python：talib 计算 SAR

SAR指标解释：baike.baidu.com/item/SAR指标/6329095?fr=aladdin 

talib_sar.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_sar.py stockcode ')
    sys.exit(1)

if len(code) !=6:
    print('stock code length: 6')
    sys.exit(2)

df = ts.get_k_data(code)
if df.empty ==True:
    print(" df is empty ")
    sys.exit(2)

df = df[ df['date'] > '2020-01-01']
if len(df) <10:
    print(" len(df) <10 ")
    sys.exit(2)

# 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)
print(sar[-5:])

df['ma10'] = df['close'].rolling(window=10).mean()
df.index = pd.to_datetime(df.date)
# 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', sha