import requests import pandas as pd CN_CODE_TYPE = { "600":'sh', "601":'sh', "603":'sh', "605":'sh', "000":'sz', "300":'sz', "688":'sh', "002":'sz', "50":"sh", "51":"sh", "52":"sh", "16":"sz", "15":"sz", "18":"sz" } 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): if '.' in code: code = code.split('.')[0] stock_code = '' if code[0:2] in CN_CODE_TYPE: stock_code = code + '.' + CN_CODE_TYPE[code[0:2]] elif code[0:3] in CN_CODE_TYPE: stock_code = code + '.' + CN_CODE_TYPE[code[0:3]] if stock_code != '': 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 += "&et=%s"%(end_date) response = requests.get(url) data = response.json() df = pd.DataFrame(data) df['t'] = df['t'].apply(pd.to_datetime) df.rename({'t': 'date', 'o': 'open', 'h': 'high', 'l': 'low', 'c': 'close', 'v': 'volume', 'a': 'amount'}, axis='columns', inplace=True) df = df[['date', 'open', 'high', 'low', 'close', 'volume', 'amount']].set_index('date') else: df = pd.DataFrame() return df def get_5min_k(code, start_date='19700101', end_date=None): stock_code = '' if code[0:2] in CN_CODE_TYPE: stock_code = code + '.' + CN_CODE_TYPE[code[0:2]] elif code[0:3] in CN_CODE_TYPE: stock_code = code + '.' + CN_CODE_TYPE[code[0:3]] if stock_code != '': url = "https://api.zhituapi.com/hs/history/%s/5/n?token=6E0E86BC-15AD-4275-8A95-B02D168D63C1&st=%s"%(stock_code, start_date) if end_date is not None: url += "&end_date=%s"%(end_date) response = requests.get(url) data = response.json() df = pd.DataFrame(data) df['t'] = df['t'].apply(pd.to_datetime) df.rename({'t': 'date', 'o': 'open', 'h': 'high', 'l': 'low', 'c': 'close', 'v': 'volume', 'a': 'amount'}, axis='columns', inplace=True) df = df[['date','close', 'volume']].set_index('date') else: df = pd.DataFrame() return df