通达信zig函数的python实现

代码

# coding: utf-8
"""
Created on Sat Jan 05 18:53:39 2019
http://www.pianshen.com/article/363258879/
@author: duanqs
"""import numpy as np
import tushare as tsimport matplotlib.pyplot as pltZIG_STATE_START = 0
ZIG_STATE_RISE = 1
ZIG_STATE_FALL = 2def zig(x=0.055):#ts.set_token("此处放入tushare的token！！！")#pro = ts.pro_api()#df = pro.daily(ts_code="603297.SH")# print(list(df["close"]))# df = ts.get_hist_data('000069')# df = df[::-1]# 获取股票交易数据的Tushare的使用方法 - 蜗牛爬行ing - 博客园  # https://www.cnblogs.com/DreamRJF/p/8660630.html# posted on 2018-03-28 15:18 蜗牛爬行ing #df = ts.get_k_data('000069')# df = ts.get_k_data('600535')# df = ts.get_k_data('512040')  # 富国国信价值 etf 基金# df = ts.get_h_data('000051', index=True)   # 上证180等权指数 index 参数必须指定为Truedf = ts.get_k_data('000051', index=True, start='2011-01-01')   # 上证180等权指数 index 参数必须指定为True#df = ts.get_h_data('399106', index=True)   # index 参数必须指定为True#df = ts.get_h_data('399106', index=True) #深圳综合指数#df = ts.get_k_data('399106', index=True) #深圳综合指数# df = ts.get_k_data('931052', index=True) # 中证国信价值指数， 不支持的指数# df = ts.get_k_data('hs300')   # 支持主要的几个股票指数的历史行情# 股票代码，即6位数字代码，或者指数代码# （sh=上证指数 sz=深圳成指 hs300=沪深300指数 # sz50=上证50 zxb=中小板 cyb=创业板）#df = df.reset_index(drop=True)# df = df.iloc[-100:]#x = 0.055k = df["close"]#d = df["trade_date"]d = df['date']# d = df.index#print(k)#print(d)# 循环前的变量初始化# 端点 候选点 扫描点 端点列表 拐点线列表 趋势状态peer_i = 0candidate_i = Nonescan_i = 0peers = [0]z = np.zeros(len(k))state = ZIG_STATE_STARTwhile True:#print(peers)scan_i += 1if scan_i == len(k) - 1:# 扫描到尾部if candidate_i is None:peer_i = scan_ipeers.append(peer_i)else:if state == ZIG_STATE_RISE:if k[scan_i] >= k[candidate_i]:peer_i = scan_ipeers.append(peer_i)else:peer_i = candidate_ipeers.append(peer_i)peer_i = scan_ipeers.append(peer_i)elif state == ZIG_STATE_FALL:if k[scan_i] <= k[candidate_i]:peer_i = scan_ipeers.append(peer_i)else:peer_i = candidate_ipeers.append(peer_i)peer_i = scan_ipeers.append(peer_i)breakif state == ZIG_STATE_START:if k[scan_i] >= k[peer_i] * (1 + x):candidate_i = scan_istate = ZIG_STATE_RISEelif k[scan_i] <= k[peer_i] * (1 - x):candidate_i = scan_istate = ZIG_STATE_FALLelif state == ZIG_STATE_RISE:if k[scan_i] >= k[candidate_i]:candidate_i = scan_ielif k[scan_i] <= k[candidate_i]*(1-x):peer_i = candidate_ipeers.append(peer_i)state = ZIG_STATE_FALLcandidate_i = scan_ielif state == ZIG_STATE_FALL:if k[scan_i] <= k[candidate_i]:candidate_i = scan_ielif k[scan_i] >= k[candidate_i]*(1+x):peer_i = candidate_ipeers.append(peer_i)state = ZIG_STATE_RISEcandidate_i = scan_i#线性插值， 计算出zig的值            for i in range(len(peers) - 1):peer_start_i = peers[i]peer_end_i = peers[i+1]start_value = k[peer_start_i]end_value = k[peer_end_i]a = (end_value - start_value)/(peer_end_i - peer_start_i)# 斜率for j in range(peer_end_i - peer_start_i +1):z[j + peer_start_i] = start_value + a*jprint(u'...转向点的阀值、个数、位置和日期...')        print(x, len(peers))print(peers)dates = [d[i] for i in peers]print(dates)#print([k[i] for i in peers])#print(list(k))#print(list(z))plt.plot(z)zig(x=0.055)

结果

...转向点的阀值、个数、位置和日期...
(0.055, 71)
[0, 18, 38, 101, 111, 153, 196, 208, 230, 313, 321, 331, 344, 374, 420, 459, 488, 513, 576, 598, 613, 645, 660, 675, 697, 744, 887, 888, 893, 902, 952, 959, 973, 974, 985, 995, 996, 1002, 1005, 1007, 1013, 1016, 1030, 1037, 1045, 1049, 1085, 1097, 1114, 1140, 1154, 1157, 1189, 1220, 1342, 1364, 1429, 1449, 1575, 1607, 1628, 1638, 1654, 1732, 1745, 1784, 1792, 1801, 1823, 1853, 1855]
[u'2011-05-24', u'2011-06-20', u'2011-07-18', u'2011-10-21', u'2011-11-04', u'2012-01-05', u'2012-03-13', u'2012-03-29', u'2012-05-07', u'2012-08-31', u'2012-09-12', u'2012-09-26', u'2012-10-22', u'2012-12-03', u'2013-02-08', u'2013-04-15', u'2013-05-29', u'2013-07-08', u'2013-10-14', u'2013-11-13', u'2013-12-04', u'2014-01-20', u'2014-02-17', u'2014-03-10', u'2014-04-10', u'2014-06-19', u'2015-01-16', u'2015-01-19', u'2015-01-26', u'2015-02-06', u'2015-04-27', u'2015-05-07', u'2015-05-27', u'2015-05-28', u'2015-06-12', u'2015-06-29', u'2015-06-30', u'2015-07-08', u'2015-07-13', u'2015-07-15', u'2015-07-23', u'2015-07-28', u'2015-08-17', u'2015-08-26', u'2015-09-09', u'2015-09-15', u'2015-11-11', u'2015-11-27', u'2015-12-22', u'2016-01-28', u'2016-02-24', u'2016-02-29', u'2016-04-14', u'2016-05-30', u'2016-11-29', u'2016-12-29', u'2017-04-11', u'2017-05-10', u'2017-11-13', u'2017-12-27', u'2018-01-26', u'2018-02-09', u'2018-03-12', u'2018-07-05', u'2018-07-24', u'2018-09-17', u'2018-09-28', u'2018-10-18', u'2018-11-19', u'2019-01-02', u'2019-01-04']

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