python|python（talib 计算 SAR 用 pro_api） tushare|talib|sar|python

SAR指标解释：baike.baidu.com/item/SAR指标/6329095?fr=aladdin
SAR指标画图 talib_sar2.py

# -*- coding: utf-8 -*- import os, sys import tushare as ts import pandas as pd import matplotlib.pyplot as plt import numpy as np import talibif len(sys.argv) ==2: code = sys.argv[1] else: print('usage: python talib_sar2.py stockcode ') sys.exit(1)if len(code) !=6: print('stock code length: 6') sys.exit(2)if code < '600000': ts_code = code +'.SZ' else: ts_code = code +'.SH'# 初始化pro接口 pro = ts.pro_api('your token')dh = pro.daily(ts_code=ts_code, start_date='20200101') if dh.empty ==True: print(" df is empty ") sys.exit(2)df = dh.sort_values(by='trade_date') #df = df.reset_index(drop=True) # 为了与原来的 tushare 保持一致性，修改列名 df.rename(columns={'trade_date':'date','vol':'volume'}, inplace=True) if len(df) <10: print(" len(df) <10 ") sys.exit(2)#df = df.resample('B').ffill() print(df.head()) # SAR，Stop and Reverse，是 Welles Wilder发明的，SAR是一个基于价格/时间的指标. sar = talib.SAR(df.high, df.low, acceleration=0.02, maximum=0.2) #print(sar[-5:])df['ma10'] = df['close'].rolling(window=10).mean() df.index = pd.to_datetime(df.date) print(df.tail(7)) # 画股票收盘价图 , SAR 散点图 df[['close','ma10']].plot(grid=True, title=code) plt.plot(df.index, sar, '.',c='black', label='sar') plt.legend(loc='best', shadow=True) plt.show()

【python|python（talib 计算 SAR 用 pro_api）】请尽快使用Pro版接口：https://waditu.com/document/2