使用baoStock+talib畫一個(gè)股票籌碼圖

class Chip:
    index=0
    open=0
    close=0
    max=0
    min=0
    avc_price=0
    chouMa=0
    def __init__(self,index,open,close,max,min,avc_price,chouMa):        self.index=index        self.open=open        self.close=close        self.max=max        self.min=min        self.avc_price=avc_price        self.chouMa=chouMa
    def getChouMa(self):        return self.chouMa

    def getOpen(self):        return self.open
    def getClose(self):        return self.close
    def getAvcPrice(self):        return self.avc_price
    def getMax(self):        return self.max
    def getMin(self):        return self.min
    def getIndex(self):        return self.index
    def print(self):        print("日期："+str(self.getIndex())+"    籌碼："+str(self.getChouMa())+"    最高："+str(self.getMax())+"    最低："+str(self.getMin())+"    平均："+str(self.getAvcPrice()))

# 籌碼量的計(jì)算from src.NewTun.Chip import Chip

class ChipCalculate:
    isProd=False    shuanJian = 1
    # 1.價(jià)格和籌碼量的分布    price_vol = {}
    # 2.每個(gè)交易日的籌碼量    DayChouMaList = []

    # 倒敘計(jì)算每日的籌碼量    # 傳入的數(shù)據(jù)id,open,high,low,close,volume,typePrice,trun    #          0,   1,   2,  3,   4,    5,    6,       7    def getDataByShowLine(self, data,prod):        self.isProd=True        result = []        dataLength = len(data)        csdnAvcPrice = []        TtodayChouma = []        TTprice = 0        TTmax = 0        shuanjian = 0????????#?保障顯示120天的籌碼線        # 倒敘計(jì)算每日的籌碼量,當(dāng)日的籌碼分布和最近的120天有關(guān)系????????for?k?in?range(len(data)?-?120):            self.DayChouMaList.clear()            # 倒數(shù)第k日的基本數(shù)據(jù)            Baseline = data[dataLength - 1 - k]            if Baseline[8] < 1:                continue            # 拿到id            baseIndex = int(Baseline[0])            currentPrice = float(Baseline[4])            for i in range(120):                if i < 1:                    continue                line = data[dataLength - k - i]                if line[8] < 1:                    continue                if line[0] == '':                    index = 0                else:                    index = int(line[0])                open = float(line[1])                close = float(line[4])                max = float(line[2])                min = float(line[3])                vol = 0                if line[5] == '':                    vol = 0                else:                    vol = float(line[5])                avc_price = float(line[6])                if line[7] == '':                    line[7] = 0                if data[dataLength - i][8] == '' or data[dataLength - i][8] == None or float(                        data[dataLength - i][8]) < 1:                    continue                if i == 1:                    currentChouMa = vol                    chip = Chip(index, open, close, max, min, avc_price, currentChouMa)                    shuanjian = (1 - float(data[dataLength - i][7]) / 100)                    self.DayChouMaList.append(chip)                else:                    value = 0                    if data[dataLength - i][5] != '':                        value = float(data[dataLength - i][5])                    chouma = shuanjian * value                    shuanjian = shuanjian * (1 - float(data[dataLength - i][7]) / 100)                    chip = Chip(index, open, close, max, min, avc_price, chouma)                    self.DayChouMaList.append(chip)            # 倒序計(jì)算完每日的籌碼量，然后將籌碼平均分布到當(dāng)日的價(jià)格上            todayChouma, tmax, csdn ,maxVolprice,myUp= self.adviseChouMa2Price()            if k == 0:                TtodayChouma = todayChouma                TTmax = tmax            csdnTemp = []            csdnTemp.append(baseIndex)            csdnTemp.append(csdn)            csdnTemp.append(TtodayChouma)            csdnTemp.append("")            csdnTemp.append(TTmax)            t = 0            if currentPrice * 100 > maxVolprice:                # 當(dāng)前的價(jià)格大于籌碼的平均價(jià)格                t = 1            else:                t = 0            csdnTemp.append(t)            csdnTemp.append(myUp)
            if csdn * 100 >= maxVolprice and t == 1:                csdnTemp.append(1)            else:                csdnTemp.append(0)            result.append(csdnTemp)        return result
    # 將每日的籌碼分布到價(jià)格上
    def adviseChouMa2Price(self):        length = len(self.DayChouMaList)        self.price_vol.clear()        for i in range(length):            # 當(dāng)日的籌碼            chouma = self.DayChouMaList[i].getChouMa()            index = self.DayChouMaList[i].getIndex()            open = self.DayChouMaList[i].getOpen()            close = self.DayChouMaList[i].getClose()            max = self.DayChouMaList[i].getMax()            min = self.DayChouMaList[i].getMin()            avcPrice = self.DayChouMaList[i].getAvcPrice()            # 移入地時(shí)候，矩形和三角形的面積比為3比7，其中矩形的籌碼分布占0.3，三角形占0.7            # 1.先算矩形部分的籌碼遷移，將每股價(jià)格精確到分。            maoshu = round((max - min), 2) * 100            if maoshu <= 0:                continue            # 得到矩形部分籌碼量            everyMao = chouma * 0.3 / maoshu            for j in range(int(maoshu)):                # 從最小價(jià)格向最大價(jià)格進(jìn)行逐個(gè)籌碼分布                key = j + round(min * 100)                # 如果已經(jīng)包含了當(dāng)前價(jià)格，那么就進(jìn)行累加                if self.price_vol.__contains__(key):                    volTemp = self.price_vol.get(key)                    volTemp = volTemp + everyMao                    self.price_vol[key] = volTemp                else:                    # 當(dāng)前價(jià)格上的籌碼量                    self.price_vol[key] = everyMao            # 三角形一半的籌碼量            totalChouma = chouma * 0.35            # 將三角形的籌碼分布到價(jià)格上            for j in range(int(maoshu / 2)):                # 從下往上                if min * 100 + j < avcPrice * 100:                    key = int(j + min * 100)                    # --   max                    # -----                    # -----------  avrageprice                    # -------                    # ------   min                    # 看是遞增還是遞減的，k大于零表示遞增，k小于零表示遞減                    k = (avcPrice - min) / ((max - min) / 2)                    # 當(dāng)前價(jià)格上應(yīng)該分配的籌碼在三角形半上所占據(jù)的比列多少                    ditVol = (j * k) / (((avcPrice - min) * (max - min) / 2) / 2)                    ditChouma = totalChouma * ditVol                    # 下三角籌碼分配                    if self.price_vol.__contains__(key):                        volTemp = self.price_vol[key]                        volTemp = volTemp + ditChouma                        self.price_vol[key] = volTemp                    else:                        self.price_vol[key] = ditChouma                    # 上三角籌碼分布                    if self.price_vol.__contains__(int(max * 100 - j)):                        volTemp = self.price_vol[int(max * 100 - j)]                        volTemp = volTemp + ditChouma                        self.price_vol[int(max * 100 - j)] = volTemp                    else:                        self.price_vol[int(max * 100 - j)] = ditChouma        choumaList = []        isFirst = 1        totalVol = 0        totalPrice = 0        tmax = 0        #籌碼峰價(jià)格        maxVolprice=0        #weight價(jià)格        weightPrice=0        for i in sorted(self.price_vol):            # 這里的i就表示價(jià)格            if isFirst == 1:                isFirst = 0            cm = []            # 尋找最大的籌碼量            if self.price_vol[i] > tmax:                tmax = self.price_vol[i]                maxVolprice = i            # 計(jì)算當(dāng)日的各個(gè)價(jià)格上的籌碼量之和            totalVol = totalVol + self.price_vol[i]            # 計(jì)算當(dāng)前價(jià)格上籌碼的累計(jì)大小            totalPrice = totalPrice + i * self.price_vol[i]            # 封裝當(dāng)前價(jià)格和價(jià)格上的籌碼量            cm.append(i)            cm.append(self.price_vol[i])            choumaList.append(cm)        if totalVol == 0:            csdn = 0            return choumaList, 0, tmax, csdn,0,0        else:            csdn = round((totalPrice / totalVol) / 100, 2)            myUp=1            if self.isProd==True:                close = self.DayChouMaList[0].getClose()                downPower=0                upPower=0                for i in sorted(self.price_vol):                    # 這里的i就表示價(jià)格                    #戰(zhàn)斗力對比                    tP=close-round(i/100,2)                    if tP<0:                        downPower=downPower+(tP*self.price_vol[i])                    if tP>0:                        upPower=upPower+(tP*self.price_vol[i])                result=upPower+downPower                if result>=0:                    myUp=1                else:                    myUp=0????????????return?choumaList,?tmax,?csdn,maxVolprice,myUp

# 籌碼計(jì)算import time
import numpy as npimport pandas as pdimport talibfrom matplotlib import pyplot as plt
from src.NewTun.ChipCalculate import ChipCalculateimport baostock as bs
class?ParseChouMa:????#畫160的窗口期籌碼????window?=?160
    def doParseByCode(self,code):        endTime = time.strftime('%Y-%m-%d', time.localtime(time.time()))        lg = bs.login()        rs = bs.query_history_k_data_plus(code,                                          "date,code,open,high,low,close,preclose,volume,amount,adjustflag,turn,tradestatus,pctChg,isST",                                          start_date="2018-01-01", end_date=endTime,                                          frequency="d", adjustflag="2")        data_list = []        while (rs.error_code == '0') & rs.next():            data_list.append(rs.get_row_data())        result = pd.DataFrame(data_list, columns=rs.fields)        start = len(result) - self.window        result = result.loc[:, ['date', 'open', 'high', 'low', 'close', 'volume', 'turn']]        if code == 'sh.000001':            result['temp'] = 100            result['open'] = talib.DIV(result['open'], result['temp'])            result['high'] = talib.DIV(result['high'], result['temp'])            result['low'] = talib.DIV(result['low'], result['temp'])            result['close'] = talib.DIV(result['close'], result['temp'])        result = result[-self.window:]        chipCalculateList = []        for index, row in result.iterrows():            if index>=start:                temp = []                temp.append(index-start)                print(index-start)                temp.append(row['open'])                temp.append(row['high'])                temp.append(row['low'])                temp.append(row['close'])                temp.append(row['volume'])                temp.append(row['close'])                temp.append(row['turn'])                temp.append(1)                chipCalculateList.append(temp)        index=[]        closePrice=[]        for i in range(len(chipCalculateList)):            index.append(chipCalculateList[i][0])            close=chipCalculateList[i][4]            close=round(float(close), 2)            closePrice.append(close)        return chipCalculateList,index,closePrice
    # K線的展示    def show(self,choumaList,TavcPrice,tmax,index,closePrice):        fig=plt.figure()        ax=fig.add_axes([0.1,0.35,0.6,0.6])        # 畫平均成本        ax.plot(index, closePrice, color="green")        cmx=fig.add_axes([0.7,0.35,0.2,0.6])        chouMalit=np.array(choumaList)        for item in chouMalit:            item[0]=item[0]*1.0/100        cmx.barh(chouMalit[:,0],chouMalit[:,1],color="Turquoise",align="center",height=0.01)        cmx.barh(TavcPrice,tmax,color="red",height=0.02)        fig.show()????????pass

parseFile=ParseChouMa()chipCalculateList,index,closePrice=parseFile.doParseByCode("sh.000001")calcualate = ChipCalculate()resultEnd = calcualate.getDataByShowLine(chipCalculateList, True)parseFile.show(resultEnd[0][2],resultEnd[0][1],resultEnd[0][4],index,closePrice)