如何使用 stockstats 查看 MACD 信号？

Question

我正在尝试绘制 Macd 指标。我正在使用 stockstats 来绘制它。但我只能看到 Macd 值。（如果你也帮我添加它，我会很高兴）我怎样才能看到带有 stockstats 的 MACD_EMA_SHORT、MACD_EMA_LONG、MACD_EMA_SIGNAL？ 并尝试像图片一样绘制它。

以下是我的尝试：

import matplotlib.pyplot as plt
from matplotlib import style
import matplotlib.dates as mdates
import pandas as pd
import requests
from stockstats import StockDataFrame as sdf

periods = '3600'
resp = requests.get('https://api.cryptowat.ch/markets/poloniex/ethusdt/ohlc', params={'periods': periods})
data=resp.json()
df = pd.DataFrame(data['result'][periods], columns=[
    'CloseTime', 'Open', 'High', 'Low', 'Close', 'Volume','Adj Volume'])
df.to_csv('eth.csv')
df=pd.read_csv('eth.csv', parse_dates=True,index_col=0)
df.columns = df.columns.str.strip()
df['CloseTime'] = pd.to_datetime(df['CloseTime'], unit='s')
df = df.set_index('CloseTime')
#print(df.tail(6))


data=pd.read_csv('eth.csv')

stock=sdf.retype(data)
signal=stock['macd_ema_short']

df.dropna(inplace=True)
print(signal)

错误：

KeyError: 'macd_ema_short'

Answer 1

MACD_EMA_SHORT 只是一个类方法

• 你不能得到它，除非你更新class
  • 需要返回fast = df[ema_short]
• MACD_EMA_SHORT 是_get_macd 中用于计算的参数
  • MACD_EMA_SHORT = 12
  • ema_short = 'close_{}_ema'.format(cls.MACD_EMA_SHORT)
  • ema_short = 'close_12_ema'

class StockDataFrame(pd.DataFrame):
    OPERATORS = ['le', 'ge', 'lt', 'gt', 'eq', 'ne']

    # Start of options.
    KDJ_PARAM = (2.0 / 3.0, 1.0 / 3.0)
    KDJ_WINDOW = 9

    BOLL_PERIOD = 20
    BOLL_STD_TIMES = 2

    MACD_EMA_SHORT = 12
    MACD_EMA_LONG = 26
    MACD_EMA_SIGNAL = 9

    @classmethod
    def _get_macd(cls, df):
        """ Moving Average Convergence Divergence
        This function will initialize all following columns.
        MACD Line (macd): (12-day EMA - 26-day EMA)
        Signal Line (macds): 9-day EMA of MACD Line
        MACD Histogram (macdh): MACD Line - Signal Line
        :param df: data
        :return: None
        """
        ema_short = 'close_{}_ema'.format(cls.MACD_EMA_SHORT)
        ema_long = 'close_{}_ema'.format(cls.MACD_EMA_LONG)
        ema_signal = 'macd_{}_ema'.format(cls.MACD_EMA_SIGNAL)
        fast = df[ema_short]
        slow = df[ema_long]
        df['macd'] = fast - slow
        df['macds'] = df[ema_signal]
        df['macdh'] = (df['macd'] - df['macds'])
        log.critical("NOTE: Behavior of MACDH calculation has changed as of "
                     "July 2017 - it is now 1/2 of previous calculated values")
        cls._drop_columns(df, [ema_short, ema_long, ema_signal])

更新：

• 找到stockstats.py，然后在def _get_macd(cls, df)，注释掉cls._drop_columns(df, [ema_short, ema_long, ema_signal])（例如把#放在前面）
• 那你就可以stock['close_12_ema']

获取表格的代码：

periods = '3600'
resp = requests.get('https://api.cryptowat.ch/markets/poloniex/ethusdt/ohlc', params={'periods': periods})
data = resp.json()
df = pd.DataFrame(data['result'][periods], columns=['date', 'open', 'high', 'low', 'close', 'volume', 'amount'])
df['date'] = pd.to_datetime(df['date'], unit='s')

stock = sdf.retype(df)
print(stock['macds'])

print(stock)

• 在您执行 stock['macds'] 之前，不会添加额外的列。

输出：

                           open        high         low       close      volume        amount  close_12_ema  close_26_ema      macd  macd_9_ema     macds     macdh
date                                                                                                                                                               
2019-08-20 00:00:00  201.000000  203.379326  201.000000  202.138224  349.209128  70720.937575    202.138224    202.138224  0.000000    0.000000  0.000000  0.000000
2019-08-20 01:00:00  202.187160  202.650000  200.701061  200.778709  329.485014  66411.899720    201.401820    201.432322 -0.030502   -0.016946 -0.016946 -0.013556
2019-08-20 02:00:00  201.200000  201.558777  200.133667  200.338312   12.812929   2572.209909    200.986733    201.039255 -0.052522   -0.031526 -0.031526 -0.020996
2019-08-20 03:00:00  200.915590  201.177018  200.396571  200.440000   21.910910   4395.692727    200.814151    200.871730 -0.057579   -0.040352 -0.040352 -0.017227
2019-08-20 04:00:00  200.979999  200.979999  198.282603  198.644618  360.432424  71712.376256    200.224696    200.355253 -0.130557   -0.067186 -0.067186 -0.063371