K線反轉型態 - 多頭吞噬/空頭吞噬型態¶

Part 0: Import 套件¶

TA-Lib: https://mrjbq7.github.io/ta-lib/install.html
plotly: https://plotly.com/python/
yfinance: https://pypi.org/project/yfinance/

In [2]:

#財經分析套件
import talib

# 下載資料套件
import yfinance as yf
import requests as r

#資料處理套件
import pandas as pd
import json
from datetime import datetime, date

# 畫圖套件
import plotly.graph_objects as go

如果沒有上述套件可以用pip install 或 conda install 指令安裝

pip install
- pip install plotly
- pip install TA-Lib
- pip install yfinance
conda install
- conda install -c plotly plotly
- conda install -c conda-forge ta-lib

Part 1: 在台股個股Ｋ線圖上，標示出多頭吞噬/空頭吞噬Ｋ線型態¶

1.1 下載台股個股歷史走勢資料¶

股海小英雄youtube影片：【Python 爬蟲】台股個股資料免費下載｜選擇想要的個股資料！
資料來源：證交所個股日成交資訊

In [3]:

def get_tw_stock_data(start_year, start_month, end_year, end_month, stock_code):
    start_date = str(date(start_year, start_month, 1))
    end_date = str(date(end_year, end_month, 1))
    month_list = pd.date_range(start_date, end_date, freq='MS').strftime("%Y%m%d").tolist()
    
    df = pd.DataFrame()
    for month in month_list:
        url = "https://www.twse.com.tw/exchangeReport/STOCK_DAY?response=json&date="+ month + "&stockNo=" + str(stock_code)
        res = r.get(url)
        stock_json = res.json()
        stock_df = pd.DataFrame.from_dict(stock_json['data'])
        df = df.append(stock_df, ignore_index = True)
        
    # 資料轉型
    for col in [0, 1, 2, 3, 4, 5, 6, 8]:
        for row in range(df.shape[0]):
            # 把"日期"從字串(string)換成時間(datetime)，並將民國年換成西元年
            if col == 0:
                day = df.iloc[row,0].split('/')
                df.iloc[row, 0] = datetime(int(day[0]) + 1911, int(day[1]), int(day[2]))  
            # 把"開盤價", "最高價", "最低價", "收盤價"帶有逗號的字串(string)換成浮點數(float) 
            elif col != 0:
                df.iloc[row, col] = float(df.iloc[row,col].replace(',', ''))
    
    df.columns = ['日期', '成交股數', '成交金額', '開盤價', '最高價', '最低價', '收盤價', '漲跌價差', '成交筆數']
    return df

In [4]:

#下載台股長榮海運:2603
df = get_tw_stock_data(start_year = 2021, 
                       start_month = 6, 
                       end_year = 2021, 
                       end_month = 8, 
                       stock_code = 2603)
df.head()

Out[4]:

	日期	成交股數	成交金額	開盤價	最高價	最低價	收盤價	漲跌價差	成交筆數
0	2021-06-01 00:00:00	542547770.0	55984576106.0	101.5	108.0	98.2	108.0	+9.40	196823.0
1	2021-06-02 00:00:00	696150855.0	78107414405.0	110.0	115.5	108.5	110.5	+2.50	232375.0
2	2021-06-03 00:00:00	561492548.0	65330004183.0	114.0	121.0	112.5	119.0	+8.50	185050.0
3	2021-06-04 00:00:00	440988606.0	52466457011.0	119.0	121.5	116.0	116.5	-2.50	174236.0
4	2021-06-07 00:00:00	669467351.0	74752165886.0	119.0	120.5	105.0	110.5	-6.00	248926.0

1.2: 用Ta-Lib套件，找出多頭吞噬/空頭吞噬 K線型態¶

Ta-Lib K線型態介紹

Ta-Lib支援的K線型態們¶

In [5]:

print(talib.get_function_groups()['Pattern Recognition'])

['CDL2CROWS', 'CDL3BLACKCROWS', 'CDL3INSIDE', 'CDL3LINESTRIKE', 'CDL3OUTSIDE', 'CDL3STARSINSOUTH', 'CDL3WHITESOLDIERS', 'CDLABANDONEDBABY', 'CDLADVANCEBLOCK', 'CDLBELTHOLD', 'CDLBREAKAWAY', 'CDLCLOSINGMARUBOZU', 'CDLCONCEALBABYSWALL', 'CDLCOUNTERATTACK', 'CDLDARKCLOUDCOVER', 'CDLDOJI', 'CDLDOJISTAR', 'CDLDRAGONFLYDOJI', 'CDLENGULFING', 'CDLEVENINGDOJISTAR', 'CDLEVENINGSTAR', 'CDLGAPSIDESIDEWHITE', 'CDLGRAVESTONEDOJI', 'CDLHAMMER', 'CDLHANGINGMAN', 'CDLHARAMI', 'CDLHARAMICROSS', 'CDLHIGHWAVE', 'CDLHIKKAKE', 'CDLHIKKAKEMOD', 'CDLHOMINGPIGEON', 'CDLIDENTICAL3CROWS', 'CDLINNECK', 'CDLINVERTEDHAMMER', 'CDLKICKING', 'CDLKICKINGBYLENGTH', 'CDLLADDERBOTTOM', 'CDLLONGLEGGEDDOJI', 'CDLLONGLINE', 'CDLMARUBOZU', 'CDLMATCHINGLOW', 'CDLMATHOLD', 'CDLMORNINGDOJISTAR', 'CDLMORNINGSTAR', 'CDLONNECK', 'CDLPIERCING', 'CDLRICKSHAWMAN', 'CDLRISEFALL3METHODS', 'CDLSEPARATINGLINES', 'CDLSHOOTINGSTAR', 'CDLSHORTLINE', 'CDLSPINNINGTOP', 'CDLSTALLEDPATTERN', 'CDLSTICKSANDWICH', 'CDLTAKURI', 'CDLTASUKIGAP', 'CDLTHRUSTING', 'CDLTRISTAR', 'CDLUNIQUE3RIVER', 'CDLUPSIDEGAP2CROWS', 'CDLXSIDEGAP3METHODS']

Ta-Lib K線型態函式名稱¶

吞噬: 'CDLENGULFING'

Ta-Lib K線型態函式回傳值¶

偏上漲型態: +100
無此型態: 0
偏下跌型態: -100

計算吞噬型態¶

In [6]:

# 使用ta-lib吞噬型態函式
candle_names = ['CDLENGULFING']

# 加K線型態的欄位 create columns for  pattern
for candle in candle_names:
    df[candle] = getattr(talib, candle)(df['開盤價'], df['最高價'], df['最低價'], df['收盤價'])

df.head()

Out[6]:

	日期	成交股數	成交金額	開盤價	最高價	最低價	收盤價	漲跌價差	成交筆數
0	2021-06-01 00:00:00	542547770.0	55984576106.0	101.5	108.0	98.2	108.0	+9.40	196823.0
1	2021-06-02 00:00:00	696150855.0	78107414405.0	110.0	115.5	108.5	110.5	+2.50	232375.0
2	2021-06-03 00:00:00	561492548.0	65330004183.0	114.0	121.0	112.5	119.0	+8.50	185050.0
3	2021-06-04 00:00:00	440988606.0	52466457011.0	119.0	121.5	116.0	116.5	-2.50	174236.0
4	2021-06-07 00:00:00	669467351.0	74752165886.0	119.0	120.5	105.0	110.5	-6.00	248926.0

找出吞噬: 'CDLENGULFING' 型態¶

'CDLENGULFING' 函式回傳值 100: 多頭吞噬，偏上漲型態
'CDLENGULFING' 函式回傳值 -100: 空頭吞噬，偏下跌型態

In [7]:

idx = df[df['CDLENGULFING']!= 0].index
df[df['CDLENGULFING']!= 0]

Out[7]:

	日期	成交股數	成交金額	開盤價	最高價	最低價	收盤價	漲跌價差	成交筆數	CDLENGULFING
16	2021-06-24 00:00:00	135489137.0	19902117472.0	136.5	152.0	136.0	152.0	+13.50	74539.0	100
28	2021-07-12 00:00:00	62036379.0	11478840019.0	195.0	197.5	174.5	183.0	-4.00	37539.0	-100
42	2021-07-30 00:00:00	775707663.0	110746265916.0	145.0	150.5	131.0	132.0	-12.50	342643.0	-100

1.3: 在台股個股Ｋ線圖上，標示出吞噬Ｋ線型態¶

股海小英雄youtube影片：【股市分析】用K線預測大盤趨勢

In [13]:

# 畫大盤Ｋ線圖
fig = go.Figure(data = [go.Candlestick(x = df['日期'],
                open = df['開盤價'],
                high = df['最高價'],
                low = df['最低價'],
                close = df['收盤價'],
                increasing_line_color = 'red', 
                decreasing_line_color = 'green')])
# 標示吞噬型態
for i in range(len(idx)):
    day = df.iloc[idx[i], 0]
    direction = '多頭' if df.iloc[idx[i], -1] > 0 else '空頭'
    high = float(df[df['日期'] == day]['最高價'])
    fig.add_annotation(x = day, 
                       y = high + 1,
                       opacity = 0.9,
                       font_size = 15,
                       text = direction + "吞噬 ",
                       showarrow = True,
                       arrowhead = 1)
    
# 設圖標及圖長寬
fig.update_layout(
    title_text = "2021/06 - 2021/08 長榮海運(2603) K線圖 - 多頭吞噬/空頭吞噬型態",
    width = 1000,
    height = 600
)
# 設x軸標題
fig.update_xaxes(title_text = "日期")

# 設y軸標題
fig.update_yaxes(title_text = "股價")

fig.show()

Part 2: 在陸股個股Ｋ線圖上，標示出多頭吞噬/空頭吞噬Ｋ線型態¶

2.1 下載陸股個股歷史走勢資料¶

股海小英雄youtube影片：【Python 股票】美股個股資料免費下載｜用Yahoo財經套件(yfinance)取得資料｜擺脫限制

In [14]:

# 下載A股貴州茅台：600519.SS
stock = yf.download("600519.SS", "2021-02-05", "2021-06-06")
stock.head()

[*********************100%***********************]  1 of 1 completed

Out[14]:

	Open	High	Low	Close	Adj Close	Volume
Date
2021-02-05	2325.000000	2364.600098	2291.0	2313.000000	2291.421875	3972906
2021-02-08	2337.000000	2378.879883	2313.0	2368.800049	2346.701416	3578573
2021-02-09	2368.800049	2456.429932	2350.0	2456.429932	2433.513672	3329655
2021-02-10	2485.000000	2601.199951	2485.0	2601.000000	2576.735107	6137057
2021-02-18	2587.979980	2627.879883	2465.0	2471.000000	2447.947754	6591232

2.2: 用Ta-Lib套件，找出多頭吞噬/空頭吞噬 K線型態¶

計算吞噬型態¶

In [15]:

# 使用ta-lib吞噬型態函式
df = stock
candle_names = ['CDLENGULFING']

# 加各種K線型態的欄位 create columns for  pattern
for candle in candle_names:
    df[candle] = getattr(talib, candle)(df['Open'], df['High'], df['Low'], df['Close'])

df.head()

Out[15]:

	Open	High	Low	Close	Adj Close	Volume	CDLENGULFING
Date
2021-02-05	2325.000000	2364.600098	2291.0	2313.000000	2291.421875	3972906	0
2021-02-08	2337.000000	2378.879883	2313.0	2368.800049	2346.701416	3578573	0
2021-02-09	2368.800049	2456.429932	2350.0	2456.429932	2433.513672	3329655	0
2021-02-10	2485.000000	2601.199951	2485.0	2601.000000	2576.735107	6137057	0
2021-02-18	2587.979980	2627.879883	2465.0	2471.000000	2447.947754	6591232	0

找出吞噬: 'CDLENGULFING' 型態¶

'CDLENGULFING' 函式回傳值 100: 多頭吞噬，偏上漲型態
'CDLENGULFING' 函式回傳值 -100: 空頭吞噬，偏下跌型態

In [16]:

idx = df[df['CDLENGULFING']!= 0].index
df[df['CDLENGULFING']!= 0]

Out[16]:

	Open	High	Low	Close	Adj Close	Volume	CDLENGULFING
Date
2021-02-24	2307.989990	2310.0	2160.500000	2189.0	2168.578613	8211578	-100
2021-03-08	2074.959961	2085.0	1960.000000	1960.0	1941.714966	6309959	-100
2021-04-22	2089.899902	2099.0	2051.500000	2055.5	2036.324097	2685002	-100
2021-05-11	1876.000000	1966.0	1873.300049	1959.0	1940.724365	4249412	100

2.3: 在陸股個股Ｋ線圖上，標示出吞噬Ｋ線型態¶

股海小英雄youtube影片：【股市分析】用K線預測大盤趨勢

In [19]:

# 畫大盤Ｋ線圖
fig = go.Figure(data = [go.Candlestick(x = df.index,
                open = df['Open'],
                high = df['High'],
                low = df['Low'],
                close = df['Close'],
                increasing_line_color = 'red', 
                decreasing_line_color = 'green')])
# 標示吞噬型態
for i in range(len(idx)):
    day = idx[i]
    direction = '多頭' if df.loc[day][-1] > 0 else '空頭'
    high = df.loc[day][1]
    fig.add_annotation(x = day, 
                       y = high + 1,
                       opacity = 0.9,
                       font_size = 15,
                       text = direction + "吞噬 ",
                       showarrow = True,
                       arrowhead = 1)
    
# 設圖標及圖長寬
fig.update_layout(
    title_text = "2021/02 - 2021/06 貴州茅台(600519) K線圖 - 多頭吞噬/空頭吞噬型態",
    width = 1000,
    height = 600
)
# 設x軸標題
fig.update_xaxes(title_text = "日期")

# 設y軸標題
fig.update_yaxes(title_text = "股價")

fig.show()

K線 反轉型態 - 多頭吞噬/空頭吞噬型態¶

Part 0: Import 套件¶

Part 1: 在台股個股Ｋ線圖上，標示出 多頭吞噬/空頭吞噬 Ｋ線型態¶

1.1 下載台股個股歷史走勢資料¶

1.2: 用Ta-Lib套件，找出 多頭吞噬/空頭吞噬 K線型態¶

Ta-Lib支援的K線型態們¶

Ta-Lib K線型態函式名稱¶

Ta-Lib K線型態函式回傳值¶

計算 吞噬 型態¶

找出 吞噬: 'CDLENGULFING' 型態¶

1.3: 在台股個股Ｋ線圖上，標示出吞噬Ｋ線型態¶

Part 2: 在陸股個股Ｋ線圖上，標示出 多頭吞噬/空頭吞噬 Ｋ線型態¶

2.1 下載陸股個股歷史走勢資料¶

2.2: 用Ta-Lib套件，找出 多頭吞噬/空頭吞噬 K線型態¶

計算 吞噬 型態¶

找出 吞噬: 'CDLENGULFING' 型態¶

2.3: 在陸股個股Ｋ線圖上，標示出吞噬Ｋ線型態¶

K線反轉型態 - 多頭吞噬/空頭吞噬型態¶

Part 1: 在台股個股Ｋ線圖上，標示出多頭吞噬/空頭吞噬Ｋ線型態¶

1.2: 用Ta-Lib套件，找出多頭吞噬/空頭吞噬 K線型態¶

計算吞噬型態¶

找出吞噬: 'CDLENGULFING' 型態¶

Part 2: 在陸股個股Ｋ線圖上，標示出多頭吞噬/空頭吞噬Ｋ線型態¶

2.2: 用Ta-Lib套件，找出多頭吞噬/空頭吞噬 K線型態¶

計算吞噬型態¶

找出吞噬: 'CDLENGULFING' 型態¶