圆月山庄资源网 Design By www.vgjia.com

1. 前沿

移动均线是股票最进本的指标,本文采用numpy.convolve计算股票的移动均线

2. numpy.convolve

numpy.convolve(a, v, mode='full')

Returns the discrete, linear convolution of two one-dimensional sequences.

The convolution operator is often seen in signal processing, where it models the effect of a linear time-invariant system on a signal [R17]. In probability theory, the sum of two independent random variables is distributed according to the convolution of their individual distributions.

If v is longer than a, the arrays are swapped before computation.

Parameters:

a : (N,) array_like

 First one-dimensional input array.

 v : (M,) array_like

 Second one-dimensional input array.

 mode : {‘full', ‘valid', ‘same'}, optional

 ‘full':

  By default, mode is ‘full'. This returns the convolution at each point of overlap, with an output shape of (N+M-1,). At the end-points of the convolution, the signals do not overlap completely, and boundary effects may be seen.
 ‘same':

  Mode same returns output of length max(M, N). Boundary effects are still visible.
 ‘valid':

  Mode valid returns output of length max(M, N) - min(M, N) + 1. The convolution product is only given for points where the signals overlap completely. Values outside the signal boundary have no effect.



Returns:

out : ndarray

 Discrete, linear convolution of a and v.

计算公式:

Python绘制股票移动均线的实例

eg:

> import numpy as np
> 
> np_list = np.array([1, 2, 3, 4, 5, 6, 7, 8, 9])
> 
> np_list
array([1, 2, 3, 4, 5, 6, 7, 8, 9])
> x = np.convolve(np_list, 2)
> x
array([ 2, 4, 6, 8, 10, 12, 14, 16, 18])
> x = np.convolve(np_list, [0.5, 0.5])
> x
array([ 0.5, 1.5, 2.5, 3.5, 4.5, 5.5, 6.5, 7.5, 8.5, 4.5])

3. 移动均线计算

def moving_average(x, n, type='simple'):
 x = np.asarray(x)
 if type == 'simple':
  weights = np.ones(n)
 else:
  weights = np.exp(np.linspace(-1., 0., n))

 weights /= weights.sum()

 a = np.convolve(x, weights, mode='full')[:len(x)]
 a[:n] = a[n]
 return a
 ma10 = moving_average(close_data, 10, 'simple')
 ma20 = moving_average(close_data, 20, 'simple')

 ax1.plot(data['date'], ma10, color='c', lw=2, label='MA (10)')
 ax1.plot(data['date'], ma20, color='red', lw=2, label='MA (20)')

4. 效果图

Python绘制股票移动均线的实例

以上这篇Python绘制股票移动均线的实例就是小编分享给大家的全部内容了,希望能给大家一个参考,也希望大家多多支持。

标签:
Python,股票,移动,均线

圆月山庄资源网 Design By www.vgjia.com
广告合作:本站广告合作请联系QQ:858582 申请时备注:广告合作(否则不回)
免责声明:本站文章均来自网站采集或用户投稿,网站不提供任何软件下载或自行开发的软件! 如有用户或公司发现本站内容信息存在侵权行为,请邮件告知! 858582#qq.com
圆月山庄资源网 Design By www.vgjia.com

稳了!魔兽国服回归的3条重磅消息!官宣时间再确认!

昨天有一位朋友在大神群里分享,自己亚服账号被封号之后居然弹出了国服的封号信息对话框。

这里面让他访问的是一个国服的战网网址,com.cn和后面的zh都非常明白地表明这就是国服战网。

而他在复制这个网址并且进行登录之后,确实是网易的网址,也就是我们熟悉的停服之后国服发布的暴雪游戏产品运营到期开放退款的说明。这是一件比较奇怪的事情,因为以前都没有出现这样的情况,现在突然提示跳转到国服战网的网址,是不是说明了简体中文客户端已经开始进行更新了呢?