移动均线

收盘价5日均线：从第五天开始，每天计算最近五天的收盘价的平均值所构成的一条线。

移动均线算法：

(a+b+c+d+e)/5
(b+c+d+e+f)/5
(c+d+e+f+g)/5
...
(f+g+h+i+j)/5

在K线图中绘制5日.10日均线图

# 移动平均线
import numpy as np
import matplotlib.pyplot as mp
import datetime as dt
import matplotlib.dates as md


def dmy2ymd(dmy):
  """
  把日月年转年月日
  :param day:
  :return:
  """
  dmy = str(dmy, encoding=\'utf-8\')
  t = dt.datetime.strptime(dmy, \'%d-%m-%Y\')
  s = t.date().strftime(\'%Y-%m-%d\')
  return s


dates, opening_prices, \
highest_prices, lowest_prices, \
closing_prices = \
  np.loadtxt(\'aapl.csv\',
             delimiter=\',\',
             usecols=(1, 3, 4, 5, 6),
             unpack=True,
             dtype=\'M8[D],f8,f8,f8,f8\',
             converters={1: dmy2ymd})  # 日月年转年月日
print(dates)
# 绘制收盘价的折现图
mp.figure(\'APPL\', facecolor=\'lightgray\')
mp.title(\'APPL\', fontsize=18)
mp.xlabel(\'Date\', fontsize=14)
mp.ylabel(\'Price\', fontsize=14)
mp.grid(linestyle=":")

# 设置刻度定位器
# 每周一一个主刻度,一天一个次刻度

ax = mp.gca()
ma_loc = md.WeekdayLocator(byweekday=md.MO)
ax.xaxis.set_major_locator(ma_loc)
ax.xaxis.set_major_formatter(md.DateFormatter(\'%Y-%m-%d\'))
ax.xaxis.set_minor_locator(md.DayLocator())
# 修改dates的dtype为md.datetime.datetiem
dates = dates.astype(md.datetime.datetime)
mp.plot(dates, closing_prices,
        color=\'dodgerblue\',
        linewidth=2,
        linestyle=\'--\',
        alpha=0.8,
        label=\'APPL Closing Price\')

#绘制5日移动平均线
ma5 = np.zeros(closing_prices.size-4)
for i in range(ma5.size):
  ma5[i] =np.mean(closing_prices[i:i+5])

mp.plot(dates[4:],ma5,color=\'orangered\',label=\'MA5\')

#绘制10日移动平均线
ma10 = np.zeros(closing_prices.size-9)
for i in range(ma10.size):
  ma10[i] =np.mean(closing_prices[i:i+10])

mp.plot(dates[9:],ma10,color=\'green\',label=\'MA10\')


mp.legend()
mp.gcf().autofmt_xdate()
mp.show()