趋势（五）利用python绘制烛台图

烛台图（Candlestick）简介

烛台图也叫K线图，通常用作交易工具，用来显示和分析证券、衍生工具、外汇货币、股票、债券等商品随着时间的价格变动。

绘制基本烛台图

由于不是专业的金融从业者，这里只是简单的进行分享，更多用法可参考baostock 数据平台、mplfinance文档以及Candlestick charts in Python - Plotly

1. 获取股票数据

   # 获取股票数据
   import baostock as bs
   import pandas as pd
   
   lg = bs.login()
   
   rs = bs.query_history_k_data_plus("sh.600000",
       "date,open,high,low,close",
       start_date='2022-01-01', end_date='2022-03-31',
       frequency="d", adjustflag="2")
   
   data_list = []
   while (rs.error_code == '0') & rs.next():
       data_list.append(rs.get_row_data())
   result = pd.DataFrame(data_list, columns=rs.fields)
   
   # 将date转为索引
   result['date'] = pd.to_datetime(result['date'])
   result.set_index('date', inplace=True)
   
   # 更换字段类型
   for col in ['open', 'high', 'low', 'close']:
       result[col] = result[col].astype(float)
   
   bs.logout()
   

2. 基于mplfinance

   import mplfinance as mpf
   
   moving_averages = [5,10,15] # 需要绘制的均线
   
   mpf.plot(result,
            type='candle',
            mav=moving_averages)
   

   

3. 基于plotly

   import plotly.graph_objects as go
   
   result['moving3'] = result['close'].rolling(3).mean()
   result['moving8'] = result['close'].rolling(8).mean()
   
   fig = go.Figure(data=[go.Candlestick(
                   x = result.index, # 日期索引
                   open = result['open'],
                   high = result['high'],
                   low = result['low'],
                   close = result['close'],
       
                   # bar颜色
                   increasing_line_color = 'purple',
                   decreasing_line_color = 'orange',
                   showlegend=False
                   ),
                         
                         # 均线
                         go.Scatter(x=result['moving3'].index,
                                        y=result['moving3'],
                                        line=dict(color='gray',
                                                  width=1,
                                                  shape='spline'), # smooth the line
                                        name='MA3'),
                         
                         go.Scatter(x=result['moving8'].index,
                                    y=result['moving8'],
                                    line=dict(color='black',
                                              width=1,
                                              shape='spline'), # smooth the line
                                    name='MA8')
            ])
   
   # 屏蔽默认滑块
   fig.update_layout(xaxis_rangeslider_visible=False,
                    autosize=False,
                    width=700,
                    height=500,
                    legend=dict(
                           x=0.82, 
                           y=0.98,
                           font=dict(size=12)
       ))
   

   

总结

以上基于baostock获取股票数据，并利用mplfinance和plotly快速绘制烛台图。

共勉～