{
 "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()"
   ]
  }
 ],
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