import numpy as np
import matplotlib.pyplot as mp
import datetime as dt
import matplotlib.dates as md
'''
绘制5日均线布林带
'''
# 日期转化函数
def dmy2ymd(dmy):
# 把dmy格式的字符串转化成ymd格式的字符串
dmy = str(dmy, encoding=
'utf-8')
d = dt.datetime.strptime(dmy,
'%d-%m-%Y')
d =
d.date()
ymd = d.strftime(
'%Y-%m-%d')
return ymd
dates, opening_prices, highest_prices, lowest_prices, closing_prices =
\
np.loadtxt('./da_data/aapl.csv', delimiter=
',', usecols=(1, 3, 4, 5, 6), unpack=
True,
dtype=
'M8[D], f8, f8, f8, f8', converters={1: dmy2ymd})
# converters为转换器，运行时先执行，其中1表示时间所在的列索引号
# 绘制收盘价折线图
mp.figure(
'AAPL', facecolor=
'lightgray')
mp.title('AAPL', fontsize=18
)
mp.xlabel('date', fontsize=12
)
mp.ylabel('closing_pricing', fontsize=12
)
mp.tick_params(labelsize=10
)
mp.grid(linestyle=
':')
# 设置x轴的刻度定位器，使之更适合显示日期数据
ax =
mp.gca()
# 以周一作为主刻度
ma_loc = md.WeekdayLocator(byweekday=
md.MO)
# 次刻度，除周一外的日期
mi_loc =
md.DayLocator()
ax.xaxis.set_major_locator(ma_loc)
ax.xaxis.set_major_formatter(md.DateFormatter('%Y-%m-%d'))
ax.xaxis.set_minor_locator(mi_loc)
# 日期数据类型转换，更适合绘图
dates =
dates.astype(md.datetime.datetime)
mp.plot(dates, closing_prices, linewidth=2, linestyle=
'--', color=
'dodgerblue', label=
'AAPL', alpha=0.5
)
# 基于加权卷积实现5日加权均线
weights = np.exp(np.linspace(-1, 0, 5
))
weights = weights[::-1] /
weights.sum()
print(weights.sum())
sma = np.convolve(closing_prices, weights,
'valid')
mp.plot(dates[4:], sma, linewidth=2, color=
'r', label=
'SMA51', alpha=0.8
)
# 绘制布林带的上轨和下轨
stds =
np.zeros(sma.size)
for i
in range(stds.size):
stds[i] = closing_prices[i:i + 5
].std()
lower = sma - 2 *
stds
upper = sma + 2 *
stds
mp.plot(dates[4:], upper, linewidth=2, color=
'orangered', label=
'UPPER', alpha=0.3
)
mp.plot(dates[4:], lower, linewidth=2, color=
'orangered', label=
'LOWER', alpha=0.3
)
# 填充布林带
mp.fill_between(dates[4:], lower, upper, upper > lower, color=
'orangered', alpha=0.2
)
mp.tight_layout()
mp.legend()
# 自动格式化x轴日期的显示格式（以最合适的方式显示）
mp.gcf().autofmt_xdate()
mp.show()
转载于:https://www.cnblogs.com/yuxiangyang/p/11162927.html
