尝试增加arbr指标
This commit is contained in:
@@ -19,6 +19,45 @@ CN_CODE_TYPE = {
|
||||
}
|
||||
|
||||
|
||||
def calculate_brar(df: pd.DataFrame, N: int = 26) -> pd.DataFrame:
|
||||
"""
|
||||
计算AR和BR情绪指标
|
||||
|
||||
参数:
|
||||
df (pd.DataFrame): 包含 'high', 'low', 'open', 'close' 列的DataFrame
|
||||
N (int): 计算周期,默认通常为26
|
||||
返回:
|
||||
pd.DataFrame: 包含原始数据及计算出的 'ar' 和 'br' 列的DataFrame
|
||||
"""
|
||||
# 创建副本,避免修改原始数据
|
||||
data = df.copy()
|
||||
|
||||
# --- 计算 AR (人气指标) ---
|
||||
# 公式: AR = (N日内 (最高价 - 开盘价) 之和) / (N日内 (开盘价 - 最低价) 之和) * 100
|
||||
high_open = data['high'] - data['open']
|
||||
open_low = data['open'] - data['low']
|
||||
|
||||
data['ar'] = (high_open.rolling(window=N, min_periods=1).sum() /
|
||||
open_low.rolling(window=N, min_periods=1).sum()) * 100
|
||||
|
||||
# --- 计算 BR (意愿指标) ---
|
||||
# 公式: BR = (N日内 MAX(0, 最高价 - 前一日收盘价) 之和) /
|
||||
# (N日内 MAX(0, 前一日收盘价 - 最低价) 之和) * 100
|
||||
prev_close = data['close'].shift(1)
|
||||
|
||||
# 计算多头意愿:当日最高价 - 前一日收盘价,若小于0则记为0
|
||||
high_prev_close = data['high'] - prev_close
|
||||
high_prev_close = high_prev_close.where(high_prev_close > 0, 0)
|
||||
|
||||
# 计算空头意愿:前一日收盘价 - 当日最低价,若小于0则记为0
|
||||
prev_close_low = prev_close - data['low']
|
||||
prev_close_low = prev_close_low.where(prev_close_low > 0, 0)
|
||||
|
||||
data['br'] = (high_prev_close.rolling(window=N, min_periods=1).sum() /
|
||||
prev_close_low.rolling(window=N, min_periods=1).sum()) * 100
|
||||
|
||||
return data
|
||||
|
||||
|
||||
def get_history_k(code, start_date='19700101', end_date=None):
|
||||
|
||||
@@ -36,8 +75,7 @@ def get_history_k(code, start_date='19700101', end_date=None):
|
||||
url = "https://api.zhituapi.com/hs/history/%s/d/f?token=6E0E86BC-15AD-4275-8A95-B02D168D63C1&st=%s"%(stock_code, start_date)
|
||||
|
||||
if end_date is not None:
|
||||
url += "&end_date=%s"%(end_date)
|
||||
|
||||
url += "&et=%s"%(end_date)
|
||||
response = requests.get(url)
|
||||
|
||||
data = response.json()
|
||||
|
||||
Reference in New Issue
Block a user