python matplotlib 绘制布林带
csv文件下载地址:
链接:https://pan.baidu.com/s/1sDe3h0jBliT5QAWGwNK8kg
提取码:tsdt
"""
绘制布林带
"""
import numpy as np
import datetime as dt
import matplotlib.pyplot as mp
import matplotlib.dates as md
# 方法-日期转换函数
def dmy2ymd(dmy):
dmy = str(dmy, encoding='utf-8')
time = dt.datetime.strptime(dmy, '%d-%m-%Y').date()
t = time.strftime('%Y-%m-%d')
return t
# 读取csv文件数据
dates, open_price, max_price, min_price, close_prices, volumes = np.loadtxt(
r".\aapl.csv",
delimiter=",",
usecols=(1, 3, 4, 5, 6, 7),
unpack=True,
dtype="M8[D], f8, f8, f8, f8, f8",
converters={1: dmy2ymd})
print(open_price)
# 设置绘图窗口
mp.figure("Apple K Line", facecolor="lightgray")
mp.title("Apple K Line", fontsize=16)
mp.xlabel("Data", fontsize=14)
mp.ylabel("Price", fontsize=14)
# x坐标(时间轴)轴修改
ax = mp.gca()
# 设置主刻度定位器为周定位器(每周一显示主刻度文本)
ax.xaxis.set_major_locator(md.WeekdayLocator(byweekday=md.MO))
ax.xaxis.set_major_formatter(md.DateFormatter('%Y-%m-%d'))
ax.xaxis.set_minor_locator(md.DayLocator())
mp.tick_params(labelsize=8)
mp.grid(linestyle=":")
# 绘制收盘价
dates = dates.astype(md.datetime.datetime)
mp.plot(dates, close_prices, color="r", linestyle="--", linewidth=2, label="close",
alpha=0.3)
# 加权卷积 均值
x = np.linspace(-1, 0, 5)
weights = np.exp(x)[::-1]
kernel = weights / weights.sum()
ma_53 = np.convolve(close_prices, kernel, "valid")
mp.plot(dates[4:], ma_53, color="orangered", linewidth=2, label="MA-53")
# 计算标准差
stds = np.zeros_like(ma_53)
for i in range(stds.size):
stds[i] = close_prices[i:i + 5].std()
stds *= 2
# 计算上下线 并绘制布林带
lowers = ma_53 - stds
uppers = ma_53 + stds
mp.plot(dates[4:], uppers, color="red", linewidth=2, label="Upper")
mp.plot(dates[4:], lowers, color="green", linewidth=2, label="Lower")
mp.fill_between(dates[4:], lowers, uppers, lowers < uppers, color="lightgray", alpha=0.3)
mp.legend()
mp.gcf().autofmt_xdate()
mp.show()