利用python编写macd、kdj、rsi、ma等指标
# -*- coding: utf-8 -*-
"""
Created on Thu Dec 15 13:57:32
@author: four
"""
import pandas as pd
#获取地址数据
def get_adress_data(adress=0):
data=pd.read_csv(adress,parse_dates=False,header=None,names=['dateL','openL','highL','lowL','closeL','volL'])
data['dateL']=pd.to_datetime(data.dateL)
return data
#获取macd
def get_macd_data(data,short=0,long1=0,mid=0):
if short==0:
short=12
if long1==0:
long1=26
if mid==0:
mid=9
data['sema']=pd.ewma(data['closeL'],span=short)
data['lema']=pd.ewma(data['closeL'],span=long1)
data.fillna(0,inplace=True)
data['data_dif']=data['sema']-data['lema']
data['data_dea']=pd.ewma(data['data_dif'],span=mid)
data['data_macd']=2*(data['data_dif']-data['data_dea'])
data.fillna(0,inplace=True)
return data[['data_dif','data_dea','data_macd']]
def get_kdj_data(data,N=0,M=0):
if N==0:
N=9
if M==0:
M=2
low_list = pd.rolling_min(data['lowL'], N)
low_list.fillna(value=pd.expanding_min(data['lowL']), inplace=True)
high_list = pd.rolling_max(data['highL'],N)
high_list.fillna(value=pd.expanding_max(data['highL']), inplace=True)
rsv = (data['closeL'] - low_list) / (high_list - low_list) * 100
data['KDJ_K'] = pd.ewma(rsv,com=M)
data['KDJ_D']=pd.ewma(data['KDJ_K'],com=M)
data['KDJ_J'] = 3 * data['KDJ_K'] - 2 * data['KDJ_D']
data.fillna(0,inplace=True)
return data[['KDJ_K','KDJ_D','KDJ_J']]
def get_ma_data(data,N=0):
if N==0:
N=5
data['ma']=pd.rolling_mean(data['closeL'],N)
data.fillna(0,inplace=True)
return data[['ma']]
def get_rsi_data(data,N=0):
if N==0:
N=24
data['value']=data['closeL']-data['closeL'].shift(1)
data.fillna(0,inplace=True)
data['value1']=data['value']
data['value1'][data['value1']<0]=0
data['value2']=data['value']
data['value2'][data['value2']>0]=0
data['plus']=pd.rolling_sum(data['value1'],N)
data['minus']=pd
