python:talib 计算 SAR 用 pro_api
SAR指标解释:baike.baidu.com/item/SAR指标/6329095?fr=aladdinSAR指标画图 talib_sar2.py# -*- coding: utf-8 -*-import os, sysimport tushare as tsimport pandas as pdimport matplotlib.pyplot as pltimport numpy as npi
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SAR指标解释:baike.baidu.com/item/SAR指标/6329095?fr=aladdin
SAR指标画图 talib_sar2.py
# -*- coding: utf-8 -*-
import os, sys
import tushare as ts
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
import talib
if len(sys.argv) ==2:
code = sys.argv[1]
else:
print('usage: python talib_sar2.py stockcode ')
sys.exit(1)
if len(code) !=6:
print('stock code length: 6')
sys.exit(2)
if code < '600000':
ts_code = code +'.SZ'
else:
ts_code = code +'.SH'
# 初始化pro接口
pro = ts.pro_api('your token')
dh = pro.daily(ts_code=ts_code, start_date='20200101')
if dh.empty ==True:
print(" df is empty ")
sys.exit(2)
df = dh.sort_values(by='trade_date')
#df = df.reset_index(drop=True)
# 为了与原来的 tushare 保持一致性,修改列名
df.rename(columns={'trade_date':'date','vol':'volume'}, inplace=True)
if len(df) <10:
print(" len(df) <10 ")
sys.exit(2)
#df = df.resample('B').ffill()
print(df.head())
# SAR,Stop and Reverse,是 Welles Wilder发明的,SAR是一个基于价格/时间的指标.
sar = talib.SAR(df.high, df.low, acceleration=0.02, maximum=0.2)
#print(sar[-5:])
df['ma10'] = df['close'].rolling(window=10).mean()
df.index = pd.to_datetime(df.date)
print(df.tail(7))
# 画股票收盘价图 , SAR 散点图
df[['close','ma10']].plot(grid=True, title=code)
plt.plot(df.index, sar, '.',c='black', label='sar')
plt.legend(loc='best', shadow=True)
plt.show()
请尽快使用Pro版接口:https://waditu.com/document/2
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