绘制k线图

最新推荐文章于 2024-08-29 17:10:43 发布

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最新推荐文章于 2024-08-29 17:10:43 发布

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分类专栏： tushare python 量化文章标签： python tushare 数据挖掘

本文链接：https://blog.csdn.net/qq_26742269/article/details/122955009

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这段代码展示了如何使用Python的tushare、matplotlib和seaborn库来绘制上证综指的K线图，并结合均线和成交量进行分析。首先，从tushare获取数据，然后计算不同周期的平均线，最后分别绘制2017年初至2018年6月及2020年1月至今的K线图，同时在第二个图表中加入了成交量的展示。

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import mpl_finance
import tushare as ts
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
from matplotlib import ticker
from matplotlib.pylab import date2num
import numpy as np
import matplotlib as mpl
sns.set()
mpl.rcParams['font.family'] = 'sans-serif'
mpl.rcParams['font.sans-serif'] = 'SimHei'
pro = ts.pro_api()
df = pro.index_daily(ts_code='000001.SH', start_date='20170101')
df = df.sort_values(by='trade_date', ascending=True)
df['trade_date2'] = df['trade_date'].copy()
df['trade_date'] = pd.to_datetime(df['trade_date']).map(date2num)
df['dates'] = np.arange(0, len(df))
df.head()


df['5'] = df.close.rolling(5).mean()
df['20'] = df.close.rolling(20).mean()
df['30'] = df.close.rolling(30).mean()
df['60'] = df.close.rolling(60).mean()
df['120'] = df.close.rolling(120).mean()
df['250'] = df.close.rolling(250).mean()


def format_date(x,pos):
    if x<0 or x>len(date_tickers)-1:
        return ''
    return date_tickers[int(x)]
date_tickers = df.trade_date2.values
fig, ax = plt.subplots(figsize=(10,5))
ax.xaxis.set_major_formatter(ticker.FuncFormatter(format_date))
# 绘制K线图
mpl_finance.candlestick_ochl(
 ax=ax,
 quotes=df[['dates', 'open', 'close', 'high', 'low']].values,
 width=0.7,
 colorup='r',
 colordown='g',
 alpha=0.7)
# 绘制均线
for ma in ['5', '20', '30', '60', '120', '250']:
    plt.plot(df['dates'], df[ma])
plt.legend()
ax.set_title('上证综指K线图(2017.1-)', fontsize=20);


#缩短到最近半年左右
df2 = df.query('trade_date2 >= "20200101"').reset_index()
df2['dates'] = np.arange(0, len(df2))
date_tickers = df2.trade_date2.values
fig, ax = plt.subplots(figsize=(10,5))
ax.xaxis.set_major_formatter(ticker.FuncFormatter(format_date))
# 绘制K线图
mpl_finance.candlestick_ochl(
 ax=ax,
 quotes=df2[['dates', 'open', 'close', 'high', 'low']].values,
 width=0.7,
 colorup='r',
 colordown='g',
 alpha=0.7)
# 绘制均线
for ma in ['5', '20', '30', '60', '120', '250']:
    plt.plot(df2['dates'], df2[ma])
plt.legend()
ax.set_title('上证综指K线图(2018.6-)', fontsize=20);


from matplotlib.gridspec import GridSpec
# 取18.9以来数据
df2 = df.query('trade_date2 >= "20200101"').reset_index()
df2['dates'] = np.arange(0, len(df2))
date_tickers = df2.trade_date2.values
# 控制子图
figure = plt.figure(figsize=(12, 9))
gs = GridSpec(3, 1)
ax1 = plt.subplot(gs[:2, :])
ax2 = plt.subplot(gs[2, :])
# 绘制K线图
mpl_finance.candlestick_ochl(
 ax=ax1,
 quotes=df2[['dates', 'open', 'close', 'high', 'low']].values,
 width=0.7,
 colorup='r',
 colordown='g',
 alpha=0.7)
ax1.xaxis.set_major_formatter(ticker.FuncFormatter(format_date))
# 绘制均线
for ma in ['5', '20', '30', '60', '120', '250']:
    ax1.plot(df2['dates'], df2[ma])
ax1.legend()
ax1.set_title('上证综指K线图(2018.6-)', fontsize=20)
ax1.set_ylabel('指数')
# 绘制成交量
ax2.xaxis.set_major_formatter(ticker.FuncFormatter(format_date))
df2['up'] = df.apply(lambda row: 1 if row['close'] >= row['open'] else 0, axis=1)
ax2.bar(df2.query('up == 1')['dates'], df2.query('up == 1')['vol'], color='r', alpha=0.7)
ax2.bar(df2.query('up == 0')['dates'], df2.query('up == 0')['vol'], color='g', alpha=0.7)
ax2.set_ylabel('成交量')
#plt.xticks(date_tickers);