Quant_Code/findpeaks.ipynb

{
 "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)"
   ]
  }
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