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testtushare.py
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testtushare.py
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#!/usr/bin/python3.5
import numpy as np
import tushare as ts
import pandas as pd
import matplotlib.pyplot as plt
from matplotlib import rcParams
from talib import MA
from matplotlib.finance import candlestick_ohlc
from matplotlib.dates import date2num, num2date
from datetime import timedelta,datetime
def get_start_date(start_date='', gettype='down'):
if not start_date:
diff = 200
else:
start_time = datetime.strptime(start_date,'%Y-%m-%d')
diff_time = datetime.now() - start_time
diff = diff_time.days
if gettype == 'up':
diff = int(diff / 1.4)
else:
diff = int(diff * 1.4)
diff_date = timedelta(days=diff)
start_date = datetime.now() - diff_date
x_str = start_date.strftime('%Y-%m-%d')
return x_str
class Cursor(object):
def __init__(self, ax1, ax2, sh_data, stock, start_date):
self.ax1 = ax1
self.ax2 = ax2
self.stock = stock
self.start_date = start_date
self.ly1 = ax1.axvline(color='k') # the vert line
self.ly2 = ax2.axvline(color='k') # the vert line
self.sh_data = sh_data
self.xdata = 0
self.ydata = 0
self.max_x = self.ax1.get_xlim()[1]
self.max_y = self.ax1.get_ylim()[1]
# text location in axes coords
self.txt1 = ax1.text(0.7, 0.9, '', transform=ax1.transAxes)
self.txt2 = ax2.text(0.7, 0.9, '', transform=ax2.transAxes)
def mouse_move(self, event):
if not event.inaxes:
return
x, y = event.xdata, event.ydata
self.ly1.set_xdata(x)
self.ly2.set_xdata(x)
self.xdata = x
self.ydata = y
x_date = num2date(x)
x_str = x_date.strftime('%Y-%m-%d')
indexs = self.sh_data.index
if x_str not in indexs :
return
close = self.sh_data.loc[x_str,'close']
volume = self.sh_data.loc[x_str, 'volume']
volume = volume / 1000000
self.txt1.set_text('x=%s, y=%1.2f' % (x_str, close))
self.txt2.set_text('x=%s, y=%1.2f' % (x_str, volume))
plt.draw()
def key_release(self, event):
if event.key == 'down':
self.start_date = get_start_date(self.start_date)
plot_candle(self.stock, self.start_date, self.ax1, self.ax2)
return
elif event.key == 'up':
self.start_date = get_start_date(self.start_date, 'up')
plot_candle(self.stock, self.start_date, self.ax1, self.ax2)
return
x, y = self.xdata, self.ydata
if x <= 0 or y <= 0 or x >= self.max_x or y > self.max_y:
return
oneday = timedelta(days=1)
x_date = num2date(x)
if event.key == 'right':
x_date = x_date + oneday
elif event.key == 'left':
x_date = x_date - oneday
x_str = x_date.strftime('%Y-%m-%d')
indexs = self.sh_data.index
while x_str not in indexs:
if event.key == 'right':
x_date = x_date + oneday
elif event.key == 'left':
x_date = x_date - oneday
x_str = x_date.strftime('%Y-%m-%d')
x = date2num(x_date)
self.xdata, self.ydata = x, y
self.ly1.set_xdata(x)
self.ly2.set_xdata(x)
close = self.sh_data.loc[x_str, 'close']
volume = self.sh_data.loc[x_str, 'volume']
volume = volume / 1000000
self.txt1.set_text('x=%s, y=%1.2f' % (x_str, close))
self.txt2.set_text('x=%s, y=%1.2f' % (x_str, volume))
plt.draw()
def fit_series(s1, s2):
size = min(len(s1), len(s2))
if size == 0:
raise Exception("series size == 0")
s1, s2 = s1[-size:], s2[-size:]
return s1, s2
def CrossOver(s1, s2):
"""s1金叉s2
:param s1:
:param s2:
:returns: bool序列
:rtype: BoolSeries
"""
series1, series2 = fit_series(s1, s2)
cond1 = series1 > series2
cond2 = series1 <= series2 # s1[1].series <= s2[1].series
cond1 = np.roll(cond1, -1)
cond1, cond2 = fit_series(cond1, cond2)
s = cond1 & cond2
return s
def plot_candle(stock,start_date,ax1,ax2):
data = ts.get_hist_data(stock, start=start_date)
sh_data = data.sort_index()
close_arr = sh_data['close'].values
stock_array = np.array(sh_data.reset_index()[['date', 'open', 'high', 'low', 'close']])
stock_array[:, 0] = date2num(pd.to_datetime(stock_array[:, 0]).to_pydatetime())
x = stock_array[:, 0]
x_min = np.min(x)
x_max = np.max(x)
ax1.set_xlim(x_min, x_max)
ax2.set_xlim(x_min, x_max)
ma3 = MA(close_arr, 3)
ma6 = MA(close_arr, 6)
ma8 = MA(close_arr, 8)
buy_signal = CrossOver(ma3, ma6)
sell_signal = CrossOver(ma6, ma3)
volume_arr = sh_data['volume'].values
v_ma4 = MA(volume_arr, 4)
v_ma5 = MA(volume_arr, 5)
v_ma7 = MA(volume_arr, 7)
v_ma10 = MA(volume_arr, 10)
v_buy_signal = CrossOver(v_ma4, v_ma7)
v_sell_signal = CrossOver(v_ma7, v_ma4)
# ax1.plot(close_arr, label="close", linewidth=2)
ax1.plot(x, ma3, label="ma3", alpha=0.7)
ax1.plot(x, ma8, label="ma8", alpha=0.7)
ax1.plot(x[np.where(buy_signal)[0]], sh_data['close'][np.where(buy_signal)[0]], "^", label="buy", markersize=12,
color="red")
ax1.plot(x[np.where(sell_signal)[0]], sh_data['close'][np.where(sell_signal)[0]], "v", label="sell", markersize=12,
color="green")
ax2.bar(x, volume_arr)
ax2.plot(x, v_ma5, label="ma5", alpha=0.7)
ax2.plot(x, v_ma10, label="ma10", alpha=0.7)
ax2.plot(x[np.where(v_buy_signal)[0]], sh_data['volume'][np.where(v_buy_signal)[0]], "^", label="buy",
markersize=12,
color="red")
ax2.plot(x[np.where(v_sell_signal)[0]], sh_data['volume'][np.where(v_sell_signal)[0]], "v", label="sell",
markersize=12, color="green")
candlestick_ohlc(ax1, stock_array, colorup="red", colordown="green", width=0.4)
cursor = Cursor(ax1, ax2, sh_data, stock, start_date)
return cursor
def pandas_candlestick_ohlc(stock):
# 设置绘图参数，主要是坐标轴
np.seterr(all='ignore')
rcParams['figure.figsize'] = (20, 12)
rcParams['axes.xmargin'] = 0
ax1 = plt.subplot2grid((4, 1), (0, 0), rowspan=3)
ax2 = plt.subplot2grid((4, 1), (3, 0))
start_date = get_start_date()
cursor = plot_candle(stock, start_date, ax1, ax2)
ax1.legend(loc="best")
ax1.xaxis_date()
ax2.xaxis_date()
ax1.can_zoom()
ax1.can_pan()
ax1.autoscale_view()
ax2.can_zoom()
ax2.can_pan()
ax2.autoscale_view()
ax1.grid(True)
ax2.grid(True)
plt.connect('motion_notify_event', cursor.mouse_move)
plt.connect('key_release_event', cursor.key_release)
plt.show()
pandas_candlestick_ohlc('sh')
#pandas_candlestick_ohlc('600649')