利用python编写macd、kdj、rsi、ma等指标

randt
4 ℃
2020-03-07

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#-*-coding:utf-8-*-CreatedonThuDec1513:57:322016@author:fourimportpandasaspd#获取地址数据defget_adress_data(adress=0):data=pd.read_csv(adress,parse_dates=False,header=None,names=['dateL','openL','highL','lowL','closeL','volL'])data['dateL']=pd.to_datetime(data.dateL)returndata#获取macddefget_macd_data(data,short=0,long1=0,mid=0):ifshort==0:short=12iflong1==0:long1=26ifmid==0:mid=9data['sema']=pd.ewma(data['closeL'],span=short)data['lema']=pd.ewma(data['closeL'],span=long1)data.fillna(0,inplace=True)data['data_dif']=data['sema']-data['lema']data['data_dea']=pd.ewma(data['data_dif'],span=mid)data['data_macd']=2*(data['data_dif']-data['data_dea'])data.fillna(0,inplace=True)returndata[['data_dif','data_dea','data_macd']]defget_kdj_data(data,N=0,M=0):ifN==0:N=9ifM==0:M=2low_list=pd.rolling_min(data['lowL'],N)low_list.fillna(value=pd.expanding_min(data['lowL']),inplace=True)high_list=pd.rolling_max(data['highL'],N)high_list.fillna(value=pd.expanding_max(data['highL']),inplace=True)rsv=(data['closeL']-low_list)/(high_list-low_list)*100data['KDJ_K']=pd.ewma(rsv,com=M)data['KDJ_D']=pd.ewma(data['KDJ_K'],com=M)data['KDJ_J']=3*data['KDJ_K']-2*data['KDJ_D']data.fillna(0,inplace=True)returndata[['KDJ_K','KDJ_D','KDJ_J']]defget_ma_data(data,N=0):ifN==0:N=5data['ma']=pd.rolling_mean(data['closeL'],N)data.fillna(0,inplace=True)returndata[['ma']]defget_rsi_data(data,N=0):ifN==0:N=24data['value']=data['closeL']-data['closeL'].shift(1)data.fillna(0,inplace=True)data['value1']=data['value']data['value1'][data['value1']0]=0data['value2']=data['value']data['value2'][data['value2']0]=0data['plus']=pd.rolling_sum(data['value1'],N)data['minus']=pd.rolling_sum(data['value2'],N)data.fillna(0,inplace=True)rsi=data['plus']/(data['plus']-data['minus'])*100data.fillna(0,inplace=True)rsi=pd.DataFrame(rsi,columns=['rsi'])returnrsidefget_cci_data(data,N=0):ifN==0:N=14data['tp']=(data['highL']+data['lowL']+data['closeL'])/3data['mac']=pd.rolling_mean(data['tp'],N)data['md']=0foriinrange(len(data)-14):data['md'][i+13]=data['closeL'][i:i+13].mad()#data['mac']=pd.rolling_mean(data['closeL'],N)#data['md1']=data['mac']-data['closeL']#data.fillna(0,inplace=True)#data['md']=pd.rolling_mean(data['md1'],N)cci=(data['tp']-data['mac'])/(data['md']*0.015)cci=pd.DataFrame(cci,columns=['cci'])returncci#读取数据data=get_adress_data(adress=u'C:/Users/four/Desktop/m1_SZZS.csv')a=get_macd_data(data)b=get_kdj_data(data)c=get_ma_data(data)d=get_rsi_data(data)e=get_cci_data(data)