72 lines
1.4 KiB
Plaintext
72 lines
1.4 KiB
Plaintext
{
|
|
"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
|
|
}
|