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Used as an indicator to study the trend of the stock market.

Project description

技术指标

这是一个基于事件驱动设计模式的技术指标算法,可用股市预测行情趋势。

目前已实现MACD,KDJ,MA,RSI等重要指标。为了便捷的使用,简单封装成该接口,以便需要的人使用。

环境要求:

pyhon

pandas

doctest

tushare

调用方式

1:数据源要求:

数据结构:pandas.Dataframe

参数: ['date', 'open', 'high', 'low', 'close']

示例:

       date   open   high    low  close
0  20191106  33.80  34.15  33.33  33.46
1  20191105  33.95  34.13  33.45  33.81
2  20191104  33.69  34.45  33.48  33.85
3  20191101  33.36  33.64  33.11  33.50
4  20191031  33.72  34.20  33.37  33.42
5  20191030  34.34  34.34  33.52  33.78
6  20191029  35.25  35.25  34.33  34.34
7  20191028  35.30  35.50  34.44  35.35
8  20191025  34.08  34.11  33.59  34.00
9  20191024  33.93  34.14  33.35  33.84

调用代码:

from thctools import Technical
thc_obj = Technical(df)
thc_obj.ma
thc_obj.macd
thc_obj.kdj

测试案例:

from thctools import Technical
ts.set_token('24c7a5d5b40cd5db779cbc888ba4516d4be3384c0cf897caeaf2415b')
pro = ts.pro_api()
df = pro.query('daily', ts_code='603019.SH')
df = df.rename(columns={'trade_date': 'date'})[['date', 'open', 'high', 'low', 'close']]
print(df.head(10))
tech_obj = Technical(df)
print(tech_obj.ma.head(10))
print(tech_obj.macd.head(10))
print(tech_obj.kdj.head(10))

结果:

ma:

     MA10  MA20     MA5  MA60      date
0   0.000   0.0   0.000   0.0  20141106
1   0.000   0.0   0.000   0.0  20141107
2   0.000   0.0   0.000   0.0  20141110
3   0.000   0.0   0.000   0.0  20141111
4   0.000   0.0   9.302   0.0  20141112
5   0.000   0.0  10.232   0.0  20141113
6   0.000   0.0  11.256   0.0  20141114
7   0.000   0.0  12.382   0.0  20141117
8   0.000   0.0  13.622   0.0  20141118
9  12.144   0.0  14.986   0.0  20141119

macd

     DEA    DIF   EMA12   EMA26   MACD      date
0  0.000  0.000   7.620   7.620  0.000  20141106
1  0.012  0.061   7.737   7.676  0.098  20141107
2  0.045  0.174   7.965   7.791  0.258  20141110
3  0.103  0.335   8.300   7.965  0.464  20141111
4  0.190  0.537   8.738   8.201  0.694  20141112
5  0.308  0.780   9.282   8.502  0.944  20141113
6  0.458  1.059   9.931   8.872  1.202  20141114
7  0.641  1.372  10.687   9.315  1.462  20141117
8  0.857  1.722  11.557   9.835  1.730  20141118
9  1.107  2.106  12.544  10.438  1.998  20141119

kdj

        D        J       K    RSV      date
0   0.000    0.000   0.000    0.0  20141106
1   0.000    0.000   0.000    0.0  20141107
2   0.000    0.000   0.000    0.0  20141110
3   0.000    0.000   0.000    0.0  20141111
4   0.000    0.000   0.000    0.0  20141112
5   0.000    0.000   0.000    0.0  20141113
6   0.000    0.000   0.000    0.0  20141114
7   0.000    0.000   0.000    0.0  20141117
8  55.556   88.889  66.667  100.0  20141118
9  62.963  107.408  77.778  100.0  20141119

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1.0.3

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