量化交易学习4--Python自动画K线

痛定思痛。 2022-10-06 12:48 318阅读 0赞

# 画出静态股票K线图 #

采用yfinance来下载股票数据， mplfinance 画图。

import yfinance as yf
    import mplfinance as mpf
    
    ticker = 'AMZN' # 亚马逊的股票
    start = '2021-06-11'
    period = '1d'
    interval = '5m'
    
    # 下载股票, 开始日期， 1天的数据 5分钟间隔
    data = yf.download(tickers=ticker, start=start, period=period, interval=interval)
    print(data)
    
    # mpf.plot(data)
    print("OK")
    # 设置上升的颜色是橘黄色，下降的颜色是蓝色
    color = mpf.make_marketcolors(up='#ff8500', down='#1b90a7', inherit=True)
    style = mpf.make_mpf_style(base_mpf_style='nightclouds', marketcolors=color)
    
    # 画出vwap曲线
    data['vwap'] = (((data['High'] + data['Low'])/2)*data['Volume']).cumsum()/data['Volume'].cumsum()
    
    add = mpf.make_addplot(data['vwap'])
    # volume是总成交量 mav=(6,12)添加半小时的均线和一小时的均线
    kwargs = dict(type='candle', volume=True, style=style, mav=(6,12), addplot=add)
    
    
    mpf.plot(data, **kwargs)

下图为亚马逊的K线图  
![在这里插入图片描述][watermark_type_ZmFuZ3poZW5naGVpdGk_shadow_10_text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3FxXzE2NDgxMjEx_size_16_color_FFFFFF_t_70]

# 画出动态股票K线图 #

# yfinance 金融数据获取
    # mplfinance 金融方面的画图
    import yfinance as yf
    import mplfinance as mpf
    import matplotlib.animation as animation
    
    ticker = 'AMZN' # 亚马逊的股票
    start = '2021-06-03' # 起始时间
    period = '1d'
    interval = '5m' # 最小时间间隔
    
    # 下载股票, 开始日期， 1天的数据 5分钟间隔
    data = yf.download(tickers=ticker, start=start, period=period, interval=interval)
    
    # 设置k线的颜色
    col = mpf.make_marketcolors(up='#ff8500', down='#1b90a7', inherit=True)
    sty = mpf.make_mpf_style(base_mpf_style='nightclouds', marketcolors=col)
    
    # 计算vwap,并讲该曲线添加到图表中
    data['vwap'] = (((data['High'] + data['Low'])/2)*data['Volume']).cumsum()/data['Volume'].cumsum()
    add = mpf.make_addplot(data['vwap'])
    
    # 计算半小时区间和一小时区间的均线， 6*5min=半个小时 12*5min=1个小时
    kwargs = dict(type='candle', volume=True, style=sty, mav=(6, 12), addplot=add)
    
    warmup = 40 
    _add = mpf.make_addplot(data.iloc[0:warmup]['vwap'])
    _kwargs = dict(type='candle', volume=True, style=sty, mav=(6,12), addplot=_add, title=ticker
        + ' ' + interval + ' ' + start)
    fig, axes = mpf.plot(data.iloc[0:warmup], returnfig=True, **_kwargs)
    
    ax1 = axes[0] # price
    ax2 = axes[2] # volume
    
    def animate(i):
        _data = data.iloc[0:(warmup+i)]
        _add = mpf.make_addplot(_data['vwap'], ax=ax1) # 指明坐标轴是价格
        ax1.clear()
        ax2.clear() #把各个坐标轴擦掉，速度会快一点
        _kwargs = dict(type='candle', style=sty, mav=(6, 12), addplot=_add)
        mpf.plot(_data, ax=ax1, volume=ax2, returnfig=True, **_kwargs)
    
    ani = animation.FuncAnimation(fig, animate, interval=10) # 第一张图片fig, 0.1s刷新
    mpf.show()

[watermark_type_ZmFuZ3poZW5naGVpdGk_shadow_10_text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3FxXzE2NDgxMjEx_size_16_color_FFFFFF_t_70]: /images/20221005/62b665b973aa414fb8c5f7252e8e7e23.png