python matplotlib 繪制布林帶

csv文件下載地址:
鏈接：https://pan.baidu.com/s/1sDe3h0jBliT5QAWGwNK8kg
提取碼：tsdt

"""繪制布林帶 """import numpy as np import datetime as dt import matplotlib.pyplot as mp import matplotlib.dates as md# 方法-日期轉換函數 def dmy2ymd(dmy):dmy = str(dmy, encoding='utf-8')time = dt.datetime.strptime(dmy, '%d-%m-%Y').date()t = time.strftime('%Y-%m-%d')return t# 讀取csv文件數據 dates, open_price, max_price, min_price, close_prices, volumes = np.loadtxt(r".\aapl.csv",delimiter=",",usecols=(1, 3, 4, 5, 6, 7),unpack=True,dtype="M8[D], f8, f8, f8, f8, f8",converters={1: dmy2ymd})print(open_price)# 設置繪圖窗口 mp.figure("Apple K Line", facecolor="lightgray") mp.title("Apple K Line", fontsize=16) mp.xlabel("Data", fontsize=14) mp.ylabel("Price", fontsize=14)# x坐標（時間軸）軸修改 ax = mp.gca() # 設置主刻度定位器為周定位器（每周一顯示主刻度文本） ax.xaxis.set_major_locator(md.WeekdayLocator(byweekday=md.MO)) ax.xaxis.set_major_formatter(md.DateFormatter('%Y-%m-%d')) ax.xaxis.set_minor_locator(md.DayLocator())mp.tick_params(labelsize=8) mp.grid(linestyle=":")# 繪制收盤價 dates = dates.astype(md.datetime.datetime) mp.plot(dates, close_prices, color="r", linestyle="--", linewidth=2, label="close",alpha=0.3)# 加權卷積 均值 x = np.linspace(-1, 0, 5) weights = np.exp(x)[::-1] kernel = weights / weights.sum() ma_53 = np.convolve(close_prices, kernel, "valid") mp.plot(dates[4:], ma_53, color="orangered", linewidth=2, label="MA-53")# 計算標準差 stds = np.zeros_like(ma_53) for i in range(stds.size):stds[i] = close_prices[i:i + 5].std() stds *= 2# 計算上下線 并繪制布林帶 lowers = ma_53 - stds uppers = ma_53 + stds mp.plot(dates[4:], uppers, color="red", linewidth=2, label="Upper") mp.plot(dates[4:], lowers, color="green", linewidth=2, label="Lower")mp.fill_between(dates[4:], lowers, uppers, lowers < uppers, color="lightgray", alpha=0.3)mp.legend() mp.gcf().autofmt_xdate() mp.show()

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