使用mpf画出k线图和唐奇安通道线

本小章节对mplfinance的画图进行简单的说明

画出k线图和唐奇安通道线（同一幅图片内）

首先需要求解唐奇安通道线的各个指标，包括上轨线，下轨线和中轨线。

计算代码如下：

# 通过数据库获取数据
def get_data(security,start_date,end_date):
    df = get_price(security, start_date, end_date, frequency='daily')
    
    df['ret']=df.close.pct_change()
    close=df.close
    high=df.high
    low=df.low
    up=pd.Series(0.0,index=close.index)
    down=pd.Series(0.0,index=low.index)
    middle=pd.Series(0.0,index=close.index)
    for i in range(20,len(close)):
        up[i]=max(high[(i-20):i])
        down[i]=min(low[(i-20):i])
        middle[i]=(up[i]+down[i])/2
    df['up']=up
    df['down']=down
    df['middle']=middle
    df=df[20:]
    df1=df.copy()
    df1 = ta.add_all_ta_features(df1, "open", "high", "low", "close", "volume", fillna=True)
    atr=df1.volatility_atr
    df['atr']=atr
    df=df[20:]
    df['openinterest']=0
    df.index=pd.to_datetime(df.index)
    df=df[['open','high','low','close','volume','openinterest','ret','up','down','middle','atr']] 
    return df

security='600071.XSHG'
start_date='2018-01-01'
end_date='2020-10-01'
stock_df=get_data(security,start_date,end_date)
stock_df

结果如下所示

	open	high	low	close	volume	openinterest	ret	up	down	middle	atr
2018-03-06	17.40	17.48	17.17	17.23	800200.0	0	-0.009770	17.84	15.30	16.570	0.516375
2018-03-07	17.49	17.49	17.12	17.20	429100.0	0	-0.001741	17.84	15.30	16.570	0.501738
2018-03-08	17.25	17.69	17.25	17.63	1685050.0	0	0.025000	17.84	15.30	16.570	0.500564
2018-03-09	17.60	17.60	17.00	17.47	1737678.0	0	-0.009075	17.84	15.30	16.570	0.513507
2018-03-12	17.41	17.70	17.37	17.66	1623748.0	0	0.010876	17.84	15.30	16.570	0.495157
...	...	...	...	...	...	...	...	...	...	...	...
2020-09-24	10.47	10.59	10.33	10.41	1578200.0	0	-0.022535	11.88	10.32	11.100	0.344765
2020-09-25	10.42	10.46	10.27	10.31	1198000.0	0	-0.009606	11.88	10.32	11.100	0.329289
2020-09-28	10.31	10.35	10.02	10.04	1144904.0	0	-0.026188	11.88	10.27	11.075	0.329360
2020-09-29	10.00	10.23	10.00	10.09	1365967.0	0	0.004980	11.88	10.02	10.950	0.319424
2020-09-30	10.06	10.18	10.00	10.07	1015515.0	0	-0.001982	11.88	10.00	10.940	0.305482

接下来就是画图的过程，可以自己设置图片的风格
风格代码为：

mc = mpf.make_marketcolors(
    up="red",  # 上涨K线的颜色
    down="green",  # 下跌K线的颜色
    edge="black",  # 蜡烛图箱体的颜色
    volume="blue",  # 成交量柱子的颜色
    wick="black"  # 蜡烛图影线的颜色
)

# 调用make_mpf_style函数，自定义图表样式
# 函数返回一个字典，查看字典包含的数据，按照需求和规范调整参数
style = mpf.make_mpf_style(base_mpl_style="ggplot", marketcolors=mc)
# print(style)

进行可视化

import mplfinance as mpf
# 调用make_marketcolors函数，定义K线颜色
mc = mpf.make_marketcolors(
    up="red",  # 上涨K线的颜色
    down="green",  # 下跌K线的颜色
    edge="black",  # 蜡烛图箱体的颜色
    volume="blue",  # 成交量柱子的颜色
    wick="black"  # 蜡烛图影线的颜色
)

# 调用make_mpf_style函数，自定义图表样式
# 函数返回一个字典，查看字典包含的数据，按照需求和规范调整参数
style = mpf.make_mpf_style(base_mpl_style="ggplot", marketcolors=mc)
# print(style)


add_plot=[
    mpf.make_addplot(stock_df.up),
    mpf.make_addplot(stock_df.middle),
    mpf.make_addplot(stock_df.down)]
mpf.plot(data=stock_df,
    type="candle",
    title="Candlestick for fhgx",
         addplot=add_plot,
    ylabel="price",
    style=style,
    volume=True,
    figratio=(20,14))

结果如下

结束，ending。