot(mdi, label='mdi%d' % periods[0])
# ax.plot(adx, label='adx%d' % periods[1])
# ax.plot(adxr, label='adxr%d' % periods[1])
drawHline(ax, hlines)
ax.set_ylabel('DMI')
# 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)