利用python炒股talib_Python 通过 TALib 包构建股票自动技术分析

#coding = utf-8

importtushareasts

importtalib

importpandasaspd

importnumpyasnp

fromdatetimeimportdatetime

importsys

# code:代码 name:名字，industry:所属行业 area:地区 pe:市盈率 outstanding:流通股本 totals:总股本(万) totalAssets:总资产(万)

# liqidAssets:流动资产 fixedAssets:固定资产 reserved:公积金 bvps:每股收益 pd:每股净资 timeToMarket:上市日期

defget_stock_list():

df = ts.get_stock_basics()

returndf

defget_ta(df_code,Dist):

operate_array1 = []

operate_array2 = []

operate_array3 = []

count =0

forcodeindf_code.index:

# index,0 - 6 date：日期 open：开盘价 high：最高价 close：收盘价 low：最低价 volume：成交量 price_change：价格变动 p_change：涨跌幅

# 7-12 ma5：5日均价 ma10：10日均价 ma20:20日均价 v_ma5:5日均量v_ma10:10日均量 v_ma20:20日均量

df = ts.get_hist_data(code,start='2014-11-20')

dflen = df.shape[0]

count = count +1

ifdflen >35:

(df,operate1) = get_macd(df)

(df,operate2) = get_KDJ(df)

(df,operate3) = Get_RSI(df)

operate_array1.append(operate1)#round(df.iat[(dflen-1),16],2)

operate_array2.append(operate2)

operate_array3.append(operate3)

df_code['MACD']=pd.Series(operate_array1,index=df_code.index)

df_code['KDJ']=pd.Series(operate_array2,index=df_code.index)

df_code['RSI']=pd.Series(operate_array3,index=df_code.index)

returndf_code

#通过macd判断买进和买出

defget_macd(df):

#参数 12,26,9

macd,macdsignal,macdhist = talib.MACD(df['close'].values,fastperiod=12,slowperiod=26,signalperiod=9)

signal_ma5 = talib.MA(macdsignal,timeperiod=5,matype=0)

signal_ma10 = talib.MA(macdsignal,timeperiod=10