資源簡介
《量化投資:以Python為工具》課后習題答案的pdf及代碼及所用的csv都在這里了
代碼片段和文件信息
#?-*-?coding:?utf-8?-*-
“““
Created?on?Sat?Mar?26?11:03:14?2016
@author:?PCPC
“““
import?pandas?as?pd
import?matplotlib.pyplot?as?plt
from?matplotlib.dates?import?DateFormatter?WeekdayLocator\
????DayLocator?MONDAYdate2num
from?matplotlib.finance?import??candlestick_ohlc
import?numpy?as?np
#plt.rcParams[‘font.sans-serif‘]?=?[‘SimHei‘]
#plt.rcParams[‘axes.unicode_minus‘]?=?False
def?candlePlot(seriesDatatitle=“a“):
#設定日期格式
????Date=[date2num(date)?for?date?in?seriesData.index]
????seriesData.loc[:‘Date‘]=Date
????listData=[]
????for?i?in?range(len(seriesData)):
????????a=[seriesData.Date[i]\
????????seriesData.Open[i]seriesData.High[i]\
????????seriesData.Low[i]seriesData.Close[i]]
????????listData.append(a)
#設定繪圖相關參數
????ax?=?plt.subplot()
????mondays?=?WeekdayLocator(MONDAY)
????#日期格式為‘15-Mar-09’形式
????weekFormatter?=?DateFormatter(‘%y?%b?%d‘)
????ax.xaxis.set_major_locator(mondays)
????ax.xaxis.set_minor_locator(DayLocator())
????ax.xaxis.set_major_formatter(weekFormatter)
#調用candlestick_ohlc函數
????candlestick_ohlc(axlistData?width=0.7\
?????????????????????colorup=‘r‘colordown=‘g‘)
????ax.set_title(title)?#設定標題
????#設定x軸日期顯示角度
????plt.setp(plt.gca().get_xticklabels()?\
????rotation=50horizontalalignment=‘center‘)
????return(plt.show())
#蠟燭圖與線圖
def?candleLinePlots(candleDatacandletitle=‘a‘**kwargs):
????Date=[date2num(date)?for?date?in?candleData.index]
????candleData.loc[:‘Date‘]=Date
????listData=[]
????for?i?in?range(len(candleData)):
????????a=[candleData.Date[i]\
????????candleData.Open[i]candleData.High[i]\
????????candleData.Low[i]candleData.Close[i]]
????????listData.append(a)
????
????#如果不定長參數無取值,只畫蠟燭圖
????ax?=?plt.subplot()
#如果不定長參數有值,則分成兩個子圖
????flag=0
????if?kwargs:
????????if?‘splitFigures‘?in?kwargs.keys()?and?kwargs[‘splitFigures‘]:
????????????ax?=?plt.subplot(211)
????????????ax2=?plt.subplot(212)
????????????flag=1
????????for?key?in?kwargs:
????????????if?key==‘title‘:
????????????????ax2.set_title(kwargs[key])
????????????if?key==‘ylabel‘:
????????????????ax2.set_ylabel(kwargs[key])
????????????if?key==‘grid‘:
????????????????ax2.grid(kwargs[key])
????????????if?key?==‘Data‘:
????????????????plt.sca(ax)
????????????????if?flag:
????????????????????plt.sca(ax2)
????????????????????#一維數據
????????????????if?kwargs[key].ndim==1:
????????????????????plt.plot(kwargs[key]\
???????????????????????color=‘k‘\
???????????????????????label=kwargs[key].name)
????????????????????plt.legend(loc=‘best‘)
????????????????????#二維數據有2個columns
????????????????elif?all([kwargs[key].ndim==2\
?????????????????????????len(kwargs[key].columns)==2]):
????????????????????plt.plot(kwargs[key].iloc[:0]\
????????????????????????linestyle=‘dashed‘\
????????????????????????label=kwargs[key].iloc[:0].name)
????????????????????plt.plot(kwargs[key].iloc[:1]\
????????????????????????linestyle=‘dashed‘\
????????????????????????
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件???????6182??2017-02-13?18:51??PythonANS\candle.py
?????文件???????1125??2017-02-12?22:48??PythonANS\Chapter10.py
?????文件????????815??2017-02-16?17:03??PythonANS\Chapter11.py
?????文件???????2129??2017-02-16?19:09??PythonANS\Chapter12.py
?????文件????????774??2017-02-16?19:13??PythonANS\Chapter13.py
?????文件???????1262??2017-02-16?19:18??PythonANS\Chapter14.py
?????文件???????1913??2017-02-16?19:24??PythonANS\Chapter15.py
?????文件????????832??2017-02-12?22:48??PythonANS\Chapter16.py
?????文件???????1782??2017-02-17?11:10??PythonANS\Chapter17.py
?????文件????????403??2017-02-12?22:48??PythonANS\Chapter18.py
?????文件???????4750??2017-02-17?11:16??PythonANS\Chapter19.py
?????文件?????????80??2017-02-12?22:48??PythonANS\Chapter2.py
?????文件???????3431??2017-02-17?13:23??PythonANS\Chapter20.py
?????文件???????3352??2017-02-17?13:23??PythonANS\Chapter21.py
?????文件????????404??2017-02-12?22:48??PythonANS\Chapter22.py
?????文件????????737??2017-02-12?22:48??PythonANS\Chapter23.py
?????文件???????1967??2017-02-17?13:38??PythonANS\Chapter24.py
?????文件???????1674??2017-02-17?18:06??PythonANS\Chapter25.py
?????文件???????1844??2017-02-17?16:51??PythonANS\Chapter26.py
?????文件???????2979??2017-02-17?16:59??PythonANS\Chapter27.py
?????文件???????2910??2017-02-12?22:48??PythonANS\Chapter28.py
?????文件???????3238??2017-02-17?17:06??PythonANS\Chapter29.py
?????文件????????602??2017-02-16?14:57??PythonANS\Chapter3.py
?????文件???????3089??2017-02-17?17:11??PythonANS\Chapter30.py
?????文件???????2871??2017-02-17?17:15??PythonANS\Chapter31.py
?????文件???????1525??2017-02-12?22:48??PythonANS\Chapter32.py
?????文件???????2239??2017-02-17?17:19??PythonANS\Chapter33.py
?????文件???????2159??2017-02-12?22:48??PythonANS\Chapter34.py
?????文件????????315??2017-02-16?14:57??PythonANS\Chapter5.py
?????文件????????625??2017-02-16?15:00??PythonANS\Chapter6.py
............此處省略78個文件信息
評論
共有 條評論