numpy之股价布林带绘制

import numpy as np
import matplotlib.pyplot as mp
import datetime as dt
import matplotlib.dates as md

'''
    绘制5日均线布林带
'''


# 日期转化函数
def dmy2ymd(dmy):
    # 把dmy格式的字符串转化成ymd格式的字符串
    dmy = str(dmy, encoding='utf-8')
    d = dt.datetime.strptime(dmy, '%d-%m-%Y')
    d = d.date()
    ymd = d.strftime('%Y-%m-%d')
    return ymd


dates, opening_prices, highest_prices, lowest_prices, closing_prices = \
    np.loadtxt('./da_data/aapl.csv', delimiter=',', usecols=(1, 3, 4, 5, 6), unpack=True,
               dtype='M8[D], f8, f8, f8, f8', converters={1: dmy2ymd})  # converters为转换器，运行时先执行，其中1表示时间所在的列索引号

# 绘制收盘价折线图
mp.figure('AAPL', facecolor='lightgray')
mp.title('AAPL', fontsize=18)
mp.xlabel('date', fontsize=12)
mp.ylabel('closing_pricing', fontsize=12)
mp.tick_params(labelsize=10)
mp.grid(linestyle=':')
# 设置x轴的刻度定位器，使之更适合显示日期数据
ax = mp.gca()
# 以周一作为主刻度
ma_loc = md.WeekdayLocator(byweekday=md.MO)
# 次刻度，除周一外的日期
mi_loc = md.DayLocator()
ax.xaxis.set_major_locator(ma_loc)
ax.xaxis.set_major_formatter(md.DateFormatter('%Y-%m-%d'))
ax.xaxis.set_minor_locator(mi_loc)
# 日期数据类型转换，更适合绘图
dates = dates.astype(md.datetime.datetime)
mp.plot(dates, closing_prices, linewidth=2, linestyle='--', color='dodgerblue', label='AAPL', alpha=0.5)

# 基于加权卷积实现5日加权均线
weights = np.exp(np.linspace(-1, 0, 5))
weights = weights[::-1] / weights.sum()
print(weights.sum())
sma = np.convolve(closing_prices, weights, 'valid')
mp.plot(dates[4:], sma, linewidth=2, color='r', label='SMA51', alpha=0.8)
# 绘制布林带的上轨和下轨
stds = np.zeros(sma.size)
for i in range(stds.size):
    stds[i] = closing_prices[i:i + 5].std()
lower = sma - 2 * stds
upper = sma + 2 * stds
mp.plot(dates[4:], upper, linewidth=2, color='orangered', label='UPPER', alpha=0.3)
mp.plot(dates[4:], lower, linewidth=2, color='orangered', label='LOWER', alpha=0.3)
# 填充布林带
mp.fill_between(dates[4:], lower, upper, upper > lower, color='orangered', alpha=0.2)

mp.tight_layout()
mp.legend()
# 自动格式化x轴日期的显示格式（以最合适的方式显示）
mp.gcf().autofmt_xdate()
mp.show()