如何创建50％线？

由 发布于 pythonpandasnumpy
 收藏

我从gitHUB下载了此python代码，我尝试添加50％的行来标记50％的价格水平， 该代码采用CSV文件的12个值，并用简单的移动平均线绘制它们，然后移至下一个12个价格值。

例如：-如果12支蜡烛的最高价为60，最低价为58.20，则该线应为@ 59.10             （高-低）/ 2 +低。 我对编码还是很新的，任何帮助将十分感激。

from numpy import genfromtxt
import matplotlib.pyplot as plt
import mpl_finance
import numpy as np
import uuid


# Input your csv file here with historical data

ad = genfromtxt('../inpredo-master/eurusd.csv', delimiter=',' ,dtype=str)
pd = np.flipud(ad)

buy_dir = '../inpredo-master/data/train/buy/'
sell_dir = '../inpredo-master/data/train/sell/'

def convolve_sma(array, period):
    return np.convolve(array, np.ones((period,))/period, mode='valid')

def graphwerk(start, finish):
    open = []
    high = []
    low = []
    close = []
    volume = []
    date = []
    for x in range(finish-start):



# Below filtering is valid for eurusd.csv file. Other financial data files have different orders so you need to find out
# what means open, high and close in their respective order.

        open.append(float(pd[start][1]))
        high.append(float(pd[start][2]))
        low.append(float(pd[start][3]))
        close.append(float(pd[start][4]))
        volume.append(float(pd[start][5]))
        date.append(pd[start][0])
        start = start + 1

    close_next = float(pd[finish][4])

    sma = convolve_sma(close, 5)
    smb = list(sma)
    diff = sma[-1] - sma[-2]

    for x in range(len(close)-len(smb)):
        smb.append(smb[-1]+diff)

    fig = plt.figure(num=1, figsize=(3, 3), dpi=50, facecolor='w', edgecolor='k')
    dx = fig.add_subplot(111)
    #mpl_finance.volume_overlay(ax, open, close, volume, width=0.4, colorup='b', colordown='b', alpha=1)
    mpl_finance.candlestick2_ochl(dx,open, close, high, low, width=1.5, colorup='g', colordown='r', alpha=0.5)

    plt.autoscale()
    plt.plot(smb, color="blue", linewidth=10, alpha=0.5)
    plt.axis('off')
    comp_ratio = close_next / close[-1]
    print(comp_ratio)

    if close[-1] > close_next:
            print('close value is bigger')
            print('last value: ' + str(close[-1]))
            print('next value: ' + str(close_next))
            print('sell')
            plt.savefig(sell_dir + str(uuid.uuid4()) +'.jpg', bbox_inches='tight')
    else:
            print('close value is smaller')
            print('last value: '+ str(close[-1]))
            print('next value: ' + str(close_next))
            print('buy')
            plt.savefig(buy_dir + str(uuid.uuid4())+'.jpg', bbox_inches='tight')


    #plt.show()
    open.clear()
    close.clear()
    volume.clear()
    high.clear()
    low.clear()
    plt.cla()
    plt.clf()


iter_count = int(len(pd)/4)
print(iter_count)
iter = 0


for x in range(len(pd)-4):
   graphwerk(iter, iter+12)
   iter = iter + 2
评论