A personal implement of Zen theory in Python, which is popular among Chinese stock investors. Just for fun.
chan_lun_util.py 在joinquant上使用分笔功能的demo:
from chan_lun_util import *
import matplotlib as mat
import numpy as np
import datetime as dt
import matplotlib.pyplot as plt
import time
start_date='2016-02-05'
end_date='2017-02-07'
stock_code = '601318.XSHG'
df = get_price(stock_code, start_date, end_date, frequency='daily', fields=['open','close','high', 'low'],skip_paused=False,fq='pre')
date_list = df.index.tolist()
data_per_day = df.values.tolist()
k_line_list = []
''' 将dataframe数据组装进入KLineDTO的列表中 '''
for index in range(len(date_list)):
date_time = date_list[index]
open_price = data_per_day[index][0]
close_price = data_per_day[index][1]
high_price = data_per_day[index][2]
low_price = data_per_day[index][3]
k_line_dto = KLineDTO(date_time,
date_time,
date_time,
open_price, high_price, low_price, close_price)
k_line_list.append(k_line_dto)
len(k_line_list)
'''1.K线合并,确定顶分型和底分型,得出合并K线列表merge_line_list '''
merge_line_list = find_peak_and_bottom(k_line_list, "down")
'''2.分笔'''
fenbi_result,final_result_array,fenbi_seq_list = fen_bi(merge_line_list)
其中：
- fenbi_result为boolean，True的话就是分笔成功了；False就是分笔失败后面的final_result_array和fenbi_seq_list都不用看了。
- final_result_array，fenbi_seq_list：如果final_result_array[i]为True，则对于merge_line_list来说，merge_line_list[fenbi_seq_list[i]]就为最终顶或者底对应的合并K线dto