ATR指标:Average True Range 真实波动幅度的移动平均值
python安装使用 talib
安装主要在 http://www.lfd.uci.edu/~gohlke/pythonlibs/
这个网站找到
TA_Lib‑0.4.17‑cp37‑cp37m‑win32.whl
TA_Lib‑0.4.17‑cp37‑cp37m‑win_amd64.whl
cd \Anaconda3\Scripts
pip install \Talib\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
get_atr.py
# coding: utf-8
import os, sys
import numpy as np
import pandas as pd
import tushare as ts
import talib
import mathif len(sys.argv) ==2:code = sys.argv[1]
else:print('usage: python get_atr.py stockcode ')sys.exit(1)if len(code) !=6:print('stock code length: 6')sys.exit(2)df = ts.get_k_data(code)
if df.empty ==True:print(" df is empty ")sys.exit(2)
df = df[ df['date'] > '2019-01-01']
if len(df) <15:print(" len(df) <15 ")sys.exit(2)# 收盘价
close &#61; np.array(df[&#39;close&#39;])
# 最高价
high &#61; np.array(df[&#39;high&#39;])
# 最低价
low &#61; np.array(df[&#39;low&#39;])
# 获取最新的ATR值
atr &#61; talib.ATR(high, low, close, timeperiod&#61;14)
print(&#39;len(atr)&#61;&#39;,len(atr))
print(atr[-5:])
per &#61; 1000
price &#61; close[-1]
print("price&#61;{0} , rate: {1:.4f}%".format(price, atr[-1]*100/price))
share &#61; math.floor(per /atr[-1]/100)*100
print(&#39;share&#61;&#39;,share)
print(code,&#39;:&#39;,price,&#39;*&#39;,share,&#39;&#61;&#39;,price*share)
运行 python get_atr.py 600030
参考&#xff1a;https://www.programcreek.com/python/example/92324/talib.ATR