import numpy as np import matplotlib.pyplot as mp import datetime as dt import matplotlib.dates as md ''' 绘制5日均线布林带 ''' # 日期转化函数 def dmy2ymd(dmy): # 把dmy格式的字符串转化成ymd格式的字符串 dmy = str(dmy, encoding='utf-8') d = dt.datetime.strptime(dmy, '%d-%m-%Y') d = d.date() ymd = d.strftime('%Y-%m-%d') return ymd dates, opening_prices, highest_prices, lowest_prices, closing_prices = np.loadtxt('./da_data/aapl.csv', delimiter=',', usecols=(1, 3, 4, 5, 6), unpack=True, dtype='M8[D], f8, f8, f8, f8', converters={1: dmy2ymd}) # converters为转换器，运行时先执行，其中1表示时间所在的列索引号 # 绘制收盘价折线图 mp.figure('AAPL', facecolor='lightgray') mp.title('AAPL', fontsize=18) mp.xlabel('date', fontsize=12) mp.ylabel('closing_pricing', fontsize=12) mp.tick_params(labelsize=10) mp.grid(linestyle=':') # 设置x轴的刻度定位器，使之更适合显示日期数据 ax = mp.gca() # 以周一作为主刻度 ma_loc = md.WeekdayLocator(byweekday=md.MO) # 次刻度，除周一外的日期 mi_loc = md.DayLocator() ax.xaxis.set_major_locator(ma_loc) ax.xaxis.set_major_formatter(md.DateFormatter('%Y-%m-%d')) ax.xaxis.set_minor_locator(mi_loc) # 日期数据类型转换，更适合绘图 dates = dates.astype(md.datetime.datetime) mp.plot(dates, closing_prices, linewidth=2, linestyle='--', color='dodgerblue', label='AAPL', alpha=0.5) # 基于加权卷积实现5日加权均线 weights = np.exp(np.linspace(-1, 0, 5)) weights = weights[::-1] / weights.sum() print(weights.sum()) sma = np.convolve(closing_prices, weights, 'valid') mp.plot(dates[4:], sma, linewidth=2, color='r', label='SMA51', alpha=0.8) # 绘制布林带的上轨和下轨 stds = np.zeros(sma.size) for i in range(stds.size): stds[i] = closing_prices[i:i + 5].std() lower = sma - 2 * stds upper = sma + 2 * stds mp.plot(dates[4:], upper, linewidth=2, color='orangered', label='UPPER', alpha=0.3) mp.plot(dates[4:], lower, linewidth=2, color='orangered', label='LOWER', alpha=0.3) # 填充布林带 mp.fill_between(dates[4:], lower, upper, upper > lower, color='orangered', alpha=0.2) mp.tight_layout() mp.legend() # 自动格式化x轴日期的显示格式（以最合适的方式显示） mp.gcf().autofmt_xdate() mp.show()
