Ta-Lib库实现布林带

发表于： 2020年11月18日 2020年11月18日
分类： Python
"""
    Ta-Lib 的使用.
"""
import talib
import pandas as pd
pd.set_option('expand_frame_repr', False)
df = pd.read_csv("bitmex_xbt_usd_1min.csv")
# print(df)

# df['open_ma'] = talib.MA(df['Open'], timeperiod=30)
# print(df)

# print(help(talib.MA))

# df['adx'] = talib.ADX(df['High'], df['Low'], df['Close'], timeperiod=30)
# df['bop'] = talib.BOP(df['Open'], df['High'], df['Low'], df['Close'])
# df['atr'] = talib.ATR(df['High'], df['Low'], df['Close'], timeperiod=12)
# df['crows'] = talib.CDL2CROWS(df['Open'], df['High'], df['Low'], df['Close'])
# print(df)
# print(help(talib.CDL2CROWS))

std = talib.STDDEV(df['Close'],timeperiod=20) #标准差
sma = talib.MA(df['Close'], timeperiod=20) #移动平均线

df['up'] = sma + 2 * std
df['down'] = sma - 2 * std

# print(df)


df['donchian_up'] = talib.MAX(df['High'], timeperiod=30)
df['donchian_lower'] = talib.MIN(df['Low'], timeperiod=30)
print(df)
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