zhoujie/Quant_Code
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

20250314修改:增加dingdanliu_nb_mflow

Browse Source
This commit is contained in:
zhoujie2104231
2025-03-15 22:40:06 +08:00
parent b814dfe535
commit e2c54c6409
89 changed files with 18394 additions and 22830 deletions
Download Patch File Download Diff File Expand all files Collapse all files

297
findpeaks.ipynb Normal file
View File

@@ -0,0 +1,297 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<!-- https://mp.weixin.qq.com/s/GM5V-y4W26klL8JwzvHOCw -->"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"import pandas as pd\n",
"from findpeaks import findpeaks\n",
"# import qstock as qs"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# X=qs.get_data('上证指数',start='20040101',end='20240808').close\n",
"# stock_zh_index_daily_df = ak.stock_zh_index_daily(symbol=\"sh000001\").iloc[-240:]\n",
"futures_zh_minute_sina_df = ak.futures_zh_minute_sina(symbol=\"IM0\", period=\"5\")\n",
"# index_zh_a_hist_df = ak.index_zh_a_hist(symbol=\"000001\", period=\"daily\", start_date=\"20220101\", end_date=\"22350311\")\n",
"# stock_zh_index_daily_em_df = ak.stock_zh_index_daily_em(symbol=\"sz399812\")\n",
"# stock_zh_index_daily_df = ak.stock_zh_index_daily(symbol=\"sz399552\")\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# index_zh_a_hist_df.tail(5)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# X = index_zh_a_hist_df['收盘']\n",
"X = futures_zh_minute_sina_df.close"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"futures_zh_minute_sina_df.tail(5)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# 初始化\n",
"fp = findpeaks(method='topology')\n",
"#拟合\n",
"results = fp.fit(X)\n",
"#可视化\n",
"fp.plot()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# from findpeaks import findpeaks\n",
"#初始化设置\n",
"fp = findpeaks(method='peakdetect', lookahead=200, interpolate=None)\n",
"#拟合 peakdetect 方法\n",
"results = fp.fit(X)\n",
"#可视化\n",
"fp.plot()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# 使用凯鲁斯方法初始化findpeaks\n",
"# 默认设置是只返回至少有5%差异的峰值和谷值\n",
"fp = findpeaks(method='caerus', params={'minperc':5, 'window':50})\n",
"\n",
"#拟合数据\n",
"results = fp.fit(X)\n",
"\n",
"#可视化\n",
"fp.plot()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"\n",
"stock_df = ak.rv_from_stock_zh_a_hist_min_em(\n",
" symbol=\"000001\",\n",
" start_date=\"2021-10-20 09:30:00\",\n",
" end_date=\"2025-3-11 15:00:00\",\n",
" period=\"5\",\n",
" adjust=\"\"\n",
")\n",
"volatility_yz_rv_df = ak.volatility_yz_rv(data=stock_df)\n",
"print(volatility_yz_rv_df)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"\n",
"option_lhb_em_df = ak.option_lhb_em(symbol=\"mo2503\", indicator=\"期权持仓情况-认沽持仓量\", trade_date=\"20250311\")\n",
"print(option_lhb_em_df)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"\n",
"option_minute_em_df = ak.option_minute_em(symbol=\"MO2503-C-6400\")\n",
"print(option_minute_em_df)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"\n",
"stock_zh_index_spot_em_df = ak.stock_zh_index_spot_em(symbol=\"上证系列指数\")\n",
"stock_zh_index_spot_em_df"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"\n",
"futures_zh_spot_df = ak.futures_zh_spot(symbol='AG2504', market=\"CF\", adjust='0')\n",
"print(futures_zh_spot_df)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import time\n",
"import akshare as ak\n",
"\n",
"dce_text = ak.match_main_contract(symbol=\"dce\")\n",
"czce_text = ak.match_main_contract(symbol=\"czce\")\n",
"shfe_text = ak.match_main_contract(symbol=\"shfe\")\n",
"gfex_text = ak.match_main_contract(symbol=\"gfex\")\n",
"\n",
"while True:\n",
" time.sleep(3)\n",
" futures_zh_spot_df = ak.futures_zh_spot(\n",
" symbol=\",\".join([dce_text, czce_text, shfe_text, gfex_text]),\n",
" market=\"CF\",\n",
" adjust='0')\n",
" # print(futures_zh_spot_df)\n",
" futures_zh_spot_df"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import time\n",
"import akshare as ak\n",
"\n",
"cffex_text = ak.match_main_contract(symbol=\"cffex\")\n",
"\n",
"while True:\n",
" time.sleep(3)\n",
" futures_zh_spot_df = ak.futures_zh_spot(symbol=cffex_text, market=\"FF\", adjust='0')\n",
" print(futures_zh_spot_df)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"df = ak.futures_symbol_mark() "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"\n",
"futures_zh_realtime_df = ak.futures_zh_realtime(symbol=\"白银\")\n",
"print(futures_zh_realtime_df)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"\n",
"futures_nh_volatility_index_df = ak.futures_nh_volatility_index(symbol=\"IC\", period='5')\n",
"print(futures_nh_volatility_index_df)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"shfe_trading_hours = ak.shfe_trading_hours()\n",
"print(shfe_trading_hours)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import akshare as ak\n",
"\n",
"futures_fees_info_df = ak.futures_fees_info()\n",
"print(futures_fees_info_df)"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.10.9"
}
},
"nbformat": 4,
"nbformat_minor": 2
}