数据来源:jqdata
# 导入必备模块
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import datetime as dt
import talib as tb # 当前重点库 TA-LIB
import seaborn as sns
from jqdata import *
sns.set()
### 定义形态查寻函数
def find_pattern(function):
'''从全市场中“随机”的挑选标的,快速的找到一个符合形态的标的与对应时间
Args:
function: ta-lib 库中的一个方法
Return:
返回(stock, date)
'''
# 打乱全市场标的顺序
stock_list = get_all_securities().index.tolist()
np.random.shuffle(stock_list)
# 构造时间序列的结点,从10天之前的时间序列查找
trade_date = get_trade_days(end_date=dt.datetime.now(), count=15)
check_date = trade_date[-10]
for stock in stock_list:
try:
price = get_price(stock, end_date=check_date, count=244 * 5)
signal = function(price['open'], price['high'],
price['low'], price['close'])
signal = signal[signal != 0]
if len(signal) > 0:
return stock, signal.index[0]
except:
continue
# k 线刻画数据处理
def get_k_value(pattern, count):
'''将开、高、低、收价格数据进行处理,以支持K线图展示
Args:
pattern: 形态函数返回的标的与时间元组
count: 形态数量
Return:
返回处理后的价格数据,类型为df
'''
# 获取21个价格序列值,并且让形态时间大致处于中间
security = pattern[0]
check_date = pattern[1]
pattern_date = get_trade_days(end_date=check_date, count=count)
orther_count = (21 - count) // 2
trade_date = get_trade_days(start_date=check_date, end_date=dt.datetime.now())
end_date = trade_date[9]
price = get_price(security, end_date=end_date,
count=21)[['open', 'high', 'low', 'close']]
y_list = {'y1': [], 'y2': [], 'y3': [], 'y4': [], 'c': [], 'al': []}
# 数据处理
for i in range(price.shape[0]):
# 计算各bar的透明度
if price.index[i].date() in pattern_date:
y_list['al'].append(1)
else:
y_list['al'].append(0.2)
# 计算各实体的长度
if price.open[i] > price.close[i]:
y_list['y1'].append(price.close[i])
y_list['y2'].append(price.open[i] - price.close[i])
y_list['c'].append('g')
else:
y_list['y1'].append(price.open[i])
y_list['y2'].append(price.close[i] - price.open[i])
y_list['c'].append('r')
# 计算各影线的长度
if price.high[i] > price.low[i]:
y_list['y3'].append(price.low[i])
y_list['y4'].append(price.high[i] - price.low[i])
else:
y_list['y3'].append(price.high[i])
y_list['y4'].append(price.low[i] - price.high[i])
for name, value in y_list.items():
price.loc[:, name] = value
return price
# k 线形态刻画
def show_bar(data, title='None'):
'''将价格数据按实体与影线进行组合
Args:
data: 处理好的价格数据,df类型
title: 图片标题,可选
Return:
None
'''
# 整合 x 轴与 y 轴数据
x = [str(date.date()) for date in data.index]
y1 = data['y1']
y2 = data['y2']
y3 = data['y3']
y4 = data['y4']
fig = plt.figure(figsize=(18, 5))
# 画影线,要求对应不同的颜色与透明度
for i in range(len(data)):
plt.bar(x[i], y3[i], align='center', alpha=0)
plt.bar(x[i], y4[i], align='center', color=data['c'][i],
alpha=data['al'][i], bottom=y3[i], width=0.1)
# 画实体,要求对应不同的颜色与透明度
for j in range(len(data)):
plt.bar(x[j], y1[j], align='center', alpha=0)
plt.bar(x[j], y2[j], align='center', color=data['c'][j],
alpha=data['al'][j], bottom=y1[j])
_min = data[['open', 'high', 'low', 'close']].min().min() - 0.1
_max = data[['open', 'high', 'low', 'close']].max().max() + 0.1
plt.ylim(_min, _max)
plt.title(title)
plt.xticks(rotation=45)
plt.show()
# 函数组合-形态检测
def check_bar(fuc, bar_count):
# 查询形态
pattern = find_pattern(fuc)
# bar 数据处理
k_value = get_k_value(pattern, bar_count)
# 形态查验
show_bar(k_value, pattern[0] + ': ' + fuc.__name__)
CDL2CROWS - Two Crows
函数名:CDL2CROWS
名称:Two Crows 两只乌鸦
简介:三日K线模式,第一天长阳,第二天高开收阴,第三天再次高开继续收阴,收盘比前一日收盘价低,预示股价下跌
integer = CDL2CROWS(open, high, low, close)
check_bar(tb.CDL2CROWS, 3)
CDL3BLACKCROWS - Three Black Crows
函数名:CDL3BLACKCROWS
名称:Three Black Crows 三只乌鸦
简介:三日K线模式,连续三根阴线,每日收盘价都下跌且接近最低价,每日开盘价都在上根K线实体内,预示股价下跌
integer = CDL3BLACKCROWS(open, high, low, close)
check_bar(tb.CDL3BLACKCROWS, 3)
CDL3INSIDE - Three Inside Up/Down
函数名:CDL3INSIDE
名称: Three Inside Up/Down 三内部上涨和下跌
简介:三日K线模式,母子信号+长K线,以三内部上涨为例,K线为阴阳阳,第三天收盘价高于第一天开盘价,第二天K线在第一天K线内部,预示着股价上涨
integer = CDL3INSIDE(open, high, low, close)
check_bar(tb.CDL3INSIDE, 3)
CDL3LINESTRIKE - Three-Line Strike
函数名:CDL3LINESTRIKE
名称: Three-Line Strike 三线打击
简介:四日K线模式,前三根阳线,每日收盘价都比前一日高,开盘价在前一日实体内,第四日市场高开,收盘价低于第一日开盘价,预示股价下跌
integer = CDL3LINESTRIKE(open, high, low, close)
check_bar(tb.CDL3LINESTRIKE, 4)
CDL3OUTSIDE - Three Outside Up/Down
函数名:CDL3OUTSIDE
名称:Three Outside Up/Down 三外部上涨和下跌
简介:三日K线模式,与三内部上涨和下跌类似,K线为阴阳阳,但第一日与第二日的K线形态相反,以三外部上涨为例,第一日K线在第二日K线内部,预示着股价上涨
integer = CDL3OUTSIDE(open, high, low, close)
check_bar(tb.CDL3OUTSIDE, 3)
CDL3STARSINSOUTH - Three Stars In The South
函数名:CDL3STARSINSOUTH
名称:Three Stars In The South 南方三星
简介:三日K线模式,与大敌当前相反,三日K线皆阴,第一日有长下影线,第二日与第一日类似,K线整体小于第一日,第三日无下影线实体信号,成交价格都在第一日振幅之内,预示下跌趋势反转,股价上升
integer = CDL3STARSINSOUTH(open, high, low, close)
check_bar(tb.CDL3STARSINSOUTH, 3)
CDL3WHITESOLDIERS - Three Advancing White Soldiers
函数名:CDL3WHITESOLDIERS
名称:Three Advancing White Soldiers 三个白兵
简介:三日K线模式,三日K线皆阳,每日收盘价变高且接近最高价,开盘价在前一日实体上半部,预示股价上升
integer = CDL3WHITESOLDIERS(open, high, low, close)
check_bar(tb.CDL3WHITESOLDIERS, 3)
CDLABANDONEDBABY - Abandoned Baby
函数名:CDLABANDONEDBABY
名称:Abandoned Baby 弃婴
简介:三日K线模式,第二日价格跳空且收十字星(开盘价与收盘价接近,最高价最低价相差不大),预示趋势反转,发生在顶部下跌,底部上涨
integer = CDLABANDONEDBABY(open, high, low, close, penetration=0)
check_bar(tb.CDLABANDONEDBABY, 3)
CDLADVANCEBLOCK - Advance Block
函数名:CDLADVANCEBLOCK
名称:Advance Block 大敌当前
简介:三日K线模式,三日都收阳,每日收盘价都比前一日高,开盘价都在前一日实体以内,实体变短,上影线变长
integer = CDLADVANCEBLOCK(open, high, low, close)
check_bar(tb.CDLADVANCEBLOCK, 3)
CDLBELTHOLD - Belt-hold
函数名:CDLBELTHOLD
名称:Belt-hold 捉腰带线
简介:两日K线模式,下跌趋势中,第一日阴线,第二日开盘价为最低价,阳线,收盘价接近最高价,预示价格上涨
integer = CDLBELTHOLD(open, high, low, close)
check_bar(tb.CDLBELTHOLD, 2)
CDLBREAKAWAY - Breakaway
函数名:CDLBREAKAWAY
名称:Breakaway 脱离
简介:五日K线模式,以看涨脱离为例,下跌趋势中,第一日长阴线,第二日跳空阴线,延续趋势开始震荡,第五日长阳线,收盘价在第一天收盘价与第二天开盘价之间,预示价格上涨
integer = CDLBREAKAWAY(open, high, low, close)
check_bar(tb.CDLBREAKAWAY, 5)
CDLCLOSINGMARUBOZU - Closing Marubozu
函数名:CDLCLOSINGMARUBOZU
名称:Closing Marubozu 收盘缺影线
简介:一日K线模式,以阳线为例,最低价低于开盘价,收盘价等于最高价,预示着趋势持续
integer = CDLCLOSINGMARUBOZU(open, high, low, close)
check_bar(tb.CDLCLOSINGMARUBOZU, 1)
CDLCONCEALBABYSWALL - Concealing Baby Swallow
函数名:CDLCONCEALBABYSWALL
名称: Concealing Baby Swallow 藏婴吞没
简介:四日K线模式,下跌趋势中,前两日阴线无影线,第二日开盘、收盘价皆低于第二日,第三日倒锤头,第四日开盘价高于前一日最高价,收盘价低于前一日最低价,预示着底部反转
integer = CDLCONCEALBABYSWALL(open, high, low, close)
check_bar(tb.CDLCONCEALBABYSWALL, 4)
CDLCOUNTERATTACK - Counterattack
函数名:CDLCOUNTERATTACK
名称:Counterattack 反击线
简介:二日K线模式,与分离线类似
integer = CDLCOUNTERATTACK(open, high, low, close)
check_bar(tb.CDLCOUNTERATTACK, 2)
CDLDARKCLOUDCOVER - Dark Cloud Cover
函数名:CDLDARKCLOUDCOVER
名称:Dark Cloud Cover 乌云压顶
简介:二日K线模式,第一日长阳,第二日开盘价高于前一日最高价,收盘价处于前一日实体中部以下,预示着股价下跌
integer = CDLDARKCLOUDCOVER(open, high, low, close, penetration=0)
check_bar(tb.CDLDARKCLOUDCOVER, 2)
CDLDOJI - Doji
函数名:CDLDOJI
名称:Doji 十字
简介:一日K线模式,开盘价与收盘价基本相同
integer = CDLDOJI(open, high, low, close)
check_bar(tb.CDLDOJI, 1)
CDLDOJISTAR - Doji Star
函数名:CDLDOJISTAR
名称:Doji Star 十字星
简介:一日K线模式,开盘价与收盘价基本相同,上下影线不会很长,预示着当前趋势反转
integer = CDLDOJISTAR(open, high, low, close)
check_bar(tb.CDLDOJISTAR, 1)
CDLDRAGONFLYDOJI - Dragonfly Doji
函数名:CDLDRAGONFLYDOJI
名称:Dragonfly Doji 蜻蜓十字/T形十字
简介:一日K线模式,开盘后价格一路走低,之后收复,收盘价与开盘价相同,预示趋势反转
integer = CDLDRAGONFLYDOJI(open, high, low, close)
check_bar(tb.CDLDRAGONFLYDOJI, 1)
CDLENGULFING - Engulfing Pattern
函数名:CDLENGULFING
名称:Engulfing Pattern 吞噬模式
简介:两日K线模式,分多头吞噬和空头吞噬,以多头吞噬为例,第一日为阴线,第二日阳线,第一日的开盘价和收盘价在第二日开盘价收盘价之内,但不能完全相同
integer = CDLENGULFING(open, high, low, close)
check_bar(tb.CDLENGULFING, 2)
CDLEVENINGDOJISTAR - Evening Doji Star
函数名:CDLEVENINGDOJISTAR
名称:Evening Doji Star 十字暮星
简介:三日K线模式,基本模式为暮星,第二日收盘价和开盘价相同,预示顶部反转
integer = CDLEVENINGDOJISTAR(open, high, low, close, penetration=0)
check_bar(tb.CDLEVENINGDOJISTAR, 3)
CDLEVENINGSTAR - Evening Star
函数名:CDLEVENINGSTAR
名称:Evening Star 暮星
简介:三日K线模式,与晨星相反,上升趋势中,第一日阳线,第二日价格振幅较小,第三日阴线,预示顶部反转
integer = CDLEVENINGSTAR(open, high, low, close, penetration=0)
check_bar(tb.CDLEVENINGSTAR, 3)
CDLGAPSIDESIDEWHITE - Up/Down-gap side-by-side white lines
函数名:CDLGAPSIDESIDEWHITE
名称:Up/Down-gap side-by-side white lines 向上/下跳空并列阳线
简介:二日K线模式,上升趋势向上跳空,下跌趋势向下跳空,第一日与第二日有相同开盘价,实体长度差不多,则趋势持续
integer = CDLGAPSIDESIDEWHITE(open, high, low, close)
check_bar(tb.CDLGAPSIDESIDEWHITE, 2)
CDLGRAVESTONEDOJI - Gravestone Doji
函数名:CDLGRAVESTONEDOJI
名称:Gravestone Doji 墓碑十字/倒T十字
简介:一日K线模式,开盘价与收盘价相同,上影线长,无下影线,预示底部反转
integer = CDLGRAVESTONEDOJI(open, high, low, close)
check_bar(tb.CDLGRAVESTONEDOJI, 1)
CDLHAMMER - Hammer
函数名:CDLHAMMER
名称:Hammer 锤头
简介:一日K线模式,实体较短,无上影线,下影线大于实体长度两倍,处于下跌趋势底部,预示反转
integer = CDLHAMMER(open, high, low, close)
check_bar(tb.CDLHAMMER, 1)
CDLHANGINGMAN - Hanging Man
函数名:CDLHANGINGMAN
名称:Hanging Man 上吊线
简介:一日K线模式,形状与锤子类似,处于上升趋势的顶部,预示着趋势反转
integer = CDLHANGINGMAN(open, high, low, close)
check_bar(tb.CDLHANGINGMAN, 1)
CDLHARAMI - Harami Pattern
函数名:CDLHARAMI
名称:Harami Pattern 母子线
简介:二日K线模式,分多头母子与空头母子,两者相反,以多头母子为例,在下跌趋势中,第一日K线长阴,第二日开盘价收盘价在第一日价格振幅之内,为阳线,预示趋势反转,股价上升
integer = CDLHARAMI(open, high, low, close)
check_bar(tb.CDLHARAMI, 2)
CDLHARAMICROSS - Harami Cross Pattern
函数名:CDLHARAMICROSS
名称:Harami Cross Pattern 十字孕线
简介:二日K线模式,与母子县类似,若第二日K线是十字线,便称为十字孕线,预示着趋势反转
integer = CDLHARAMICROSS(open, high, low, close)
check_bar(tb.CDLHARAMICROSS, 2)
CDLHIGHWAVE - High-Wave Candle
函数名:CDLHIGHWAVE
名称:High-Wave Candle 风高浪大线
简介:三日K线模式,具有极长的上/下影线与短的实体,预示着趋势反转
integer = CDLHIGHWAVE(open, high, low, close)
check_bar(tb.CDLHIGHWAVE, 3)
CDLHIKKAKE - Hikkake Pattern
函数名:CDLHIKKAKE
名称:Hikkake Pattern 陷阱
简介:三日K线模式,与母子类似,第二日价格在前一日实体范围内,第三日收盘价高于前两日,反转失败,趋势继续
integer = CDLHIKKAKE(open, high, low, close)
check_bar(tb.CDLHIKKAKE, 3)
CDLHIKKAKEMOD - Modified Hikkake Pattern
函数名:CDLHIKKAKEMOD
名称:Modified Hikkake Pattern 修正陷阱
简介:三日K线模式,与陷阱类似,上升趋势中,第三日跳空高开;下跌趋势中,第三日跳空低开,反转失败,趋势继续
integer = CDLHIKKAKEMOD(open, high, low, close)
check_bar(tb.CDLHIKKAKEMOD, 3)
CDLHOMINGPIGEON - Homing Pigeon
函数名:CDLHOMINGPIGEON
名称:Homing Pigeon 家鸽
简介:二日K线模式,与母子线类似,不同的的是二日K线颜色相同,第二日最高价、最低价都在第一日实体之内,预示着趋势反转
integer = CDLHOMINGPIGEON(open, high, low, close)
check_bar(tb.CDLHOMINGPIGEON, 2)
CDLIDENTICAL3CROWS - Identical Three Crows
函数名:CDLIDENTICAL3CROWS
名称:Identical Three Crows 三胞胎乌鸦
简介:三日K线模式,上涨趋势中,三日都为阴线,长度大致相等,每日开盘价等于前一日收盘价,收盘价接近当日最低价,预示价格下跌
integer = CDLIDENTICAL3CROWS(open, high, low, close)
check_bar(tb.CDLIDENTICAL3CROWS, 3)
CDLINNECK - In-Neck Pattern
函数名:CDLINNECK
名称:In-Neck Pattern 颈内线
简介:二日K线模式,下跌趋势中,第一日长阴线,第二日开盘价较低,收盘价略高于第一日收盘价,阳线,实体较短,预示着下跌继续
integer = CDLINNECK(open, high, low, close)
check_bar(tb.CDLINNECK, 2)
CDLINVERTEDHAMMER - Inverted Hammer
函数名:CDLINVERTEDHAMMER
名称:Inverted Hammer 倒锤头
简介:一日K线模式,上影线较长,长度为实体2倍以上,无下影线,在下跌趋势底部,预示着趋势反转
integer = CDLINVERTEDHAMMER(open, high, low, close)
check_bar(tb.CDLINVERTEDHAMMER, 1)
CDLKICKING - Kicking
函数名:CDLKICKING
名称:Kicking 反冲形态
简介:二日K线模式,与分离线类似,两日K线为秃线,颜色相反,存在跳空缺口
integer = CDLKICKING(open, high, low, close)
check_bar(tb.CDLKICKING, 2)
CDLKICKINGBYLENGTH - Kicking - bull/bear determined by the longer marubozu
函数名:CDLKICKINGBYLENGTH
名称:Kicking - bull/bear determined by the longer marubozu 由较长缺影线决定的反冲形态
简介:二日K线模式,与反冲形态类似,较长缺影线决定价格的涨跌
integer = CDLKICKINGBYLENGTH(open, high, low, close)
check_bar(tb.CDLKICKINGBYLENGTH, 2)
CDLLADDERBOTTOM - Ladder Bottom
函数名:CDLLADDERBOTTOM
名称:Ladder Bottom 梯底
简介:五日K线模式,下跌趋势中,前三日阴线,
开盘价与收盘价皆低于前一日开盘、收盘价,第四日倒锤头,第五日开盘价高于前一日开盘价,阳线,收盘价高于前几日价格振幅,预示着底部反转
integer = CDLLADDERBOTTOM(open, high, low, close)
check_bar(tb.CDLLADDERBOTTOM, 5)
CDLLONGLEGGEDDOJI - Long Legged Doji
函数名:CDLLONGLEGGEDDOJI
名称:Long Legged Doji 长脚十字
简介:一日K线模式,开盘价与收盘价相同居当日价格中部,上下影线长,
表达市场不确定性
integer = CDLLONGLEGGEDDOJI(open, high, low, close)
check_bar(tb.CDLLONGLEGGEDDOJI, 1)
CDLLONGLINE - Long Line Candle
函数名:CDLLONGLINE
名称:Long Line Candle 长蜡烛
简介:一日K线模式,K线实体长,无上下影线
integer = CDLLONGLINE(open, high, low, close)
check_bar(tb.CDLLONGLINE, 1)
CDLMARUBOZU - Marubozu
函数名:CDLMARUBOZU
名称:Marubozu 光头光脚/缺影线
简介:一日K线模式,上下两头都没有影线的实体,阴线预示着熊市持续或者牛市反转,阳线相反
integer = CDLMARUBOZU(open, high, low, close)
check_bar(tb.CDLMARUBOZU, 1)
CDLMATCHINGLOW - Matching Low
函数名:CDLMATCHINGLOW
名称:Matching Low 相同低价
简介:二日K线模式,下跌趋势中,第一日长阴线,第二日阴线,收盘价与前一日相同,预示底部确认,该价格为支撑位
integer = CDLMATCHINGLOW(open, high, low, close)
check_bar(tb.CDLMATCHINGLOW, 2)
CDLMATHOLD - Mat Hold
函数名:CDLMATHOLD
名称:Mat Hold 铺垫
简介:五日K线模式,上涨趋势中,第一日阳线,第二日跳空高开影线,第三、四日短实体影线,第五日阳线,收盘价高于前四日,预示趋势持续
integer = CDLMATHOLD(open, high, low, close, penetration=0)
check_bar(tb.CDLMATHOLD, 5)
CDLMORNINGDOJISTAR - Morning Doji Star
函数名:CDLMORNINGDOJISTAR
名称:Morning Doji Star 十字晨星
简介:三日K线模式,基本模式为晨星,第二日K线为十字星,预示底部反转
integer = CDLMORNINGDOJISTAR(open, high, low, close, penetration=0)
check_bar(tb.CDLMORNINGDOJISTAR, 3)
CDLMORNINGSTAR - Morning Star
函数名:CDLMORNINGSTAR
名称:Morning Star 晨星
简介:三日K线模式,下跌趋势,第一日阴线,第二日价格振幅较小,第三天阳线,预示底部反转
integer = CDLMORNINGSTAR(open, high, low, close, penetration=0)
check_bar(tb.CDLMORNINGSTAR, 3)
CDLONNECK - On-Neck Pattern
函数名:CDLONNECK
名称:On-Neck Pattern 颈上线
简介:二日K线模式,下跌趋势中,第一日长阴线,第二日开盘价较低,收盘价与前一日最低价相同,阳线,实体较短,预示着延续下跌趋势
integer = CDLONNECK(open, high, low, close)
check_bar(tb.CDLONNECK, 2)
CDLPIERCING - Piercing Pattern
函数名:CDLPIERCING
名称:Piercing Pattern 刺透形态
简介:两日K线模式,下跌趋势中,第一日阴线,第二日收盘价低于前一日最低价,收盘价处在第一日实体上部,预示着底部反转
integer = CDLPIERCING(open, high, low, close)
check_bar(tb.CDLPIERCING, 2)
CDLRICKSHAWMAN - Rickshaw Man
函数名:CDLRICKSHAWMAN
名称:Rickshaw Man 黄包车夫
简介:一日K线模式,与长腿十字线类似,若实体正好处于价格振幅中点,称为黄包车夫
integer = CDLRICKSHAWMAN(open, high, low, close)
check_bar(tb.CDLRICKSHAWMAN, 1)
CDLRISEFALL3METHODS - Rising/Falling Three Methods
函数名:CDLRISEFALL3METHODS
名称:Rising/Falling Three Methods 上升/下降三法
简介: 五日K线模式,以上升三法为例,上涨趋势中,第一日长阳线,中间三日价格在第一日范围内小幅震荡,第五日长阳线,收盘价高于第一日收盘价,预示股价上升
integer = CDLRISEFALL3METHODS(open, high, low, close)
check_bar(tb.CDLRISEFALL3METHODS, 5)
CDLSEPARATINGLINES - Separating Lines
函数名:CDLSEPARATINGLINES
名称:Separating Lines 分离线
简介:二日K线模式,上涨趋势中,第一日阴线,第二日阳线,第二日开盘价与第一日相同且为最低价,预示着趋势继续
integer = CDLSEPARATINGLINES(open, high, low, close)
check_bar(tb.CDLSEPARATINGLINES, 2)
CDLSHOOTINGSTAR - Shooting Star
函数名:CDLSHOOTINGSTAR
名称:Shooting Star 射击之星
简介:一日K线模式,上影线至少为实体长度两倍,没有下影线,预示着股价下跌
integer = CDLSHOOTINGSTAR(open, high, low, close)
check_bar(tb.CDLSHOOTINGSTAR, 1)
CDLSHORTLINE - Short Line Candle
函数名:CDLSHORTLINE
名称:Short Line Candle 短蜡烛
简介:一日K线模式,实体短,无上下影线
integer = CDLSHORTLINE(open, high, low, close)
check_bar(tb.CDLSHORTLINE, 1)
CDLSPINNINGTOP - Spinning Top
函数名:CDLSPINNINGTOP
名称:Spinning Top 纺锤
简介:一日K线,实体小
integer = CDLSPINNINGTOP(open, high, low, close)
check_bar(tb.CDLSPINNINGTOP, 1)
CDLSTALLEDPATTERN - Stalled Pattern
函数名:CDLSTALLEDPATTERN
名称:Stalled Pattern 停顿形态
简介:三日K线模式,上涨趋势中,第二日长阳线,第三日开盘于前一日收盘价附近,短阳线,预示着上涨结束
integer = CDLSTALLEDPATTERN(open, high, low, close)
check_bar(tb.CDLSTALLEDPATTERN, 3)
CDLSTICKSANDWICH - Stick Sandwich
函数名:CDLSTICKSANDWICH
名称:Stick Sandwich 条形三明治
简介:三日K线模式,第一日长阴线,第二日阳线,开盘价高于前一日收盘价,第三日开盘价高于前两日最高价,收盘价于第一日收盘价相同
integer = CDLSTICKSANDWICH(open, high, low, close)
check_bar(tb.CDLSTICKSANDWICH, 3)
CDLTAKURI - Takuri (Dragonfly Doji with very long lower shadow)
函数名:CDLTAKURI
名称:Takuri (Dragonfly Doji with very long lower shadow) 探水竿
简介:一日K线模式,大致与蜻蜓十字相同,下影线长度长
integer = CDLTAKURI(open, high, low, close)
check_bar(tb.CDLTAKURI, 1)
CDLTASUKIGAP - Tasuki Gap
函数名:CDLTASUKIGAP
名称:Tasuki Gap 跳空并列阴阳线
简介:三日K线模式,分上涨和下跌,以上升为例,
前两日阳线,第二日跳空,第三日阴线,收盘价于缺口中,上升趋势持续
integer = CDLTASUKIGAP(open, high, low, close)
check_bar(tb.CDLTASUKIGAP, 3)
CDLTHRUSTING - Thrusting Pattern
函数名:CDLTHRUSTING
名称:Thrusting Pattern 插入
简介:二日K线模式,与颈上线类似,下跌趋势中,第一日长阴线,第二日开盘价跳空,收盘价略低于前一日实体中部,与颈上线相比实体较长,预示着趋势持续
integer = CDLTHRUSTING(open, high, low, close)
check_bar(tb.CDLTHRUSTING, 2)
CDLTRISTAR - Tristar Pattern
函数名:CDLTRISTAR
名称:Tristar Pattern 三星
简介:三日K线模式,由三个十字组成,第二日十字必须高于或者低于第一日和第三日,预示着反转
integer = CDLTRISTAR(open, high, low, close)
check_bar(tb.CDLTRISTAR, 3)
CDLUNIQUE3RIVER - Unique 3 River
函数名:CDLUNIQUE3RIVER
名称:Unique 3 River 奇特三河床
简介:三日K线模式,下跌趋势中,第一日长阴线,第二日为锤头,最低价创新低,第三日开盘价低于第二日收盘价,收阳线,收盘价不高于第二日收盘价,预示着反转,第二日下影线越长可能性越大
integer = CDLUNIQUE3RIVER(open, high, low, close)
check_bar(tb.CDLUNIQUE3RIVER, 3)
CDLUPSIDEGAP2CROWS - Upside Gap Two Crows
函数名:CDLUPSIDEGAP2CROWS
名称:Upside Gap Two Crows 向上跳空的两只乌鸦
简介:三日K线模式,第一日阳线,第二日跳空以高于第一日最高价开盘,收阴线,第三日开盘价高于第二日,收阴线,与第一日比仍有缺口
integer = CDLUPSIDEGAP2CROWS(open, high, low, close)
check_bar(tb.CDLUPSIDEGAP2CROWS, 3)
CDLXSIDEGAP3METHODS - Upside/Downside Gap Three Methods
函数名:CDLXSIDEGAP3METHODS
名称:Upside/Downside Gap Three Methods 上升/下降跳空三法
简介:五日K线模式,以上升跳空三法为例,上涨趋势中,第一日长阳线,第二日短阳线,第三日跳空阳线,第四日阴线,开盘价与收盘价于前两日实体内,第五日长阳线,收盘价高于第一日收盘价,预示股价上升
integer = CDLXSIDEGAP3METHODS(open, high, low, close)
check_bar(tb.CDLXSIDEGAP3METHODS, 5)
使用案例
下面写一个 demo,追踪标的在指定日期形成的K线模式。
# 检查某标的在某日形成的形态,返回形态描述
def discern_pattern(security, date):
from talib import abstract
pattern_function = tb.get_function_groups()['Pattern Recognition']
for name in pattern_function:
func = abstract.Function(name)
price = get_price(security, end_date=date, count=100,
skip_paused=True)[['open', 'high', 'low', 'close']]
signal_series = func(price)
if signal_series[-1] != 0:
yield func.info['display_name']
# 测试
security_list = get_all_securities(date='2014-08-11').index.tolist()
np.random.shuffle(security_list)
for security in security_list[0: 10]:
result = discern_pattern(security, '2014-08-11')
print(security, list(result))
603111.XSHG []
600428.XSHG []
300096.XSHE ['Hikkake Pattern']
002392.XSHE ['Belt-hold', 'Closing Marubozu', 'Long Line Candle', 'Marubozu']
601880.XSHG []
002292.XSHE ['Three Outside Up/Down', 'Belt-hold']
600360.XSHG ['Belt-hold', 'Engulfing Pattern', 'Long Line Candle']
001696.XSHE ['Closing Marubozu', 'Hikkake Pattern']
002584.XSHE []
600276.XSHG ['Three Inside Up/Down', 'Belt-hold', 'Closing Marubozu', 'Hikkake Pattern', 'Long Line Candle', 'Marubozu']
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