99 lines
4.1 KiB
Python
99 lines
4.1 KiB
Python
# -*- encoding:utf-8 -*-
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"""
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黄金分割及比例分割示例模块
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"""
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from __future__ import print_function
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from __future__ import absolute_import
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from __future__ import division
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from collections import namedtuple
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import matplotlib.pyplot as plt
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from ..TLineBu import ABuTLExecute
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from ..UtilBu.ABuDTUtil import plt_show
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__author__ = '阿布'
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__weixin__ = 'abu_quant'
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def calc_golden(kl_pd, show=True):
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"""
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只针对金融时间序列的收盘价格close序列，进行黄金分割及比例分割
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数值结果分析以及可视化
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:param kl_pd: 金融时间序列，pd.DataFrame对象
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:param show: 是否可视化黄金分割及比例分割结果
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:return: 黄金分割及比例分割结果组成的namedtuple数值对象
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"""
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kl_close = kl_pd.close
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if not hasattr(kl_pd, 'name'):
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# 金融时间序列中如果有异常的没有name信息的补上一个unknown
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kl_pd.name = 'unknown'
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# 计算视觉黄金分割
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gd_382, gd_500, gd_618 = ABuTLExecute.find_golden_point(kl_pd.index, kl_close)
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# 计算统计黄金分割
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gex_382, gex_500, gex_618 = ABuTLExecute.find_golden_point_ex(kl_pd.index, kl_close)
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# below above 382, 618确定，即382，618上下底
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below618, above618 = ABuTLExecute.below_above_gen(gd_618, gex_618)
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below382, above382 = ABuTLExecute.below_above_gen(gd_382, gex_382)
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# 再次通过比例序列percents和find_percent_point寻找对应比例的位置字典pts_dict
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percents = [0.20, 0.25, 0.30, 0.70, 0.80, 0.90, 0.95]
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pts_dict = ABuTLExecute.find_percent_point(percents, kl_close)
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# 0.20, 0.25, 0.30只找最低的，即底部只要最低的
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below200, _ = ABuTLExecute.below_above_gen(*pts_dict[0.20])
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below250, _ = ABuTLExecute.below_above_gen(*pts_dict[0.25])
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below300, _ = ABuTLExecute.below_above_gen(*pts_dict[0.30])
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# 0.70, 0.80, 0.90, 0.95只找最高的，即顶部只要最高的
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_, above700 = ABuTLExecute.below_above_gen(*pts_dict[0.70])
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_, above800 = ABuTLExecute.below_above_gen(*pts_dict[0.80])
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_, above900 = ABuTLExecute.below_above_gen(*pts_dict[0.90])
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_, above950 = ABuTLExecute.below_above_gen(*pts_dict[0.95])
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if show:
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with plt_show():
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# 开始可视化黄金分割及比例分割结果
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plt.axes([0.025, 0.025, 0.95, 0.95])
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plt.plot(kl_close)
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# 0.70, 0.80, 0.90, 0.95，lw线条粗度递减
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plt.axhline(above950, lw=3.5, color='c')
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plt.axhline(above900, lw=3.0, color='y')
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plt.axhline(above800, lw=2.5, color='k')
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plt.axhline(above700, lw=2.5, color='m')
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# 中间层的618是带，有上下底
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plt.axhline(above618, lw=2, color='r')
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plt.axhline(below618, lw=1.5, color='r')
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plt.fill_between(kl_pd.index, above618, below618,
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alpha=0.1, color="r")
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# 中间层的382是带，有上下底
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plt.axhline(above382, lw=1.5, color='g')
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plt.axhline(below382, lw=2, color='g')
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plt.fill_between(kl_pd.index, above382, below382,
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alpha=0.1, color="g")
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# 0.20, 0.25, 0.30 lw线条粗度递曾
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plt.axhline(below300, lw=2.5, color='k')
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plt.axhline(below250, lw=3.0, color='y')
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plt.axhline(below200, lw=3.5, color='c')
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_ = plt.setp(plt.gca().get_xticklabels(), rotation=30)
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plt.legend([kl_pd.name, 'above950', 'above900', 'above800', 'above700', 'above618', 'below618',
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'above382', 'below382', 'below300', 'below250', 'below200'], bbox_to_anchor=(1.05, 1), loc=2,
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borderaxespad=0.)
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plt.title('between golden')
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return namedtuple('golden', ['g382', 'gex382', 'g500', 'gex500', 'g618',
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'gex618', 'above618', 'below618', 'above382', 'below382',
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'above950', 'above900', 'above800', 'above700', 'below300', 'below250', 'below200'])(
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gd_382, gex_382,
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gd_500, gex_500, gd_618, gex_618, above618, below618, above382, below382,
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above950, above900, above800, above700, below300, below250, below200)
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