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同花顺选股python开发_量化之路-python绘图-高仿同花顺绘制股票K线图+均线+成交量+MACD+KDJ(附代码)...

上一期介绍了k线图的简单绘制,可以实现股票趋势的查看分析

本期介绍一种用python matplotlib实现高仿同花顺界面的绘图方法

一、话不多说上效果图(还是以601011宝泰隆为例哈^^)

二、代码(python 3.7)

# 参考博文:https://blog.csdn.net/PeakGao/article/details/105634317?utm_medium=distribute.pc_relevant.none-task-blog-BlogCommendFromMachineLearnPai2-5.nonecase&depth_1-utm_source=distribute.pc_relevant.none-task-blog-BlogCommendFromMachineLearnPai2-5.nonecase

# 参考博文博主:peakgao

# auther:懒兔子

# 编程环境:anaconda - Jupyter notebook

import tushare as ts

import numpy as np

import pandas as pd

import matplotlib.pyplot as plt #绘图

import matplotlib.ticker as ticker #日期刻度定制

import mplfinance as mpf #金融图形

from matplotlib import colors as mcolors #渲染顶点颜色格式

from matplotlib.collections import LineCollection,PolyCollection

pro = ts.pro_api()

# API括号内,请输入自己的‘tushare token’哦,申请方法详见上上篇懒兔子的博文:量化之路-数据采集-从tushareAPI获取股票数据信息并导出至excel

# tushare介绍博文链接:https://zhuanlan.zhihu.com/p/149754616

df = pro.daily(ts_code='601011.SH', start_date='20180101', end_date='20200622')

df # 用的Juppyter notebook,此处断点查看下获取的数据状况

df.drop(df.columns[[0,6,7,8,10]],axis=1,inplace=True) #二维数据两个括号 剔除多余的列

df # 用的Juppyter notebook,此处断点查看下获取的数据整理状况

# 在k线基础上计算MACD,并将结果存储在df上面(dif,dea,bar)

def calc_macd(df, fastperiod=12, slowperiod=26, signalperiod=9):

ewma12 = df['close'].ewm(span=fastperiod,adjust=False).mean()

ewma26 = df['close'].ewm(span=slowperiod,adjust=False).mean()

df['dif'] = ewma12-ewma26

df['dea'] = df['dif'].ewm(span=signalperiod,adjust=False).mean()

df['bar'] = (df['dif']-df['dea'])*2

return df

# 在k线基础上计算KDF,并将结果存储在df上面(k,d,j)

def calc_kdj(df):

low_list = df['low'].rolling(9, min_periods=9).min()

low_list.fillna(value=df['low'].expanding().min(), inplace=True)

high_list = df['high'].rolling(9, min_periods=9).max()

high_list.fillna(value=df['high'].expanding().max(), inplace=True)

rsv = (df['close'] - low_list) / (high_list - low_list) * 100

df['k'] = pd.DataFrame(rsv).ewm(com=2).mean()

df['d'] = df['k'].ewm(com=2).mean()

df['j'] = 3 * df['k'] - 2 * df['d']

df['kdj'] = 0

series = df['k']>df['d']

df.loc[series[series == True].index, 'kdj'] = 1

df.loc[series[(series == True) & (series.shift() == False)].index, 'kdjcross'] = 1

df.loc[series[(series == False) & (series.shift() == True)].index, 'kdjcross'] = -1

return df

calc_macd(df) #计算MACD

calc_kdj(df) #计算KDJ

df=df.sort_values(by='trade_date',ascending=True)

#兔子提示:tushare获取数据是倒序的,需要调整顺序!!!

df

# 用的Juppyter notebook,此处断点查看下获取的数据整理状况

# 日期转换成整数序列

date_tickers=df.trade_date.values

df.trade_date = range(0, len(df)) # 日期改变成序号

matix = df.values # 转换成绘制蜡烛图需要的数据格式(date, open, close, high, low, volume)

xdates = matix[:, 0] # X轴数据(这里用的天数索引)

# 设置外观效果

plt.rc('font', family='Microsoft YaHei') # 用中文字体,防止中文显示不出来

plt.rc('figure', fc='k') # 绘图对象背景图

plt.rc('text', c='#800000') # 文本颜色

plt.rc('axes', axisbelow=True, xmargin=0, fc='k', ec='#800000', lw=1.5, labelcolor='#800000', unicode_minus=False) # 坐标轴属性(置底,左边无空隙,背景色,边框色,线宽,文本颜色,中文负号修正)

plt.rc('xtick', c='#d43221') # x轴刻度文字颜色

plt.rc('ytick', c='#d43221') # y轴刻度文字颜色

plt.rc('grid', c='#800000', alpha=0.9, ls=':', lw=0.8) # 网格属性(颜色,透明值,线条样式,线宽)

plt.rc('lines', lw=0.8) # 全局线宽

# 创建绘图对象和4个坐标轴

fig = plt.figure(figsize=(16, 8))

left, width = 0.05, 0.9

ax1 = fig.add_axes([left, 0.6, width, 0.35]) # left, bottom, width, height

ax2 = fig.add_axes([left, 0.45, width, 0.15], sharex=ax1) # 共享ax1轴

ax3 = fig.add_axes([left, 0.25, width, 0.2], sharex=ax1) # 共享ax1轴

ax4 = fig.add_axes([left, 0.05, width, 0.2], sharex=ax1) # 共享ax1轴

plt.setp(ax1.get_xticklabels(), visible=False) # 使x轴刻度文本不可见,因为共享,不需要显示

plt.setp(ax2.get_xticklabels(), visible=False) # 使x轴刻度文本不可见,因为共享,不需要显示

plt.setp(ax3.get_xticklabels(), visible=False) # 使x轴刻度文本不可见,因为共享,不需要显示

# 绘制蜡烛图

def format_date(x, pos=None): return '' if x<0 or x>len(date_tickers)-1 else date_tickers[int(x)] # 日期格式化函数,根据天数索引取出日期值

ax1.xaxis.set_major_formatter(ticker.FuncFormatter(format_date)) # 设置自定义x轴格式化日期函数

ax1.xaxis.set_major_locator(ticker.MultipleLocator(max(int(len(df)/15), 5))) # 横向最多排15个左右的日期,最少5个,防止日期太拥挤

opens, closes, highs, lows = matix[:, 1], matix[:, 2], matix[:, 3], matix[:, 4] # 取出ochl值

avg_dist_between_points = (xdates[-1] - xdates[0]) / float(len(xdates)) # 计算每个日期之间的距离

delta = avg_dist_between_points / 4.0 # 用于K线实体(矩形)的偏移坐标计算

barVerts = [((date - delta, open), (date - delta, close), (date + delta, close), (date + delta, open)) for date, open, close in zip(xdates, opens, closes) ] # 生成K线实体(矩形)的4个顶点坐标

rangeSegLow = [ ((date, low), (date, min(open, close))) for date, low, open, close in zip(xdates, lows, opens, closes) ] # 生成下影线顶点列表

rangeSegHigh = [ ((date, high), (date, max(open, close))) for date, high, open, close in zip(xdates, highs, opens, closes) ] # 生成上影线顶点列表

rangeSegments = rangeSegLow + rangeSegHigh # 上下影线顶点列表

cmap = {True: mcolors.to_rgba('#000000', 1.0), False: mcolors.to_rgba('#54fcfc', 1.0)} # K线实体(矩形)中间的背景色(True是上涨颜色,False是下跌颜色)

inner_colors = [ cmap[opn < cls] for opn, cls in zip(opens, closes) ] # K线实体(矩形)中间的背景色列表

cmap = {True: mcolors.to_rgba('#ff3232', 1.0), False: mcolors.to_rgba('#54fcfc', 1.0)} # K线实体(矩形)边框线颜色(上下影线和后面的成交量颜色也共用)

updown_colors = [ cmap[opn < cls] for opn, cls in zip(opens, closes) ] # K线实体(矩形)边框线颜色(上下影线和后面的成交量颜色也共用)列表

ax1.add_collection(LineCollection(rangeSegments, colors=updown_colors, linewidths=0.5, antialiaseds=False)) # 生成上下影线的顶点数据(颜色,线宽,反锯齿,反锯齿关闭好像没效果)

ax1.add_collection(PolyCollection(barVerts, facecolors=inner_colors, edgecolors=updown_colors, antialiaseds=False, linewidths=0.5)) # 生成多边形(矩形)顶点数据(背景填充色,边框色,反锯齿,线宽)

# 均线

mav_colors = ['#ffffff', '#d4ff07', '#ff80ff', '#00e600', '#02e2f4', '#ffffb9', '#2a6848'] # 均线循环颜色

mav_period = [5, 10, 20, 30, 60, 120, 180] # 定义要绘制的均线周期,可增减

n = len(df)

for i in range(len(mav_period)):

if n >= mav_period[i]:

mav_vals = df['close'].rolling(mav_period[i]).mean().values

ax1.plot(xdates, mav_vals, c=mav_colors[i%len(mav_colors)], label='MA'+str(mav_period[i]))

ax1.set_title('K线图') # 标题

ax1.grid(True) # 画网格

ax1.legend(loc='upper right') # 图例放置于右上角

ax1.xaxis_date() # 好像要不要效果一样?

# 成交量和成交量均线(5日,10日)

# ax2.bar(xdates, matix[:, 5], width= 0.5, color=updown_colors) # 绘制成交量柱状图

barVerts = [((date - delta, 0), (date - delta, vol), (date + delta, vol), (date + delta, 0)) for date, vol in zip(xdates, matix[:,5]) ] # 生成K线实体(矩形)的4个顶点坐标

ax2.add_collection(PolyCollection(barVerts, facecolors=inner_colors, edgecolors=updown_colors, antialiaseds=False, linewidths=0.5)) # 生成多边形(矩形)顶点数据(背景填充色,边框色,反锯齿,线宽)

if n>=5: # 5日均线,作法类似前面的均线

vol5 = df['vol'].rolling(5).mean().values

ax2.plot(xdates, vol5, c='y', label='VOL5')

if n>=10: # 10日均线,作法类似前面的均线

vol10 = df['vol'].rolling(10).mean().values

ax2.plot(xdates, vol10, c='w', label='VOL10')

ax2.yaxis.set_ticks_position('right') # y轴显示在右边

ax2.legend(loc='upper right') # 图例放置于右上角

ax2.grid(True) # 画网格

# ax2.set_ylabel('成交量') # y轴名称

# MACD

difs, deas, bars = matix[:, 6], matix[:, 7], matix[:, 8] # 取出MACD值

ax3.axhline(0, ls='-', c='g', lw=0.5) # 水平线

ax3.plot(xdates, difs, c='w', label='DIFF') # 绘制DIFF线

ax3.plot(xdates, deas, c='y', label='DEA') # 绘制DEA线

# ax3.bar(xdates, df['bar'], width= 0.05, color=bar_colors) # 绘制成交量柱状图(发现用bar绘制,线的粗细不一致,故使用下面的直线列表)

cmap = {True: mcolors.to_rgba('r', 1.0), False: mcolors.to_rgba('g', 1.0)} # MACD线颜色,大于0为红色,小于0为绿色

bar_colors = [ cmap[bar > 0] for bar in bars ] # MACD线颜色列表

vlines = [ ((date, 0), (date, bars[date])) for date in range(len(bars)) ] # 生成MACD线顶点列表

ax3.add_collection(LineCollection(vlines, colors=bar_colors, linewidths=0.5, antialiaseds=False)) # 生成MACD线的顶点数据(颜色,线宽,反锯齿)

ax3.legend(loc='upper right') # 图例放置于右上角

ax3.grid(True) # 画网格

# KDJ

K, D, J = matix[:, 9], matix[:, 10], matix[:, 11] # 取出KDJ值

ax4.axhline(0, ls='-', c='g', lw=0.5) # 水平线

ax4.yaxis.set_ticks_position('right') # y轴显示在右边

ax4.plot(xdates, K, c='y', label='K') # 绘制K线

ax4.plot(xdates, D, c='c', label='D') # 绘制D线

ax4.plot(xdates, J, c='m', label='J') # 绘制J线

ax4.legend(loc='upper right') # 图例放置于右上角

ax4.grid(True) # 画网格

# set useblit = True on gtkagg for enhanced performance

from matplotlib.widgets import Cursor # 处理鼠标

cursor = Cursor(ax1, useblit=True, color='w', linewidth=0.5, linestyle='--')

plt.show()

大功告成!

参考博文博主:peakgao