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TA-LIB K线形态识别与验证

TA-LIB K线形态识别与验证

作者: 东南有大树 | 来源:发表于2019-09-29 18:16 被阅读0次

    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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          本文标题:TA-LIB K线形态识别与验证

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