%matplotlib inline
%time from hikyuu.interactive import *
std::cout are redirected to python::stdout std::cerr are redirected to python::stderr 2021-02-12 17:00:32.398 [HKU-I] - Using SQLITE3 BaseInfoDriver (BaseInfoDriver.cpp:58) 2021-02-12 17:00:32.402 [HKU-I] - Loading market information... (StockManager.cpp:473) 2021-02-12 17:00:32.403 [HKU-I] - Loading stock type information... (StockManager.cpp:486) 2021-02-12 17:00:32.404 [HKU-I] - Loading stock information... (StockManager.cpp:422) 2021-02-12 17:00:32.502 [HKU-I] - Loading stock weight... (StockManager.cpp:503) 2021-02-12 17:00:33.822 [HKU-I] - Loading KData... (StockManager.cpp:138) 2021-02-12 17:00:33.836 [HKU-I] - Preloading all day kdata to buffer! (StockManager.cpp:161) 2021-02-12 17:00:33.857 [HKU-I] - 0.03s Loaded Data. (StockManager.cpp:149) Wall time: 3.47 s
s = sm['sz000001']
k = s.get_kdata(Query(-200))
#抽取K线收盘价指标,一般指标计算参数只能是指标类型,所以必须先将K线数据生成指标类型
c = CLOSE(k)
#计算收盘价的EMA指标
a = EMA(c)
#绘制指标
c.plot(legend_on=True)
a.plot(new=False, legend_on=True)
#绘制柱状图
a.bar()
#修正下柱状图,使其更美观
PRICELIST([x-9 for x in a]).bar()
print("k is a instance of KData:\n", k)
print("--------------------------\n")
kind = KDATA(k)
print("kind is a instance of Indicator:\n", kind)
k is a instance of KData: KData{ size : 200 stock: Stock(SZ, 000001, 平安银行, A股, 1, 1991-01-02 00:00:00, +infinity), query: KQuery(-200, 9223372036854775807, INDEX, DAY, NO_RECOVER) } -------------------------- kind is a instance of Indicator: Indicator{ name: KDATA size: 200 result sets: 6 params: params[kdata(KData): SZ000001, kpart(string): KDATA, ] formula: KDATA }
#获取 ind 的结果集数量,如MACD通常返回3个结果集
r = kind.get_result_num()
print("result_num: ", r)
#获取第一个结果集
x = kind.get_result(0)
print(x)
result_num: 6 Indicator{ name: IndicatorImp size: 200 result sets: 1 params: params[kdata(KData): Null, ] formula: IndicatorImp }
#以下效果相同
c1 = CLOSE(k)
c2 = KDATA_PART(k, 'close')
另外一个常用的特殊指标 PRICELIST将 Python 中的类 list 对象包装成ind。
x = PRICELIST([i for i in range(100)])
print(len(x), x)
100 Indicator{ name: PRICELIST size: 100 result sets: 1 params: params[data(PriceList): 100, discard(int): 0, kdata(KData): Null, result_index(int): 0, ] formula: PRICELIST }
每一个指标函数,如EMA、HHV,调用后生成一个ind对象,该对象本身可以再次调用生成新的ind。无论指标函数还是 ind 对象调用生成 ind,都是立刻进行计算。
e1 = EMA(CLOSE(k), n=5)
e2 = e1(CLOSE(k))
e3 = e2
print(e1 == e2)
Indicator{ name: IndicatorImp size: 200 result sets: 1 params: params[kdata(KData): Null, ] formula: EMA(CLOSE) == EMA(CLOSE) }
除在指标函数中指定参数外,可以通过 getParam、setParam 方法来获取和修改 ind 对象的参数。修改参数后,ind 本身并不会发生变化,需要调用生成新的 ind,新的 ind 才是使用新参数计算的结果。
e = EMA(c)
print(e)
print(e.get_param('n'))
e.plot(legend_on=True)
e.set_param('n', 30)
e = e(c)
e.plot(new=False, legend_on=True)
Indicator{ name: EMA size: 200 result sets: 1 params: params[kdata(KData): SZ000001, n(int): 22, ] formula: EMA(CLOSE) } 22
查看 ind 参数。ind 参数支持:
#EMA指标有参数 "n",类型"i"代表整数
print(EMA())
Indicator{ name: EMA size: 0 result sets: 1 params: params[kdata(KData): Null, n(int): 22, ] formula: EMA }
在交互工具里对TA-Lib进行了包装,命名方式统一为 TA_FUNC名称。其中,ta-lib指标的lookback属性,用discard属性代替。
x = TA_SMA(CLOSE(k))
print(x)
x.plot()
print(x.discard)
Indicator{ name: TA_SMA size: 200 result sets: 1 params: params[kdata(KData): SZ000001, timeperiod(int): 30, ] formula: TA_SMA(CLOSE) } 29
个别的Ta-Lib函数需要两个数组参数,比如BETA、CORREL。此时需要利用特殊的 Indicator WEAVE 将两个数组包装到一个 ind 对象中。
query = Query(-200)
k1 = sm['sh000001'].get_kdata(query)
k2 = sm['sz000001'].get_kdata(query)
w = WEAVE(CLOSE(k1), CLOSE(k2))
print(w.get_result_num())
cr = TA_CORREL(w)
cr.plot()
2