Price Transform 价格转换(TA-lib)

  TA-Lib模块中提供的价格转换函数有四个,主要用于计算开盘价、收盘价、最高价、最低价之间的均值,具体如下表所示。

AVGPRICE:average Price, 平均价格函数:ta.AVGPRICE(open,high,low,close)

MEDPRICE:Median Price, 中位数价格:ta.MEDPRICE(high,low)

TYPPRICE:Typical Price,代表性价格:ta.TYPPRICE(high,low,close)

WCLPRICE:Weighted Close Price, 加权收盘价:ta.WCLPRICE(high,low,close)

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import talib as ta
import tushare as ts

plt.rcParams['font.sans-serif'] = ['SimHei']
plt.rcParams['axes.unicode_minus'] = False

def get_data(code, start='2015-01-01'):
    df = ts.get_k_data(code, start)
    df.index = pd.to_datetime(df.date)
    df = df.sort_index()
    return df

df = get_data('sh')[['open','close','high','low']]

# 开盘价,最高价,最低价,收盘价的均值
df['average'] = ta.AVGPRICE(df.open, df.high, df.low, df.close)
# 最高价,最低价中位数
df['median'] = ta.MEDPRICE(df.high, df.low)
# 最高价,最低价,收盘价均值
df['typical'] = ta.TYPPRICE(df.high, df.low, df.close)
# 最高价,最低价,收盘价的加权
df['weight'] = ta.WCLPRICE(df.high, df.low, df.close)

df.head()

df.loc['2019-01-01':,['close','average','median','typical','weight']
].plot(figsize=(12,6))
ax = plt.gca()
ax.spines['right'].set_color('none')
ax.spines['top'].set_color('none')
plt.title('上证指数及其价格转换', fontsize=15)
plt.xlabel('')
plt.show()

Price Transform 价格转换(TA-lib)

 

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