pandas计算最大挫跌期

前置：

文章中用到的数据

链接：https://pan.baidu.com/s/1rKLM45dq_xIKxcI54Nq0qg 
提取码：c298

概念：

最终效果图：

计算过程（jupyter notebook）:

import matplotlib.pyplot as plt
import pylab as pl
import pandas as pd
import math
df = pd.read_csv('./temptemp.csv',encoding='utf-8')
df['o_date'] = df['date']
df['o_date'] = pd.to_datetime(df['o_date'])
df.sort_values(by='o_date', ascending=True, inplace=True)
df['count'] = range(len(df)) # 用于标记x轴的位置
df.head()

 

 

res_list = []
temp_hv = None  # 此前最大值
temp_hv_date = None # 此前最大值对应的日期
temp_hv_loc = None # 此前最大值对应的位置
temp_duration = None  # 当再次到达此前最大值时经过的天数

for i,row in df.iterrows():
    if temp_hv is None:
        temp_hv = row['value']
        temp_hv_date = row['date']
        temp_hv_loc = row['count']
        temp_duration = 0
    else:
        if row['value'] >= temp_hv:
            # 数值回到此前最高点，一个挫跌期结束，记录
            res_list.append([temp_hv_loc,temp_hv_date,temp_hv,row['count'],row['date'],row['value'],temp_duration])
            temp_hv = row['value']
            temp_hv_date = row['date']
            temp_hv_loc = row['count']
            temp_duration = 0
            pass
        else:
            temp_duration += 1

temp_max = None # 放置最大挫跌期天数
temp_max_obj = None # 放置最大挫跌期
for item in res_list:
    if item[-1]<=0:
        continue
    if temp_max is None:
        temp_max = item[-1]
        temp_max_obj = item
    else:
        if item[-1]>temp_max:
            temp_max = item[-1]
            temp_max_obj = item

# 绘制折线图，标记最大挫跌区域
def draw_trend_and_withdraw(xs,ys,title,res_points):
    plt.figure(figsize=(20,10))
    plt.rcParams['font.sans-serif'] = ['SimHei']
    plt.rcParams['axes.unicode_minus'] = False
    xs00 = range(len(xs))
    plt.plot(xs00,ys)
    
    # 只显示10个x轴刻度
    xs00_=[]
    xs_ =[]
    for i in range(0,len(xs),math.floor(len(xs)/10)):
        xs00_.append(i)
        xs_.append(xs[i])
    
    plt.xticks(xs00_,xs_,rotation=30)
    plt.title(title)
    for item in res_points:
        min_x = item['min_x']
        min_y = item['min_y']
        max_x = item['max_x']
        max_y = item['max_y']
        show_min_str = item['show_min_str']
        show_max_str = item['show_max_str']
        withdraw = item['withdraw']
        
        plt.scatter(min_x, min_y, color='r')  # 标记最低点
        plt.scatter(max_x, max_y, color='r')  # 标记最高点
        plt.annotate(show_min_str, xytext=(min_x, min_y), xy=(min_x, min_y))  # 标记提示
        plt.annotate(show_max_str, xytext=(max_x, max_y), xy=(max_x, max_y))  # 标记提示

        plt.plot([min_x, max_x], [min_y, max_y], color='b', linestyle='--')  # 连接最低点和最高点
        plt.annotate(withdraw, xytext=((max_x + min_x) / 2, (max_y + min_y) / 2), xy=((max_x + min_x) / 2, (max_y + min_y) / 2))  # 标记提示
        pass
    plt.show()

 绘制折线图
temp_res_list = [{
    'min_x':temp_max_obj[0],
    'min_y':temp_max_obj[2],
    'max_x':temp_max_obj[3],
    'max_y':temp_max_obj[5],
    'show_min_str':temp_max_obj[1],
    'show_max_str':temp_max_obj[4],
    'withdraw':str(temp_max_obj[-1])+'天'
}]
xs = df['date'].values.tolist()
ys = df['value'].values.tolist()
title_str = '最大挫跌期'
draw_trend_and_withdraw(xs,ys,title_str,temp_res_list)