标签:nump array function pack 输入参数 符号化 plt 成交 一个
np.sign(数组): 返回数组中每个元素的正负符号
np.piecewise(数组, 条件列表, 返回值列表): 通过条件列表中的元素, 判断数组中的元素在条件列表中的索引, 取返回值列表对应的索引, 当做返回值, 用这些返回值组成一个新的数组
import numpy as np import matplotlib.pyplot as plt c, v = np.loadtxt(‘BHP.csv‘, delimiter=‘,‘, usecols=(6,7), unpack=True) # c是每日收盘价, v是每日成交量 ‘‘‘ c [ 93.72 95.64 94.56 93.3 93.93 92.39 92.11 92.36 91.76 93.91 94.6 93.27 94.43 96.02 95.76 94.47 94.34 92.22 88.31 89.59 89.02 86.95 84.88 87.38 88.56 89.59 88.71 90.02 91.26 90.67] v [ 1741900. 2620800. 2461300. 3270900. 2650200. 4667300. 5359800. 7768400. 4799100. 3448300. 4719800. 3898900. 3727700. 3379400. 2463900. 3590900. 3805000. 3271700. 5507800. 2996800. 3434800. 5008300. 7809799. 3947100. 3809700. 3098200. 3500200. 4285600. 3918800. 3632200.] ‘‘‘ # 计算每日收盘价的差 change = np.diff(c) print(change) ‘‘‘ [ 1.92 -1.08 -1.26 0.63 -1.54 -0.28 0.25 -0.6 2.15 0.69 -1.33 1.16 1.59 -0.26 -1.29 -0.13 -2.12 -3.91 1.28 -0.57 -2.07 -2.07 2.5 1.18 1.03 -0.88 1.31 1.24 -0.59] ‘‘‘ signs = np.sign(change) print(signs) ‘‘‘ [ 1. -1. -1. 1. -1. -1. 1. -1. 1. 1. -1. 1. 1. -1. -1. -1. -1. -1. 1. -1. -1. -1. 1. 1. 1. -1. 1. 1. -1.] ‘‘‘ # 通过判断数组元素是否满足条件, 返回满足条件的返回值 pieces = np.piecewise(change, [change < 0, change > 0], [-1, 1]) print(pieces) ‘‘‘ [ 1. -1. -1. 1. -1. -1. 1. -1. 1. 1. -1. 1. 1. -1. -1. -1. -1. -1. 1. -1. -1. -1. 1. 1. 1. -1. 1. 1. -1.] ‘‘‘ print(np.array_equal(signs, pieces)) # True # 计算OBV值 OBV值,就是当天的成交量, 但其正负依赖于收盘价的变化量 print(v[1:] * signs) ‘‘‘ [ 2620800. -2461300. -3270900. 2650200. -4667300. -5359800. 7768400. -4799100. 3448300. 4719800. -3898900. 3727700. 3379400. -2463900. -3590900. -3805000. -3271700. -5507800. 2996800. -3434800. -5008300. -7809799. 3947100. 3809700. 3098200. -3500200. 4285600. 3918800. -3632200.] ‘‘‘
np.vectorize函数: 相当于python的map函数, 将函数向量化, 即输入参数从单个元素变成向量
避免了使用循环遍历数组中的每一个元素
ndarray对象可以在[]中填入条件, 进行元素的过滤
def myfunc(a, b): "Return a-b if a>b, otherwise return a+b" if a > b: return a - b else: return a + b vfunc = np.vectorize(myfunc) vfunc([1, 2, 3, 4], 2) # array([3, 4, 1, 2])
import numpy as np import matplotlib.pyplot as plt o, h, l, c = np.loadtxt(‘BHP.csv‘, delimiter=‘,‘, usecols=(3,4,5,6), unpack=True) # 开盘价,最高价, 最低价, 收盘价 def calc_profit(open, high, low, close): # 以比开盘价稍低的价格买入 buy = open * float(0.999) # 当日股价区间 if low < buy < high: return (close - buy) / buy # 计算当日相对利润 else: return 0 # np.vectorize() 将函数向量化 func = np.vectorize(calc_profit) # 将4个输入数组, 输出成一个数组 profits = func(o, h, l, c) print(profits) ‘‘‘ [ 0.00755895 0.0123267 0.0021668 0.00780612 0. 0.00154302 -0.01006869 0.00568316 -0.00614746 0.00560552 -0.00121617 -0.01774473 0.00675817 0.00225356 -0.00274807 -0.02015786 0.00762307 -0.00675369 -0.00675957 0. 0.01065112 0.02904986 -0.01558377 0.00168882 -0.0098442 -0.00499634 -0.00783465 0.00603003 0.00540779 0.00376864] ‘‘‘ real_trades = profits[profits != 0] # 过滤掉等于0的元素 print(len(real_trades)," ", round(100.0 * len(real_trades)/len(c),2), "%") # 28 93.33 % # 数组的除法是对应元素相除 print(round(np.mean(real_trades) * 100,2 )) # 2表示取两位有效数字 # 0.02 winning_trades = profits[profits > 0] print(len(winning_trades), round(100.0 * len(winning_trades)/len(c), 2), "%") # 16 53.33 % print(round(np.mean(winning_trades) * 100, 2)) # 0.72 losing_trades = profits[profits < 0] print(len(losing_trades), round(100.0 * len(losing_trades)/len(c), 2), "%") # 12 40.0 % print(round(np.mean(losing_trades) * 100, 2)) # -0.92
标签:nump array function pack 输入参数 符号化 plt 成交 一个
原文地址:https://www.cnblogs.com/draven123/p/11392021.html