pyecharts显示K线、均线、成交量和MACD_pyecharts k线图上画均线-CSDN博客

本文链接：https://blog.csdn.net/lrobinson/article/details/111798943
安装 Ta-lib：

pip install Ta-lib
安装pyecharts:

pip install pyecharts
npm install -g phantomjs-prebuilt
安装图片保存插件：
pip install pyecharts-snapshot
import pandas as pd
import numpy as np
import talib as ta
from decimal import Decimal

from pyecharts.charts import Kline, Line, Bar, Grid
from pyecharts.commons.utils import JsCode
from pyecharts import options as opts
from pyecharts.globals import CurrentConfig, NotebookType
CurrentConfig.NOTEBOOK_TYPE = NotebookType.JUPYTER_NOTEBOOK

# 精度计算
def digital_utils(temps):
    temps = str(temps)
    if temps.find('E'):
        temps = '{:.8f}'.format(Decimal(temps))
    nums = temps.split('.')
    if int(nums[1]) == 0:
        return nums[0]
    else:
        num = str(int(nums[1][::-1]))
        result = '{}.{}'.format(nums[0], num[::-1])
        return result

def sum_resampler(df):
    if df.shape[0] < 1:
        return float("nan")
    return np.sum(df)
def low_resampler(df):
    return np.min(df)
def high_resampler(df):
    return np.max(df)
def avg_resampler(df):
    return digital_utils(np.average(df))
def open_resampler(df):
    if df.shape[0] < 1:
        return float("nan")    
    return np.asarray(df)[0]
def close_resampler(df):
    if df.shape[0] < 1:
        return float("nan")    
    return np.asarray(df)[-1]
def volume_resampler(df):
    if df.shape[0] < 1:
        return float("nan")    
    volume = np.asarray(df)[-1] - np.asarray(df)[0]
    if volume < 1:
        return float("nan")
    return volume
# 根据tikt数据合成K线数据
def getKline(price, volume):
    data_close = price.resample('T', label='right').apply(close_resampler) # 1分钟聚合，使用最右边的index作为新的index
    data_open = price.resample('T', label='right').apply(open_resampler) # 1分钟聚合，使用最右边的index作为新的index
    data_high = price.resample('T', label='right').apply(high_resampler) # 1分钟聚合，使用最右边的index作为新的index
    data_low = price.resample('T', label='right').apply(low_resampler) # 1分钟聚合，使用最右边的index作为新的index
    data_volume = volume.resample('T', label='right').apply(volume_resampler) # 1分钟聚合，使用最右边的index作为新的index

    data = pd.concat([data_open, data_close, data_low, data_high, data_volume],axis=1)
    data.columns = ['open', 'close', 'low', 'high', 'volume']
    
    return data

def process(data):
    #去掉数据中的第一行（集合竞价值）和最后一行数据（结算值）
    data.columns = ['localtime', 'InstrumentID', 'TradingDay', 'ActionDay', 'UpdateTime', 'UpdateMillisec', 'LastPrice', 'Volume', 'HighestPrice', 'LowestPrice', 'OpenPrice', 'ClosePrice', 'AveragePrice', 'AskPrice1', 'AskVolume1', 'BidPrice1', 'BidVolume1', 'UpperLimitPrice', 'LowerLimitPrice', 'OpenInterest', 'Turnover', 'PreClosePrice', 'PreOpenInterest', 'PreSettlementPrice']
    data = data[:-1]
    #用交易日期（TradingDay），会把前一天晚上的数据当成今天数据处理    ActionDay
    index = pd.DatetimeIndex(data['TradingDay'].map(str) + ' ' + data['UpdateTime'].map(str) + '.' + data['UpdateMillisec'].map(str))
    data.index = index  
    data = data[['LastPrice', 'Volume', 'HighestPrice', 'LowestPrice', 'OpenPrice', 'AveragePrice', 'AskPrice1', 'AskVolume1', 'BidPrice1', 'BidVolume1', 'UpperLimitPrice', 'LowerLimitPrice', 'OpenInterest', 'PreClosePrice', 'PreOpenInterest', 'PreSettlementPrice']]
    return data

# 绘制K线
def drawKline(kdata):
    kline=Kline()
    kline.add_xaxis(xaxis_data=kdata.index.map(str).tolist())

    kline.add_yaxis(series_name="kline", 
                y_axis=kdata.values.tolist(),
                itemstyle_opts=opts.ItemStyleOpts( #自定义颜色
                color="#ec0000",
                color0="#00da3c",
                border_color="#8A0000",
                border_color0="#008F28",)
            )
    kline.set_global_opts(
        title_opts=opts.TitleOpts(title="K线周期图表", pos_left="0"),
    #    yaxis_opts=opts.AxisOpts(is_scale=True,splitarea_opts=opts.SplitAreaOpts(is_show=True, areastyle_opts=opts.AreaStyleOpts(opacity=1)),),
        yaxis_opts=opts.AxisOpts(is_scale=True, splitline_opts=opts.SplitLineOpts(is_show=True)),
    #    tooltip_opts=opts.TooltipOpts(trigger="axis", axis_pointer_type="line"),
        datazoom_opts=[
            opts.DataZoomOpts(is_show=False, type_="inside", xaxis_index=[0, 0], range_end=100),#xaxis_index=[0, 0]设置第一幅图为内部缩放
            opts.DataZoomOpts(is_show=True, xaxis_index=[0, 1], pos_top="97%", range_end=100), #xaxis_index=[0, 1]连接第二幅图的axis
            opts.DataZoomOpts(is_show=False, xaxis_index=[0, 2], range_end=100), #xaxis_index=[0, 2]连接第三幅图的axis
        ],
        # 三个图的 axis 连在一块
        # axispointer_opts=opts.AxisPointerOpts(
        #     is_show=True,
        #     link=[{"xAxisIndex": "all"}],
        #     label=opts.LabelOpts(background_color="#777"),
        # ),
    )
    # Ma均线
    maLine = Line()
    maLine.add_xaxis(kdata.index.map(str).tolist())
    maLine.add_yaxis(
        series_name="MA5",
        y_axis=kdata['close'].rolling(5).mean(),
        is_smooth=True,
        linestyle_opts=opts.LineStyleOpts(opacity=0.5),
        label_opts=opts.LabelOpts(is_show=False),
    )
    maLine.add_yaxis(
        series_name="MA10",
        y_axis=kdata['close'].rolling(10).mean(),
        is_smooth=True,
        linestyle_opts=opts.LineStyleOpts(opacity=0.5),
        label_opts=opts.LabelOpts(is_show=False),
    )
    maLine.set_global_opts(
        xaxis_opts=opts.AxisOpts(
            type_="category",
            grid_index=1,
            axislabel_opts=opts.LabelOpts(is_show=False),
        ),
        yaxis_opts=opts.AxisOpts(
            grid_index=1,
            split_number=3,
            axisline_opts=opts.AxisLineOpts(is_on_zero=False),
            axistick_opts=opts.AxisTickOpts(is_show=False),
            splitline_opts=opts.SplitLineOpts(is_show=False),
            axislabel_opts=opts.LabelOpts(is_show=True),
        ),
    )
    # Overlap Kline + ma
    overlap_kline_ma = kline.overlap(maLine)    
    return overlap_kline_ma

#绘制成交量图
def drawVolume(kdata):
    volumeFlag = kdata['close'] - kdata['open']
    barVolume = Bar()
    barVolume.add_xaxis(kdata.index.map(str).tolist())
    barVolume.add_yaxis(
        series_name="Volumn", 
        y_axis=kdata['volume'].values.tolist(),
        xaxis_index=1,
        yaxis_index=1,
        label_opts=opts.LabelOpts(is_show=False),
        itemstyle_opts=opts.ItemStyleOpts(
            color=JsCode(
                """
                    function(params) {
                        var colorList;
                        if (volumeFlag[params.dataIndex] > 0) {
                            colorList = '#ef232a';
                        } else {
                            colorList = '#14b143';
                        }
                        return colorList;
                    }
                    """
            )
        )
    )
    barVolume.set_global_opts(
        xaxis_opts=opts.AxisOpts(
            type_="category",
            grid_index=1,
            axislabel_opts=opts.LabelOpts(is_show=False),
        ),
        legend_opts=opts.LegendOpts(is_show=False),
    )
    
    return volumeFlag, barVolume
    
def drawMACD(kdata):
    dw = pd.DataFrame()
    dw['DIF'], dw['DEA'], dw['MACD'] = ta.MACD(kdata['close'], fastperiod=12, slowperiod=26, signalperiod=9)

    bar_2 = Bar()
    bar_2.add_xaxis(kdata.index.map(str).tolist())


    bar_2.add_yaxis(
        series_name="MACD",
        y_axis=dw["MACD"].values.tolist(),
        xaxis_index=1, # 用于合并显示时排列位置，单独显示不要添加
        yaxis_index=1, # 用于合并显示时排列位置，单独显示不要添加
        label_opts=opts.LabelOpts(is_show=False),
        itemstyle_opts=opts.ItemStyleOpts(
            color=JsCode(
                """
                    function(params) {
                        var colorList;
                        if (params.data >= 0) {
                          colorList = '#ef232a';
                        } else {
                          colorList = '#14b143';
                        }
                        return colorList;
                    }
                    """
            )
        ),
    )
    bar_2.set_global_opts(
        xaxis_opts=opts.AxisOpts(
            type_="category",
            grid_index=1, # 用于合并显示时排列位置，单独显示不要添加
            axislabel_opts=opts.LabelOpts(is_show=False),
        ),
        yaxis_opts=opts.AxisOpts(
            grid_index=1, # 用于合并显示时排列位置，单独显示不要添加
            split_number=4,
            axisline_opts=opts.AxisLineOpts(is_on_zero=False),
            axistick_opts=opts.AxisTickOpts(is_show=False),
            splitline_opts=opts.SplitLineOpts(is_show=False),
            axislabel_opts=opts.LabelOpts(is_show=True),
        ),
        legend_opts=opts.LegendOpts(is_show=False),
    )
    line_2 = Line()
    line_2.add_xaxis(kdata.index.map(str).tolist())
    line_2.add_yaxis(
        series_name="DIF",
        y_axis=dw["DIF"],
        xaxis_index=1,
        yaxis_index=2,
        label_opts=opts.LabelOpts(is_show=False),
    )
    line_2.add_yaxis(
        series_name="DEA",
        y_axis=dw["DEA"],
        xaxis_index=1,
        yaxis_index=2,
        label_opts=opts.LabelOpts(is_show=False),
    )
    line_2.set_global_opts(legend_opts=opts.LegendOpts(is_show=False))
    overlap_bar_line = bar_2.overlap(line_2)
    return overlap_bar_line

def drawAll(overlap_kline_ma, barVolume, overlap_bar_line, volumeFlag):
    # 最后的 Grid
    grid_chart = Grid(init_opts=opts.InitOpts(width="1400px", height="800px"))
    # 这个是为了把 volumeFlag 这个数据写入到 html 中,还没想到怎么跨 series 传值
    # demo 中的代码也是用全局变量传的
    grid_chart.add_js_funcs("var volumeFlag = {}".format(volumeFlag.values.tolist()))# 传递涨跌数据给vomume绘图，用红色显示上涨成交量，绿色显示下跌成交量
    # K线图和 MA5 的折线图
    grid_chart.add(
        overlap_kline_ma,
        grid_opts=opts.GridOpts(pos_left="3%", pos_right="1%", height="60%"),
    )
    # Volumn 柱状图
    grid_chart.add(
        barVolume,
        grid_opts=opts.GridOpts(
            pos_left="3%", pos_right="1%", pos_top="71%", height="10%"
        ),
    )
    # MACD DIFS DEAS
    grid_chart.add(
        overlap_bar_line,
        grid_opts=opts.GridOpts(
            pos_left="3%", pos_right="1%", pos_top="82%", height="14%"
        ),
    )
#    grid_chart.render_notebook()
    return grid_chart

def getGrid(kdata):
    k = drawKline(kdata)
    vflag, v = drawVolume(kdata)
    m = drawMACD(kdata)
    return drawAll(k, v, m, vflag)

def getKdata(path):
    data = pd.read_csv(path) 
    data = process(data)
    price = data['LastPrice']
    volume = data['Volume']
    kdata = getKline(price, volume)
    kdata.drop(kdata[np.isnan(kdata['volume'])].index, inplace=True)#删除 volume列中为nan的行
    return kdata

def showCsvKline(path):
    kdata = getKdata(path)
    return getGrid(kdata)
    
path = 'c:\\QiHuoData\\20200204_fu2005.csv'
grid_chart =showCsvKline(path)
grid_chart.render_notebook()