#算数平均值
import numpy as np
import matplotlib.pyplot as mp
import datetime as dt
import matplotlib.dates as mddef dmy2ymd(dmy):"""把日月年转年月日:param day::return:"""dmy = str(dmy, encoding='utf-8')t = dt.datetime.strptime(dmy, '%d-%m-%Y')s = t.date().strftime('%Y-%m-%d')return sdates, opening_prices, \
highest_prices, lowest_prices, \
closing_prices = \np.loadtxt('aapl.csv',delimiter=',',usecols=(1, 3, 4, 5, 6),unpack=True,dtype='M8[D],f8,f8,f8,f8',converters={1: dmy2ymd})  # 日月年转年月日# 绘制收盘价的折现图
mp.figure('APPL', facecolor='lightgray')
mp.title('APPL', fontsize=18)
mp.xlabel('Date', fontsize=14)
mp.ylabel('Price', fontsize=14)
mp.grid(linestyle=":")# 设置刻度定位器
# 每周一一个主刻度,一天一个次刻度

ax = mp.gca()
ma_loc = md.WeekdayLocator(byweekday=md.MO)
ax.xaxis.set_major_locator(ma_loc)
ax.xaxis.set_major_formatter(md.DateFormatter('%Y-%m-%d'))
ax.xaxis.set_minor_locator(md.DayLocator())
# 修改dates的dtype为md.datetime.datetiem
dates = dates.astype(md.datetime.datetime)
mp.plot(dates, closing_prices,color='dodgerblue',linewidth=2,linestyle='--',alpha=0.8,label='APPL Closing Price')
#计算收盘价的均值
mean = np.mean(closing_prices)
# mean = closing_prices.mean()
print(mean)
mp.hlines(mean,dates[0],dates[-1],colors='orangered',label='mean')
mp.legend()
mp.gcf().autofmt_xdate()
mp.show()

import numpy as np
closing_prices, volumes = np.loadtxt('../../data/aapl.csv', delimiter=',',usecols=(6, 7), unpack=True)
vwap, wsum = 0, 0
for closing_price, volume in zip(closing_prices, volumes):vwap += closing_price * volumewsum += volume
vwap /= wsum
print(vwap)
vwap = np.average(closing_prices, weights=volumes)
print(vwap)

import datetime as dt
import numpy as npdef dmy2days(dmy):dmy = str(dmy, encoding='utf-8')date = dt.datetime.strptime(dmy, '%d-%m-%Y').date()days = (date - dt.date.min).daysreturn daysdays, closing_prices = np.loadtxt('../../data/aapl.csv', delimiter=',',usecols=(1, 6), unpack=True,converters={1: dmy2days})
twap = np.average(closing_prices, weights=days)
print(twap)

# 加权平均值
import numpy as np
import matplotlib.pyplot as mp
import datetime as dt
import matplotlib.dates as mddef dmy2ymd(dmy):"""把日月年转年月日:param day::return:"""dmy = str(dmy, encoding='utf-8')t = dt.datetime.strptime(dmy, '%d-%m-%Y')s = t.date().strftime('%Y-%m-%d')return sdates, opening_prices, \
highest_prices, lowest_prices, \
closing_prices ,volumes= \np.loadtxt('aapl.csv',delimiter=',',usecols=(1, 3, 4, 5, 6,7),unpack=True,dtype='M8[D],f8,f8,f8,f8,f8',converters={1: dmy2ymd})  # 日月年转年月日
print(dates)
# 绘制收盘价的折现图
mp.figure('APPL', facecolor='lightgray')
mp.title('APPL', fontsize=18)
mp.xlabel('Date', fontsize=14)
mp.ylabel('Price', fontsize=14)
mp.grid(linestyle=":")# 设置刻度定位器
# 每周一一个主刻度,一天一个次刻度

ax = mp.gca()
ma_loc = md.WeekdayLocator(byweekday=md.MO)
ax.xaxis.set_major_locator(ma_loc)
ax.xaxis.set_major_formatter(md.DateFormatter('%Y-%m-%d'))
ax.xaxis.set_minor_locator(md.DayLocator())
# 修改dates的dtype为md.datetime.datetiem
dates = dates.astype(md.datetime.datetime)
mp.plot(dates, closing_prices,color='dodgerblue',linewidth=2,linestyle='--',alpha=0.8,label='APPL Closing Price')
# 计算收盘价的均值
mean = np.mean(closing_prices)
# mean = closing_prices.mean()
mp.hlines(mean, dates[0], dates[-1], colors='orangered',label='mean')
# VWP成交量加权平均值
vwap = np.average(closing_prices, weights=volumes)
mp.hlines(vwap, dates[0], dates[-1], color='blue', label='VWAP')
#TWAP事件加权平均价格
w = np.linspace(1,4,30)
twap = np.average(closing_prices,weights=w)
mp.hlines(twap,dates[0],dates[-1],color='green',label='TWAP')
mp.legend()
mp.gcf().autofmt_xdate()
mp.show()