talib 计算 KDJ值对应的函数是Stochastic Oscillator Slow (Stoch),
其返回值有两个,一个是快速确认线值,另外一个是慢速主干线值。KDJ 需要至少最近9天的数据。
talib_kdj2.py
# -*- coding: utf-8 -*-
import os, sys
import tushare as ts
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
import talib
if len(sys.argv) ==2:
code = sys.argv[1]
else:
print('usage: python talib_kdj2.py stockcode ')
sys.exit(1)
if len(code) !=6:
print('stock code length: 6')
sys.exit(2)
if code < '600000':
ts_code = code +'.SZ'
else:
ts_code = code +'.SH'
# 初始化pro接口
pro = ts.pro_api('your token')
dh = pro.daily(ts_code=ts_code, start_date='20210101')
if dh.empty ==True:
print(" df is empty ")
sys.exit(2)
df = dh.sort_values(by='trade_date')
#df = df.reset_index(drop=True)
# 为了与原来的 tushare 保持一致性,修改列名
df.rename(columns={'trade_date':'date','vol':'volume'}, inplace=True)
if len(df) <10:
print(" len(df) <10 ")
sys.exit(2)
dw = pd.DataFrame()
# KDJ 值对应的函数是 STOCH
dw['slowk'], dw['slowd'] = talib.STOCH(
df['high'].values,
df['low'].values,
df['close'].values,
fastk_period=9,
slowk_period=3,
slowk_matype=0,
slowd_period=3,
slowd_matype=0)
# 求出J值,J = (3*K) - (2*D)
dw['slowj'] = list(map(lambda x,y: 3*x-2*y, dw['slowk'], dw['slowd']))
dw.index = range(len(dw))
print(dw[-5:])
df['ma10'] = df['close'].rolling(window=10).mean()
df.index = pd.to_datetime(df.date)
# 画股票收盘价图
fig,axes = plt.subplots(2,1)
df[['close', 'ma10']].plot(ax=axes[0], grid=True, title=code)
# 画 KDJ 曲线图
dw[['slowk','slowd','slowj']].plot(ax=axes[1], grid=True)
plt.legend(loc='best', shadow=True)
plt.show()
请尽快使用Pro版接口:https://waditu.com/document/2