增加交易策略、交易指标、量化库代码等文件夹

6.量化库代码/3.Talib/1.talib使用脚本.ipynb

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+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "2d85dda4",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import os\n",
+    "import pandas as pd\n",
+    "import talib\n",
+    "import matplotlib.pyplot as plt"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "65b4b7aa",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "df = pd.read_csv('D:/of_data/主力连续/tick生成的OF数据(5M)/data_rs_merged/上期所/ag888/ag888_rs_2021_5T_back_ofdata_dj.csv')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "edd4f1e5",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "df['HT_TRENDLINE'] = talib.HT_TRENDLINE(df['delta'])"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "25c70609",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "df[['delta','HT_TRENDLINE']].plot(title = '希尔伯特瞬时变换')\n",
+    "plt.grid()\n",
+    "plt.legend(['delta','HT_TRENDLINE'])\n",
+    "plt.show()"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3 (ipykernel)",
+   "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": "3.7.1"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}