pgabc 1.0

Data calulation

## pgabc为数据分析提供各种帮助

## 需要安装pandas numpy talib

##类内容： ##class Indicator(): ## “””数据指数函数 可变列host_nv ,user_wm,passwd_wm,db_wm,chareset_wm来适应不同要求””” ## period = 6 #系数 ## weight = 0.2 ## k = 12 ## ts_code = ‘000001.SZ’ ## time_temp = datetime.datetime.now() - datetime.timedelta(days=0) ## given_dt = time_temp.strftime(‘%Y%m%d’) ## def __init__(self,df_wm,start_dt,end_dt): ## self.df_wm = df_wm ## self.start_dt = start_dt ## self.end_dt = end_dt ## #self.cho_dt = self.cho_dt

## def ma(self): ## #返回是的DATA 可以用data.iloc[-1].ma_5等方式获得数据,可以直接用ma_wm[1]来得到最后一个数据 ## data = self.df_wm[(self.df_wm[‘ts_code’]==self.ts_code)&(self.df_wm[‘trade_date’]>=self.start_dt)&(self.df_wm[‘trade_date’]<=self.given_dt)] ## data.drop_duplicates(subset=[‘ts_code’,’trade_date’],keep=’first’,inplace=True) #去重 ## data = data.reset_index() #重新排 ## data[‘ma_{}’.format(str(self.k))] = data.close.rolling(self.k).mean() #5日收盘价均值 ## print(data.tail()) ## ma_wm = data.iloc[-1][‘ma_{}’.format(str(self.k))] ## return data,ma_wm ## …

## 主要指标

ma(self,k:int = 10):

#index_1

ema(self,k:int = 10):

#index_2

rsi_wm(self,period:int = 6):

#index_3 不推荐 #RSI相对强弱指标 #相对强弱指数（RSI）是通过比较一段时期内的平均收盘涨数和平均收盘跌数来分析市场买沽盘的意向和实力，从而作出未来市场的走势

sma(self,k:int = 5):

#index_4 #计算PRICE_WM K天的简单平均数

wma(self,timeperiod:int=30):

#index_5 wma

ewma(self,period:int = 5,exponential:float = 0.2):

#index_6 # 计算PRICE_WM 期数为PERIOD天,EXPONENTIAL权数的指数加权平均数

momentum(self,period:int = 19):

#index_7 #momentum trading strategy 动量交易策略 现价比PERIOND_WM前的价差

macd(self,period1:int = 12,period2:int = 26,period3:int=9):

#index_8

kdj(self,n:int = 9,m1:int = 3,m2:int = 3):

#index_9 #kdj 9,3,3 数据

bias(self,n1:int = 6,n2:int = 12,n3:int = 24):

#index_10 #bias指标 6,12,24 #N期BIAS=(当日收盘价-N期平均收盘价)/N期平均收盘价*100%

wr(self,n1:int = 10,n2:int = 6):

#index_11 #威廉指标

obv(self,n:int = 30):

#index_12

boll(self):

#index_13 #布林线指标，即BOLL指标，其英文全称是“Bollinger Bands”

sun_moon(self):

#index_14 #生成阳线阴线标志，阳线为True ,阴线为False

k_form(self):

#index_15 #生成K线实体占HIGH-LOW的比重*100

ma_group(self):

#index_16 ma #生成数据的

sma_ta(self,timeperiod:int = 30):

#index_17 sma #SMA （简单移动平均线）（参数1：收盘价序列，参数2：时间周期（均线的计算长度 即 几日均线））

atr(self,timeperiod:int = 14):

#index_18 #ATR（平均真实波幅） #（参数1：最高价序列，参数2：最低价序列，参数3：收盘价序列，参数4：时间周期）

ht_trendline(self):

#inex_19 ht_trendline #HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline

kama(self,timeperiod:int=30):

#index_20 kama #KAMA - Kaufman Adaptive Moving Average

var(self,timeperiod:int = 5,nbdev:int = 1):

#index_21 var #MAMA - MESA Adaptive Moving Average

tsf(self,timeperiod:int=14):

#index_22 var #TSF - Time Series Forecast

dema(self,timeperiod:int = 30):

#index_23 dema #DEMA - Double Exponential Moving Average

midpoint(self,timeperiod:int=14):

#MIDPOINT - MidPoint over period #index_26 minpoint

midprice(self,timeperiod:int=14):

#index_27 midprice #MIDPRICE - Midpoint Price over period

sar(self):

#index_28 sar #SAR - Parabolic SAR

sarext(self):

#index_29 sarext #SAREXT - Parabolic SAR - Extended

t3(self,timeperiod:int = 5):

#index_30 t3 #T3 - Triple Exponential Moving Average (T3)

tema(self,timeperiod:int=30):

#index_31 tema #TEMA - Triple Exponential Moving Average

trima(self,timeperiod:int=30):

#index_32 tirma #TRIMA - Triangular Moving Average

wma1(self,timeperiod:int = 30):

#index_33 wma #WMA - Weighted Moving Average

adx(self,timeperiod:int = 14):

#index_34 adx #ADX - Average Directional Movement Index #NOTE: The ADX function has an unstable period.

adxr(self,timeperiod:int=14):

#index_35 adxr #ADXR - Average Directional Movement Index Rating #NOTE: The ADXR function has an unstable period.

apo(self,fastperiod:int=12,slowperiod:int=26):

#index_36 apo #APO - Absolute Price Oscillator

aroon(self,timeperiod:int=14):

#index_37 aroon #AROON - Aroon

aroonosc(self,timeperiod:int=14):

#index_38 aroonosc #AROONOSC - Aroon Oscillator

bop(self):

#index_39 bop #BOP - Balance Of Power

cci(self,timeperiod:int = 14):

#index_40 cci #CCI - Commodity Channel Index

cmo(self,timeperiod:int=14):

#index_41 cmo #CMO - Chande Momentum Oscillator

dx(self,timeperiod:int=14):

#index_42 dx #DX - Directional Movement Index

macd_t(self,fastperiod:int=12,slowperiod:int=26,signalperiod:int=9):

#index_43 macd #MACD - Moving Average Convergence/Divergence

macdext(self,fastperiod:int=12,slowperiod:int=26,signalperiod:int=9):

#index_44 macdext #MACDEXT - MACD with controllable MA type

macdfix(self,signalperiod:int=9):

#index_45 macdfix #MACDFIX - Moving Average Convergence/Divergence Fix 12/26

mfi(self,timeperiod:int=14):

#index_46 mfi #MFI - Money Flow Index

minus_di(self,timeperiod:int=14):

#index_47 minus_di #MINUS_DI - Minus Directional Indicator

minus_dm(self,timeperiod:int=14):

#index_48 minus_dm #MINUS_DM - Minus Directional Movement

mom(self,timeperiod:int=10):

#index_49 mom #MOM - Momentum

plus_di(self,timeperiod:int=14):

#index_50 plus_di #PLUS_DI - Plus Directional Indicator

plus_dm(self,timeperiod:int=14):

#index_51 plus_dm #PLUS_DM - Plus Directional Movement

ppo(self,fastperiod:int=12,slowperiod:int=26):

#index_52 ppo #PPO - Percentage Price Oscillator

roc(self,timeperiod:int=10):

#index_53 roc #ROC - Rate of change : ((price/prevPrice)-1)*100

rocp(self,timeperiod:int=10):

#index_54 rocp #ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice

rocr(self,timeperiod:int=10):

#index_55 rocr #ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice

rocr100(self,timeperiod:int=10):

#index_56 rocr100 #ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100

rsi(self,timeperiod:int=14):

#index_57 rsi

stoch(self,fastk_period:int=5,slowk_period:int=3,slowd_period:int=3):

#index_58 stoch #STOCH - Stochastic

stochf(self,fastk_period:int=5,fastd_period:int=3):

#index_59 stochf #STOCHF - Stochastic Fast

stochrsi(self,timeperiod:int=14,fastk_period:int=5,fastd_period:int=3):

#index_60 stochrsi #STOCHRSI - Stochastic Relative Strength Index

trix(self,timeperiod:int=30):

#index_61 trix #TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA

ultosc(self,timeperiod1:int=7,timeperiod2:int=14,timeperiod3:int=28):

#index_62 stochf #ULTOSC - Ultimate Oscillator

willr(self,timeperiod:int=14):

#index_63 stochf #WILLR - Williams’ %R

ad(self):

#index_64 ad #AD - Chaikin A/D Line

ad(self,fastperiod:int=3,slowperiod:int=10):

#index_65 adosc #ADOSC - Chaikin A/D Oscillator

obv_ta(self):

#index_66 obv #OBV - On Balance Volume

ht_dcperiod(self):

#index_67 ht_dcperiod #HT_DCPERIOD - Hilbert Transform - Dominant Cycle Period

ht_dcphase(self):

#index_68 ht_dcphase NNN #HT_DCPHASE - Hilbert Transform - Dominant Cycle Phase

ht_phasor(self):

#index_69 ht_phasor NNNN #HT_PHASOR - Hilbert Transform - Phasor Components

ht_sine(self):

#index_70 ht_sine NNN #HT_SINE - Hilbert Transform - SineWave

ht_trendmode(self):

#index_71 ht_trendmode #HT_TRENDMODE - Hilbert Transform - Trend vs Cycle Mode

avgprice(self):

#index_72 AVGPRICE #AVGPRICE - Average Price

medprice(self):

#index_73 MEDPRICE #MEDPRICE - Median Price

typprice(self):

#index_74 TYPPRICE #TYPPRICE - Typical Price

wclprice(self):

#index_75 WCLPRICE #WCLPRICE - Weighted Close Price

atr(self,timeperiod:int=14):

#index_76 atr #ATR - Average True Range

natr(self,timeperiod:int=14):

#index_77 aatr #NATR - Normalized Average True Range

trange(self):

#index_78 trange #TRANGE - True Range

cdl2crows(self):

#index_79 cdl2crows

cdl3blackcrows(self):

#index_80 cdl3blackcrows #CDL3BLACKCROWS - Three Black Crows

cdl3inside(self):

#index_81 cdl3blackcrows #CDL3INSIDE - Three Inside Up/Down

cdl3linestrike(self):

#index_82 cdl3cdl3linestrike #CDL3INSIDE - Three Inside Up/Down

cdl3outside(self):

#index_83 cdl3outside

cdl3starstinsouth(self):

#index_84 CDL3STARSINSOUTH #CDL3STARSINSOUTH - Three Stars In The South

cdl3whitesoldiers(self):

#index_85 CDL3WHITESOLDIERS #CDL3WHITESOLDIERS - Three Advancing White Soldiers

cdlabandonedbaby(self):

#index_86 CDLABANDONEDBABY #CDLABANDONEDBABY - Abandoned Baby

cdladvanceblock(self):

#index_87 CDLADVANCEBLOCK #CDLADVANCEBLOCK - Advance Block

cdlbelthold(self):

#index_88 CDLBELTHOLD #CDLBELTHOLD - Belt-hold

cdlbreakaway(self):

#index_89 CDLBREAKAWAY #CDLBREAKAWAY - Breakaway

cdlclosingmarubozu(self):

#index_90 CDLCLOSINGMARUBOZU #CDLCLOSINGMARUBOZU - Closing Marubozu

cdlconcealbabyswall(self):

#index_91 CDLCLOSINGMARUBOZU #CDLCONCEALBABYSWALL - Concealing Baby Swallow

cdlcounterattack(self):

#index_92 CDLCOUNTERATTACK #CDLCOUNTERATTACK - Counterattack

cdldarkcloundcover(self):

#index_93 CDLDARKCLOUDCOVER #CDLDARKCLOUDCOVER - Dark Cloud Cover

cdldoji(self):

#index_94 CDLDOJI #CDLDOJI - Doji

cdldojistar(self):

#index_95 CDLDOJI #CDLDOJISTAR - Doji Star

cdldragonflydoji(self):

#index_96 CDLDRAGONFLYDOJI #CDLDRAGONFLYDOJI - Dragonfly Doji

cdlengulfing(self):

#index_97 CDLDRAGONFLYDOJI #CDLENGULFING - Engulfing Pattern

cdleveningdojistar(self):

#index_98 CDLEVENINGDOJISTAR #CDLEVENINGDOJISTAR - Evening Doji Star

cdleveningstar(self):

#index_99 CDLEVENINGSTAR #CDLEVENINGSTAR - Evening Star

cdlgapsidesidewhite(self):

#index_100 CDLGAPSIDESIDEWHITE #CDLGAPSIDESIDEWHITE - Up/Down-gap side-by-side white lines

cdlgravestonedoji(self):

#index_101 CDLGRAVESTONEDOJI - Gravestone Doji #CDLGRAVESTONEDOJI - Gravestone Doji

cdlhammer(self):

#index_102 CDLHAMMER #CDLHAMMER - Hammer

cdlhangingman(self):

#index_103 CDLHANGINGMAN #CDLHANGINGMAN - Hanging Man

cdlharami(self):

#index_104 CDLHARAMI #CDLHARAMI - Harami Pattern

cdlharamicross(self):

#index_105 CDLHARAMICROSS #CDLHARAMICROSS - Harami Cross Pattern

cdlhighwave(self):

#index_106 CDLHIGHWAVE #CDLHIGHWAVE - High-Wave Candle

cdlhikkake(self):

#index_107 CDLHIKKAKE #CDLHIKKAKE - Hikkake Pattern

cdlhikkakemod(self):

#index_108 CDLHIKKAKEMOD #CDLHIKKAKEMOD - Modified Hikkake Pattern

cdlhomingpigeon(self):

#index_109 CDLHOMINGPIGEON #CDLHOMINGPIGEON - Homing Pigeon

cdlidentical3crows(self):

#index_110 CDLIDENTICAL3CROWS #CDLIDENTICAL3CROWS - Identical Three Crows

cdlinneck(self):

#index_111 CDLINNECK #CDLINNECK - In-Neck Pattern

cdlinvertedhammer(self):

#index_112 CDLINVERTEDHAMMER #CDLINVERTEDHAMMER - Inverted Hammer

cdlkicking(self):

#index_113 CDLKICKING - Kicking #CDLKICKING - Kicking

cdlkickingbylegngth(self):

#index_114 CDLKICKINGBYLENGTH #CDLKICKINGBYLENGTH - Kicking - bull/bear determined by the longer marubozu

cdlladderbottom(self):

#index_115 CDLLADDERBOTTOM #CDLLADDERBOTTOM - Ladder Bottom

cdllongleggeddoji(self):

#index_116 CDLLONGLEGGEDDOJI #CDLLONGLEGGEDDOJI - Long Legged Doji

cdllongline(self):

#index_117 CDLLONGLINE #CDLLONGLINE - Long Line Candle

cdlmarubozu(self):

#index_118 CDLMARUBOZU #CDLMARUBOZU - Marubozu

cdlmatchinglow(self):

#index_119 CDLMATCHINGLOW - Matching Low #CDLMARUBOZU - Marubozu

cdlmathold(self):

#index_119 CDLMATCHINGLOW - Matching Low #CDLMATHOLD - Mat Hold

cdlmorningdojistar(self):

#index_120 CDLMORNINGDOJISTAR #CDLMORNINGDOJISTAR - Morning Doji Star

cdlmorningstar(self):

#index_121 CDLMORNINGSTAR #CDLMORNINGSTAR - Morning Star

cdlonneck(self):

#index_122 CDLONNECK - On-Neck Pattern #CDLONNECK - On-Neck Pattern

cdlpiercting(self):

#index_123 CDLPIERCING - Piercing Pattern #CDLPIERCING - Piercing Pattern

cdlrickshawman(self):

#index_124 CDLRICKSHAWMAN #CDLRICKSHAWMAN - Rickshaw Man

cdlrisefall3methods(self):

#index_125 CDLRISEFALL3METHODS #CDLRISEFALL3METHODS - Rising/Falling Three Methods

cdlseparatinglines(self):

#index_126 CDLSEPARATINGLINES #CDLSEPARATINGLINES - Separating Lines

cdlshootingstar(self):

#index_127 CDLSHOOTINGSTAR #CDLSHOOTINGSTAR - Shooting Star

cdlshortline(self):

#index_128 CDLSHORTLINE - Short Line Candle #CDLSHORTLINE - Short Line Candle

cdlspinningtop(self):

#index_129 CDLSPINNINGTOP - Spinning Top #CDLSPINNINGTOP - Spinning Top

cdlstalledpattern(self):

#index_130 CDLSTALLEDPATTERN - Stalled Pattern #CDLSTALLEDPATTERN - Stalled Pattern

cdlsticksandwich(self):

#index_131 CDLSTICKSANDWICH #CDLSTICKSANDWICH - Stick Sandwich

cdltakuri(self):

#index_132 CDLTAKURI #CDLTAKURI - Takuri (Dragonfly Doji with very long lower shadow)

cdltasukigap(self):

#index_132 CDLTASUKIGAP #CDLTASUKIGAP - Tasuki Gap

cdlthrusting(self):

#index_133 CDLTHRUSTING #CDLTHRUSTING - Thrusting Pattern

cdltristar(self):

#index_134 CDLTRISTAR #CDLTRISTAR - Tristar Pattern

cdlunique3river(self):

#index_135 CDLUNIQUE3RIVER #CDLUNIQUE3RIVER - Unique 3 River

cdlupsidegap2crows(self):

#index_136 CDLUPSIDEGAP2CROWS #CDLUPSIDEGAP2CROWS - Upside Gap Two Crows

cdlxsidegap3methods(self):

#index_137 CDLXSIDEGAP3METHODS #CDLXSIDEGAP3METHODS - Upside/Downside Gap Three Methods

beta(self,timeperiod:int=5):

#index_138 BETA #BETA - Beta

correl(self,timeperiod:int=30):

#index_139 CORREL #CORREL - Pearson’s Correlation Coefficient (r)

linearreg(self,timeperiod:int=14):

#index_140 LINEARREG #LINEARREG - Linear Regression

linearreg_angle(self,timeperiod:int=14):

#index_141 LINEARREG_ANGLE #LINEARREG_ANGLE - Linear Regression Angle

linearreg_intercept(self,timeperiod:int=14):

#index_142 LINEARREG_INTERCEPT #LINEARREG_INTERCEPT - Linear Regression Intercept

linearreg_slope(self,timeperiod:int=14):

#index_143 LINEARREG_SLOPE #LINEARREG_SLOPE - Linear Regression Slope

stddev(self,timeperiod:int=5,nbdev:int=1):

#index_144 STDDEV #STDDEV - Standard Deviation

tsf(self,timeperiod:int=14):

#index_145 TSF #TSF - Time Series Forecast

var_ta(self,timeperiod:int=5,nbdev:int=1):

#index_146 VAR #VAR - Variance

acos(self):

#index_147 ACOS #ACOS - Vector Trigonometric ACos

asin(self):

#index_148 ASIN #ASIN - Vector Trigonometric ASin

atan(self):

#index_149 ATAN #ATAN - Vector Trigonometric ATan

ceil(self):

#index_150 CEIL #CEIL - Vector Ceil

cos(self):

#index_151 COS #COS - Vector Trigonometric Cos

cosh(self):

#index_152 COSH #COSH - Vector Trigonometric Cosh

exp(self):

#index_152 EXP #EXP

floor(self):

#index_153 FLOOR #FLOOR - Vector Floor

ln(self):

#index_154 LN #LN - Vector Log Natural

log10(self):

#index_155 LOG10 #LOG10 - Vector Log10

sin(self):

#index_156 SIN #SIN - Vector Trigonometric Sin

sinh(self):

#index_157 SINH #SINH - Vector Trigonometric Sinh

sqrt(self):

#index_158 SQRT #SQRT - Vector Square Root

tan(self):

#index_159 TAN #TAN - Vector Trigonometric Tan

tanh(self):

#index_160 TANH #TANH - Vector Trigonometric Tanh

add(self):

#index_161 ADD #ADD - Vector Arithmetic Add

div(self):

#index_162 DIV #DIV - Vector Arithmetic Div

max(self,timeperiod:int=30):

#index_163 MAX

maxindex(self,timeperiod:int=30):

#index_164 MAXINDEX #MAXINDEX - Index of highest value over a specified period

min(self,timeperiod:int=30):

#index_165 MIN #MIN - Lowest value over a specified period

minindex(self,timeperiod:int=30):

#index_166 MININDEX #MININDEX - Index of lowest value over a specified period

minmax(self,timeperiod:int=30):

#index_167 MINMAX #MINMAX - Lowest and highest values over a specified period

minmaxindex(self,timeperiod:int=30):

#index_168 MINMAXINDEX #MINMAXINDEX - Indexes of lowest and highest values over a specified period

mult(self):

#index_169 MULT - Vector Arithmetic Mult #MULT - Vector Arithmetic Mult

sub(self):

#index_170 SUB #SUB - Vector Arithmetic Substraction

sum(self,timeperiod:int=30):

#index_171 SUM #SUM - Summation

## 应用

##安装 pip install pgabc

##使用举例

## import pgabc.indicator as pg_indicator ## pg = pg_indicator.Indicator(df,start_dt,end_dt) #引入类 df 是数据pandas格式 ， 一般有 trade_date,ts_code,open,high,low,close,vol 等内容 ## pg.ts_code = ‘600999.SH’ #选定股票 ## pg.given_dt = ‘20200701’ #设定指定日期，默认是当前日期 ## df = pg.ema(k=12) #生成12日ema数据

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