利用python编写macd、kdj、rsi、ma等指标.doc

# -*- coding: utf-8 -*-Created on Thu Dec 15 13:57:32 2016author: fourimport pandas as pd #获取地址数据 def get_adress_data(adress=0): data=pd.read_csv(adress,parse_dates=False,header=None,names=dateL,openL,highL,lowL,closeL,volL) datadateL=pd.to_datetime(data.dateL) return data#获取macddef get_macd_data(data,short=0,long1=0,mid=0): if short=0: short=12 if long1=0: long1=26 if mid=0: mid=9 datasema=pd.ewma(datacloseL,span=short) datalema=pd.ewma(datacloseL,span=long1) data.fillna(0,inplace=True) datadata_dif=datasema-datalema datadata_dea=pd.ewma(datadata_dif,span=mid) datadata_macd=2*(datadata_dif-datadata_dea) data.fillna(0,inplace=True) return datadata_dif,data_dea,data_macd def get_kdj_data(data,N=0,M=0): if N=0: N=9 if M=0: M=2 low_list = pd.rolling_min(datalowL, N) low_list.fillna(value=pd.expanding_min(datalowL), inplace=True) high_list = pd.rolling_max(datahighL,N) high_list.fillna(value=pd.expanding_max(datahighL), inplace=True) rsv = (datacloseL - low_list) / (high_list - low_list) * 100 dataKDJ_K = pd.ewma(rsv,com=M) dataKDJ_D=pd.ewma(dataKDJ_K,com=M) dataKDJ_J = 3 * dataKDJ_K - 2 * dataKDJ_D data.fillna(0,inplace=True) return dataKDJ_K,KDJ_D,KDJ_J def get_ma_data(data,N=0): if N=0: N=5 datama=pd.rolling_mean(datacloseL,N) data.fillna(0,inplace=True) return datama def get_rsi_data(data,N=0): if N=0: N=24 datavalue=datacloseL-datacloseL.shift(1) data.fillna(0,inplace=True) datavalue1=datavalue datavalue1datavalue10=0 dataplus=pd.rolling_sum(datavalue1,N) dataminus=pd.rolling_sum(datavalue2,N) data.fillna(0,inplace=True) rsi=dataplus/(dataplus-dataminus)*100 data.fillna(0,inplace=True) rsi=pd.DataFrame(rsi,columns=rsi) return rsi def get_cci_data(data,N=0): if N=0: N=14 datatp=(datahighL+datalowL+datacloseL)/3 datamac=pd.rolling_mean(datatp,N) datamd=0 for i in range(len(data)-14): datamdi+13=datacloseLi:i+13.mad() #datamac=pd.rolling_mean(datacloseL,N) #datamd1=datamac-datacloseL #data.fillna(0,inplace=True) #datamd=pd.rolling_mean(datamd1,N) cci=(datatp-datamac)/(datamd*0.015) cci=pd.DataFrame(cci,columns=cci) return cci#读取数据data=get_adress_data(adress=uC:/Users/four/Desktop/m