Skip to content

Commit ef3c8dc

Browse files
mpquantmpquant
authored
Add files via upload
1 parent 8f7331a commit ef3c8dc

File tree

6 files changed

+271
-0
lines changed

6 files changed

+271
-0
lines changed

‎Ashare.py

+42
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,42 @@
1+
#-*- coding:utf-8 -*- ---------------Ashare 股票行情数据 ----------------------
2+
import json,requests,datetime; import pandas as pd
3+
4+
def get_price_day_tx(code, end_date='', count=10, frequency='1d'): #日线获取
5+
if end_date: end_date=end_date.strftime('%Y-%m-%d') if isinstance(end_date,datetime.date) else end_date.split(' ')[0]
6+
end_date='' if end_date==datetime.datetime.now().strftime('%Y-%m-%d') else end_date #如果日期今天就变成空
7+
URL=f'http://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param={code},day,,{end_date},{count},qfq'
8+
st= json.loads(requests.get(URL).content)
9+
buf=st['data'][code]['qfqday'] if 'qfqday' in st['data'][code] else st['data'][code]['day']
10+
df=pd.DataFrame(buf,columns=['time','open','close','high','low','volume'],dtype='float')
11+
df.set_index(['time'], inplace=True); df.index.name='' #处理索引
12+
return df
13+
14+
def get_price_min_tx(code, end_date=None, count=10, frequency='1d'): #分钟线获取
15+
ts=int(frequency[:-1]) if frequency[:-1].isdigit() else 1 #解析K线周期数
16+
if end_date: end_date=end_date.strftime('%Y-%m-%d') if isinstance(end_date,datetime.date) else end_date.split(' ')[0]
17+
URL=f'http://ifzq.gtimg.cn/appstock/app/kline/mkline?param={code},m{ts},,{count}'
18+
st= json.loads(requests.get(URL).content); buf=st['data'][code]['m'+str(ts)]
19+
df=pd.DataFrame(buf,columns=['time','open','close','high','low','volume','n1','n2'])
20+
df=df[['time','open','close','high','low','volume']]
21+
df[['open','close','high','low','volume']]=df[['open','close','high','low','volume']].astype('float')
22+
df.time=pd.to_datetime(df.time); df.set_index(['time'], inplace=True); df.index.name='' #处理索引
23+
df['close'][-1]=float(st['data'][code]['qt'][code][3]) #最新基金数据是3位的
24+
return df
25+
26+
27+
def get_price(code, end_date='',count=10, frequency='1d', fields=[]): #主功能函数包装
28+
xcode= code.replace('.XSHG','').replace('.XSHE','') #证券代码编码兼容
29+
xcode='sh'+xcode if ('XSHG' in code) else 'sz'+xcode if ('XSHE' in code) else code
30+
if frequency in '1d':
31+
return get_price_day_tx(xcode,end_date=end_date,count=count,frequency='1d')
32+
if frequency in ['1m','5m','15m','30m','60m']:
33+
return get_price_min_tx(xcode,end_date=end_date,count=count,frequency=frequency)
34+
35+
if __name__ == '__main__':
36+
df=get_price('sh000001',frequency='1d',count=10)
37+
print('上证指数日线行情\n',df)
38+
39+
df=get_price('000001.XSHG',frequency='15m',count=10) #支持'1m','5m','15m','30m','60m'
40+
print('上证指数分钟线\n',df)
41+
42+

‎Demo1.py

+17
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,17 @@
1+
#A股票行情数据获取演示
2+
from Ashare import *
3+
4+
# 证券代码兼容多种格式 通达信，同花顺，聚宽
5+
# sh000001 (000001.XSHG) sz399006 (399006.XSHE) sh600519 ( 600519.XSHG )
6+
7+
df=get_price('sh000001',frequency='1d',count=5) #默认获取今天往前5天的日线行情
8+
print('上证指数日线行情\n',df)
9+
10+
df=get_price('000001.XSHG',frequency='1d',count=5,end_date='2021-04-30') #可以指定结束日期，获取历史行情
11+
print('上证指数历史行情\n',df)
12+
13+
df=get_price('sh600519',frequency='15m',count=5) #分钟线行情，只支持从当前时间往前推，可用'1m','5m','15m','30m','60m'
14+
print('贵州茅台15分钟线\n',df)
15+
16+
df=get_price('600519.XSHG',frequency='60m',count=6) #分钟线行情，只支持从当前时间往前推，可用'1m','5m','15m','30m','60m'
17+
print('贵州茅台60分钟线\n',df)

‎Demo2.py

+27
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,27 @@
1+
#股市行情数据获取和作图 -2
2+
from Ashare import * #股票数据库
3+
from MyTT import * #myTT麦语言工具函数指标库
4+
5+
# 证券代码兼容多种格式 通达信，同花顺，聚宽
6+
# sh000001 (000001.XSHG) sz399006 (399006.XSHE) sh600519 ( 600519.XSHG )
7+
8+
df=get_price('000001.XSHG',frequency='1d',count=120) #默认获取今天往前5天的日线行情
9+
print('上证指数日线行情\n',df.tail(5))
10+
11+
#-------有数据了，下面开始正题 -------------
12+
CLOSE=df.close; OPEN=df.open #基础数据定义，只要传入的是序列都可以
13+
HIGH=df.high; LOW=df.low #也支持pd序列，列表,例如 CLOSE=df.close , CLOSE=list(df.close) 都是一样
14+
15+
MA5=MA(CLOSE,5) #获取5日均线序列
16+
MA10=MA(CLOSE,10) #获取10日均线序列
17+
up,mid,lower=BOLL(CLOSE) #获取布林带指标数据
18+
19+
#-------------------------作图显示-----------------------------------------------------------------
20+
import matplotlib.pyplot as plt ; from matplotlib.ticker import MultipleLocator
21+
plt.figure(figsize=(15,8))
22+
plt.plot(CLOSE,label='SHZS'); plt.plot(up,label='UP'); #画图显示
23+
plt.plot(mid,label='MID'); plt.plot(lower,label='LOW');
24+
plt.plot(MA10,label='MA10',linewidth=0.5,alpha=0.7);
25+
plt.legend(); plt.grid(linewidth=0.5,alpha=0.7); plt.gcf().autofmt_xdate(rotation=45);
26+
plt.gca().xaxis.set_major_locator(MultipleLocator(len(CLOSE)/30)) #日期最多显示30个
27+
plt.title('SH-INDEX & BOLL SHOW',fontsize=20); plt.show()

‎MyTT.py

+185
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,185 @@
1+
# MyTT 麦语言-通达信-同花顺指标实现 https://github.com/mpquant/MyTT
2+
# V2.1 2021-6-6 新增 BARSLAST函数
3+
# V2.2 2021-6-8 新增 SLOPE,FORCAST线性回归，和回归预测函数
4+
5+
import numpy as np; import pandas as pd
6+
7+
#------------------ 0级：核心工具函数 --------------------------------------------
8+
def RD(N,D=3): return np.round(N,D) #四舍五入取3位小数
9+
def RET(S,N=1): return np.array(S)[-N] #返回序列倒数第N个值,默认返回最后一个
10+
def ABS(S): return np.abs(S) #返回N的绝对值
11+
def MAX(S1,S2): return np.maximum(S1,S2) #序列max
12+
def MIN(S1,S2): return np.minimum(S1,S2) #序列min
13+
14+
def MA(S,N): #求序列的N日平均值，返回序列
15+
return pd.Series(S).rolling(N).mean().values
16+
17+
def REF(S, N=1): #对序列整体下移动N,返回序列(shift后会产生NAN)
18+
return pd.Series(S).shift(N).values
19+
20+
def DIFF(S, N=1): #前一个值减后一个值,前面会产生nan
21+
return pd.Series(S).diff(N) #np.diff(S)直接删除nan，会少一行
22+
23+
def STD(S,N): #求序列的N日标准差，返回序列
24+
return pd.Series(S).rolling(N).std(ddof=0).values
25+
26+
def IF(S_BOOL,S_TRUE,S_FALSE): #序列布尔判断 res=S_TRUE if S_BOOL==True else S_FALSE
27+
return np.where(S_BOOL, S_TRUE, S_FALSE)
28+
29+
def SUM(S, N): #对序列求N天累计和，返回序列
30+
return pd.Series(S).rolling(N).sum().values
31+
32+
def HHV(S,N): # HHV(C, 5) # 最近5天收盘最高价
33+
return pd.Series(S).rolling(N).max().values
34+
35+
def LLV(S,N): # LLV(C, 5) # 最近5天收盘最低价
36+
return pd.Series(S).rolling(N).min().values
37+
38+
def EMA(S,N): #指数移动平均,为了精度 S>4*N EMA至少需要120周期
39+
return pd.Series(S).ewm(span=N, adjust=False).mean().values
40+
41+
def SMA(S, N, M=1): #中国式的SMA,至少需要120周期才精确
42+
K = pd.Series(S).rolling(N).mean() #先求出平均值 (下面如果有不用循环的办法，能提高性能，望告知)
43+
for i in range(N+1, len(S)): K[i] = (M * S[i] + (N -M) * K[i-1]) / N # 因为要取K[i-1]，所以 range(N+1, len(S))
44+
return K
45+
46+
def AVEDEV(S,N): #平均绝对偏差 (序列与其平均值的绝对差的平均值)
47+
avedev=pd.Series(S).rolling(N).apply(lambda x: (np.abs(x - x.mean())).mean())
48+
return avedev.values
49+
50+
def SLOPE(S,N,RS=False): #返S序列N周期回线性回归斜率 (默认只返回斜率,不返回整个直线序列)
51+
M=pd.Series(S[-N:]); poly = np.polyfit(M.index, M.values,deg=1); Y=np.polyval(poly, M.index);
52+
if RS: return Y[1]-Y[0],Y
53+
return Y[1]-Y[0]
54+
55+
56+
#------------------ 1级：应用层函数(通过0级核心函数实现） ----------------------------------
57+
def COUNT(S_BOOL, N): # COUNT(CLOSE>O, N): 最近N天满足S_BOO的天数 True的天数
58+
return SUM(S_BOOL,N)
59+
60+
def EVERY(S_BOOL, N): # EVERY(CLOSE>O, 5) 最近N天是否都是True
61+
R=SUM(S_BOOL, N)
62+
return IF(R==N, True, False)
63+
64+
def LAST(S_BOOL, A, B): #从前A日到前B日一直满足S_BOOL条件
65+
if A<B: A=B #要求A>B 例：LAST(CLOSE>OPEN,5,3) 5天前到3天前是否都收阳线
66+
return S_BOOL[-A:-B].sum()==(A-B) #返回单个布尔值
67+
68+
def EXIST(S_BOOL, N=5): # EXIST(CLOSE>3010, N=5) n日内是否存在一天大于3000点
69+
R=SUM(S_BOOL,N)
70+
return IF(R>0, True ,False)
71+
72+
def BARSLAST(S_BOOL): #上一次条件成立到当前的周期
73+
M=np.argwhere(S_BOOL); # BARSLAST(CLOSE/REF(CLOSE)>=1.1) 上一次涨停到今天的天数
74+
return len(S_BOOL)-int(M[-1])-1 if M.size>0 else -1
75+
76+
def FORCAST(S,N): #返S序列N周期回线性回归后的预测值
77+
K,Y=SLOPE(S,N,RS=True)
78+
return Y[-1]+K
79+
80+
def CROSS(S1,S2): #判断穿越 CROSS(MA(C,5),MA(C,10))
81+
CROSS_BOOL=IF(S1>S2, True ,False)
82+
return COUNT(CROSS_BOOL>0,2)==1 #上穿：昨天0 今天1 下穿：昨天1 今天0
83+
84+
85+
86+
#------------------ 2级：技术指标函数(全部通过0级，1级函数实现） ------------------------------
87+
def MACD(CLOSE,SHORT=12,LONG=26,M=9): # EMA的关系，S取120日，和雪球小数点2位相同
88+
DIF = EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
89+
DEA = EMA(DIF,M); MACD=(DIF-DEA)*2
90+
return RD(DIF),RD(DEA),RD(MACD)
91+
92+
def KDJ(CLOSE,HIGH,LOW, N=9,M1=3,M2=3): # KDJ指标
93+
RSV = (CLOSE - LLV(LOW, N)) / (HHV(HIGH, N) - LLV(LOW, N)) * 100
94+
K = EMA(RSV, (M1*2-1)); D = EMA(K,(M2*2-1)); J=K*3-D*2
95+
return K, D, J
96+
97+
def RSI(CLOSE, N=24):
98+
DIF = CLOSE-REF(CLOSE,1)
99+
return RD(SMA(MAX(DIF,0), N) / SMA(ABS(DIF), N) * 100)
100+
101+
def WR(CLOSE, HIGH, LOW, N=10, N1=6): #W&R 威廉指标
102+
WR = (HHV(HIGH, N) - CLOSE) / (HHV(HIGH, N) - LLV(LOW, N)) * 100
103+
WR1 = (HHV(HIGH, N1) - CLOSE) / (HHV(HIGH, N1) - LLV(LOW, N1)) * 100
104+
return RD(WR), RD(WR1)
105+
106+
def BIAS(CLOSE,L1=6, L2=12, L3=24): # BIAS乖离率
107+
BIAS1 = (CLOSE - MA(CLOSE, L1)) / MA(CLOSE, L1) * 100
108+
BIAS2 = (CLOSE - MA(CLOSE, L2)) / MA(CLOSE, L2) * 100
109+
BIAS3 = (CLOSE - MA(CLOSE, L3)) / MA(CLOSE, L3) * 100
110+
return RD(BIAS1), RD(BIAS2), RD(BIAS3)
111+
112+
def BOLL(CLOSE,N=20, P=2): #BOLL指标，布林带
113+
MID = MA(CLOSE, N);
114+
UPPER = MID + STD(CLOSE, N) * P
115+
LOWER = MID - STD(CLOSE, N) * P
116+
return RD(UPPER), RD(MID), RD(LOWER)
117+
118+
def PSY(CLOSE,N=12, M=6):
119+
PSY=COUNT(CLOSE>REF(CLOSE,1),N)/N*100
120+
PSYMA=MA(PSY,M)
121+
return RD(PSY),RD(PSYMA)
122+
123+
def CCI(CLOSE,HIGH,LOW,N=14):
124+
TP=(HIGH+LOW+CLOSE)/3
125+
return (TP-MA(TP,N))/(0.015*AVEDEV(TP,N))
126+
127+
def ATR(CLOSE,HIGH,LOW, N=20): #真实波动N日平均值
128+
TR = MAX(MAX((HIGH - LOW), ABS(REF(CLOSE, 1) - HIGH)), ABS(REF(CLOSE, 1) - LOW))
129+
return MA(TR, N)
130+
131+
def BBI(CLOSE,M1=3,M2=6,M3=12,M4=20): #BBI多空指标
132+
return (MA(CLOSE,M1)+MA(CLOSE,M2)+MA(CLOSE,M3)+MA(CLOSE,M4))/4
133+
134+
def DMI(CLOSE,HIGH,LOW,M1=14,M2=6): #动向指标：结果和同花顺，通达信完全一致
135+
TR = SUM(MAX(MAX(HIGH - LOW, ABS(HIGH - REF(CLOSE, 1))), ABS(LOW - REF(CLOSE, 1))), M1)
136+
HD = HIGH - REF(HIGH, 1); LD = REF(LOW, 1) - LOW
137+
DMP = SUM(IF((HD > 0) & (HD > LD), HD, 0), M1)
138+
DMM = SUM(IF((LD > 0) & (LD > HD), LD, 0), M1)
139+
PDI = DMP * 100 / TR; MDI = DMM * 100 / TR
140+
ADX = MA(ABS(MDI - PDI) / (PDI + MDI) * 100, M2)
141+
ADXR = (ADX + REF(ADX, M2)) / 2
142+
return PDI, MDI, ADX, ADXR
143+
144+
def TAQ(HIGH,LOW,N): #唐安奇通道交易指标，大道至简，能穿越牛熊
145+
UP=HHV(HIGH,N); DOWN=LLV(LOW,N); MID=(UP+DOWN)/2
146+
return UP,MID,DOWN
147+
148+
def TRIX(CLOSE,M1=12, M2=20): #三重指数平滑平均线
149+
TR = EMA(EMA(EMA(CLOSE, M1), M1), M1)
150+
TRIX = (TR - REF(TR, 1)) / REF(TR, 1) * 100
151+
TRMA = MA(TRIX, M2)
152+
return TRIX, TRMA
153+
154+
def VR(CLOSE,VOL,M1=26): #VR容量比率
155+
LC = REF(CLOSE, 1)
156+
return SUM(IF(CLOSE > LC, VOL, 0), M1) / SUM(IF(CLOSE <= LC, VOL, 0), M1) * 100
157+
158+
def EMV(HIGH,LOW,VOL,N=14,M=9): #简易波动指标
159+
VOLUME=MA(VOL,N)/VOL; MID=100*(HIGH+LOW-REF(HIGH+LOW,1))/(HIGH+LOW)
160+
EMV=MA(MID*VOLUME*(HIGH-LOW)/MA(HIGH-LOW,N),N); MAEMV=MA(EMV,M)
161+
return EMV,MAEMV
162+
163+
164+
def DPO(CLOSE,M1=20, M2=10, M3=6): #区间震荡线
165+
DPO = CLOSE - REF(MA(CLOSE, M1), M2); MADPO = MA(DPO, M3)
166+
return DPO, MADPO
167+
168+
def BRAR(OPEN,CLOSE,HIGH,LOW,M1=26): #BRAR-ARBR 情绪指标
169+
AR = SUM(HIGH - OPEN, M1) / SUM(OPEN - LOW, M1) * 100
170+
BR = SUM(MAX(0, HIGH - REF(CLOSE, 1)), M1) / SUM(MAX(0, REF(CLOSE, 1) - LOW), M1) * 100
171+
return AR, BR
172+
173+
def DMA(CLOSE,N1=10,N2=50,M=10): #平行线差指标
174+
DIF=MA(CLOSE,N1)-MA(CLOSE,N2); DIFMA=MA(DIF,M)
175+
return DIF,DIFMA
176+
177+
def MTM(CLOSE,N=12,M=6): #动量指标
178+
MTM=CLOSE-REF(CLOSE,N); MTMMA=MA(MTM,M)
179+
return MTM,MTMMA
180+
181+
def ROC(CLOSE,N=12,M=6): #变动率指标
182+
ROC=100*(CLOSE-REF(CLOSE,N))/REF(CLOSE,N); MAROC=MA(ROC,M)
183+
return ROC,MAROC
184+
185+
#望大家能提交更多指标和函数 https://github.com/mpquant/MyTT

‎img/qrcode.png

23.9 KB
Loading

‎img/sh_boll.png

133 KB
Loading

0 commit comments

Comments
 (0)