python ：pandas 画唐奇安通道

本篇数据来源：公开的基金净值,累计净值

表头:date,jz,ljjz

pd_roll_dc.py

# -*- coding: utf-8 -*-
import os, sys
if len(sys.argv) ==2:
    fcode = sys.argv[1]
else:
    print('usage: python pd_roll_dc.py fcode ')
    sys.exit(1)

import pandas as pd
import matplotlib.pyplot as plt
# 加这个两句 可以显示中文
plt.rcParams['font.sans-serif'] = [u'SimHei']
plt.rcParams['axes.unicode_minus'] = False
f1 = fcode +'.csv'
df = pd.read_csv(f1, parse_dates=True, index_col=0 )

# 唐奇安通道（Donchian Channel）取过去20日的最高价，最低价
df['up20'] = df['jz'].rolling(window=20).max()
df['down'] = df['jz'].rolling(window=20).min()
df[['jz','up20','down']].plot(subplots=False, figsize=(12,6), grid=True, title=fcode)
plt.legend( loc='upper left')
plt.show()

运行 python pd_roll_dc.py 510310