python numpy 符号数组

python numpy 符号数组

文件下载地址:
链接: https://pan.baidu.com/s/1ItxPTmWesxipZKMOKbH4Sg 提取码: 943q

import numpy as np
import datetime as dt
import matplotlib.pyplot as mp
import matplotlib.dates as md


# 方法-日期转换函数
def dmy2ymd(dmy):
    dmy = str(dmy, encoding='utf-8')
    time = dt.datetime.strptime(dmy, '%d-%m-%Y').date()
    t = time.strftime('%Y-%m-%d')
    return t


# 读取数据
dates, closing_prices, volumes = np.loadtxt(
    './bhp.csv', delimiter=',',
    usecols=(1, 6, 7), unpack=True,
    dtype='M8[D], f8, f8', converters={1: dmy2ymd})

# 绘图属性设置
mp.figure('On-Balance Volume', facecolor='lightgray')
mp.title('On-Balance Volume', fontsize=20)
mp.xlabel('Date', fontsize=14)
mp.ylabel('OBV', fontsize=14)

# 绘图轴设置
ax = mp.gca()
ax.xaxis.set_major_locator(md.WeekdayLocator(byweekday=md.MO))
ax.xaxis.set_minor_locator(md.DayLocator())
ax.xaxis.set_major_formatter(md.DateFormatter('%d %b %Y'))
mp.tick_params(labelsize=10)
mp.grid(axis='y', linestyle=':')

# 计算收盘价差值
diff_closing_prices = np.diff(closing_prices)
sign_closing_prices = np.sign(diff_closing_prices)  # 符号数组

obvs = volumes[1:] * sign_closing_prices

# 绘制obv曲线
dates = dates[1:].astype(md.datetime.datetime)
mp.bar(dates, obvs, 1.0, color='dodgerblue',
       edgecolor='white', label='OBV')

mp.legend()
mp.gcf().autofmt_xdate()
mp.show()