Python talib 模块，BBANDS 实例源码

def boll():
    #??tushare??????
    df=ts.get_k_data('300580',start='2017-01-12',end='2017-05-26')
    #?????
    closed=df['close'].values

    upper,middle,lower=talib.BBANDS(closed,matype=talib.MA_Type.SMA)
    print upper,middle,lower
    plt.plot(upper)
    plt.plot(middle)
    plt.plot(lower)
    plt.grid()
    plt.show()
    diff1=upper-middle
    diff2=middle-lower
    print diff1
    print diff2

def BOLL_CN(close,timeperiod=20, nbdev=2, isDEV=False):
        stddev = nbdev
        if not isDEV:
            devfix =  np.sqrt(1.0*timeperiod/(timeperiod-1))
            stddev = nbdev * devfix
        bollUPPER, bollMIDDLE, bollLOWER = tl.BBANDS(
                    #close narray 
                    close, 
                    #time default 20
                    timeperiod=timeperiod,
                    # number of non-biased standard deviations from the mean
                    nbdevup=stddev,
                    nbdevdn=stddev,
                    # Moving average type: simple moving average here
                    matype=0)
        return bollUPPER, bollMIDDLE, bollLOWER

    #WR%

def Bollinger_Bands(security_list, timeperiod=5, nbdevup=2, nbdevdn=2):
    # ????????????
    if isinstance(security_list, str):
        security_list = [security_list]
    # ?? Bollinger Bands
    security_data = history(timeperiod * 2, '1d', 'close',
                            security_list, df=False, skip_paused=True)
    upperband = {}
    middleband = {}
    lowerband = {}
    for stock in security_list:
        upperband[stock], middleband[stock], lowerband[stock] = talib.BBANDS(
            security_data[stock], timeperiod, nbdevup, nbdevdn)
    return upperband, middleband, lowerband

# ?????

def __recountBoll(self):
        """????"""
        if self.inputBollLen < EMPTY_INT: return

        l = len(self.lineBar)

        if l < min(7, self.inputBollLen)+1:
            self.debugCtaLog(u'?????,??Bar?????{0}???Boll???{1}'.
                             format(len(self.lineBar), min(7, self.inputBollLen)+1))
            return

        if l < self.inputBollLen+2:
            bollLen = l-1
        else:
            bollLen = self.inputBollLen

        # ????????Bar
        listClose=[x.close for x in self.lineBar[-bollLen - 1:-1]]
        #
        upper, middle, lower = ta.BBANDS(numpy.array(listClose, dtype=float),
                                         timeperiod=bollLen, nbdevup=self.inputBollStdRate,
                                         nbdevdn=self.inputBollStdRate, matype=0)

        self.lineUpperBand.append(upper[-1])
        self.lineMiddleBand.append(middle[-1])
        self.lineLowerBand.append(lower[-1])


    # ----------------------------------------------------------------------

def cycle_process(event):
    print(event.widget.get())
    cycle = event.widget.get()

    upperband, middleband, lowerband = ta.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
    fig, axes = plt.subplots(2, 1, sharex=True)
    ax1, ax2 = axes[0], axes[1]
    axes[0].plot(close, 'rd-', markersize=3)
    axes[0].plot(upperband, 'y-')
    axes[0].plot(middleband, 'b-')
    axes[0].plot(lowerband, 'y-')
    axes[0].set_title(cycle, fontproperties="SimHei")

    if cycle == '??????——???????':
        real = ta.HT_DCPERIOD(close)
        axes[1].plot(real, 'r-')
    elif cycle == '??????,??????????':
        real = ta.HT_DCPHASE(close)
        axes[1].plot(real, 'r-')
    elif cycle == '??????——????':
        inphase, quadrature = ta.HT_PHASOR(close)
        axes[1].plot(inphase, 'r-')
        axes[1].plot(quadrature, 'g-')
    elif cycle == '??????——????':
        sine, leadsine = ta.HT_SINE(close)
        axes[1].plot(sine, 'r-')
        axes[1].plot(leadsine, 'g-')
    elif cycle == '??????——???????':
        integer = ta.HT_TRENDMODE(close)
        axes[1].plot(integer, 'r-')

    plt.show()


# ????

def statistic_process(event):
    print(event.widget.get())
    statistic = event.widget.get()

    upperband, middleband, lowerband = ta.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
    fig, axes = plt.subplots(2, 1, sharex=True)
    ax1, ax2 = axes[0], axes[1]
    axes[0].plot(close, 'rd-', markersize=3)
    axes[0].plot(upperband, 'y-')
    axes[0].plot(middleband, 'b-')
    axes[0].plot(lowerband, 'y-')
    axes[0].set_title(statistic, fontproperties="SimHei")

    if statistic == '????':
        real = ta.LINEARREG(close, timeperiod=14)
        axes[1].plot(real, 'r-')
    elif statistic == '??????':
        real = ta.LINEARREG_ANGLE(close, timeperiod=14)
        axes[1].plot(real, 'r-')
    elif statistic == '??????':
        real = ta.LINEARREG_INTERCEPT(close, timeperiod=14)
        axes[1].plot(real, 'r-')
    elif statistic == '??????':
        real = ta.LINEARREG_SLOPE(close, timeperiod=14)
        axes[1].plot(real, 'r-')
    elif statistic == '???':
        real = ta.STDDEV(close, timeperiod=5, nbdev=1)
        axes[1].plot(real, 'r-')
    elif statistic == '??????':
        real = ta.TSF(close, timeperiod=14)
        axes[1].plot(real, 'r-')
    elif statistic == '??':
        real = ta.VAR(close, timeperiod=5, nbdev=1)
        axes[1].plot(real, 'r-')

    plt.show()


# ????

def math_operator_process(event):
    print(event.widget.get())
    math_operator = event.widget.get()

    upperband, middleband, lowerband = ta.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
    fig, axes = plt.subplots(2, 1, sharex=True)
    ax1, ax2 = axes[0], axes[1]
    axes[0].plot(close, 'rd-', markersize=3)
    axes[0].plot(upperband, 'y-')
    axes[0].plot(middleband, 'b-')
    axes[0].plot(lowerband, 'y-')
    axes[0].set_title(math_operator, fontproperties="SimHei")


    if math_operator == '?????????':
        real = ta.MAX(close, timeperiod=30)
        axes[1].plot(real, 'r-')
    elif math_operator == '????????????':
        integer = ta.MAXINDEX(close, timeperiod=30)
        axes[1].plot(integer, 'r-')
    elif math_operator == '?????????':
        real = ta.MIN(close, timeperiod=30)
        axes[1].plot(real, 'r-')
    elif math_operator == '????????????':
        integer = ta.MININDEX(close, timeperiod=30)
        axes[1].plot(integer, 'r-')
    elif math_operator == '????????????':
        min, max = ta.MINMAX(close, timeperiod=30)
        axes[1].plot(min, 'r-')
        axes[1].plot(max, 'r-')
    elif math_operator == '???????????????':
        minidx, maxidx = ta.MINMAXINDEX(close, timeperiod=30)
        axes[1].plot(minidx, 'r-')
        axes[1].plot(maxidx, 'r-')
    elif math_operator == '??':
        real = ta.SUM(close, timeperiod=30)
        axes[1].plot(real, 'r-')

    plt.show()

def expected_bbands(self, window_length, k, closes):
        """Compute the expected data (without adjustments) for the given
        window, k, and closes array.

        This uses talib.BBANDS to generate the expected data.
        """
        lower_cols = []
        middle_cols = []
        upper_cols = []

        ndates, nassets = closes.shape

        for n in range(nassets):
            close_col = closes[:, n]
            if np.isnan(close_col).all():
                # ta-lib doesn't deal well with all nans.
                upper, middle, lower = [np.full(ndates, np.nan)] * 3
            else:
                upper, middle, lower = talib.BBANDS(
                    close_col,
                    window_length,
                    k,
                    k,
                )

            upper_cols.append(upper)
            middle_cols.append(middle)
            lower_cols.append(lower)

        # Stack all of our uppers, middles, lowers into three 2d arrays
        # whose columns are the sids. After that, slice off only the
        # rows we care about.
        where = np.s_[window_length - 1:]
        uppers = np.column_stack(upper_cols)[where]
        middles = np.column_stack(middle_cols)[where]
        lowers = np.column_stack(lower_cols)[where]
        return uppers, middles, lowers

def add_BBANDS(self, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0,
               types=['line_dashed_thin', 'line_dashed_thin'],
               colors=['tertiary', 'grey_strong'], **kwargs):
    """Bollinger Bands.

    Note that the first argument of types and colors refers to upper and lower
    bands while second argument refers to middle band. (Upper and lower are
    symmetrical arguments, hence only 2 needed.)

    """
    if not self.has_close:
        raise Exception()

    utils.kwargs_check(kwargs, VALID_TA_KWARGS)
    if 'kind' in kwargs:
        kwargs['type'] = kwargs['kind']
    if 'kinds' in kwargs:
        types = kwargs['type']

    if 'type' in kwargs:
        types = [kwargs['type']] * 2
    if 'color' in kwargs:
        colors = [kwargs['color']] * 2

    name = 'BBANDS({},{},{})'.format(str(timeperiod),
                                     str(nbdevup),
                                     str(nbdevdn))
    ubb = name + '[Upper]'
    bb = name
    lbb = name + '[Lower]'
    self.pri[ubb] = dict(type='line_' + types[0][5:],
                         color=colors[0])
    self.pri[bb] = dict(type='area_' + types[1][5:],
                        color=colors[1], fillcolor='fill')
    self.pri[lbb] = dict(type='area_' + types[0][5:],
                         color=colors[0], fillcolor='fill')
    (self.ind[ubb],
     self.ind[bb],
     self.ind[lbb]) = talib.BBANDS(self.df[self.cl].values,
                                   timeperiod, nbdevup, nbdevdn, matype)

def _boll(self, data, n):
        """ ??????????? """
        data = transform2ndarray(data)
        upper, middle, lower =  talib.BBANDS(data, n, 2, 2)
        return (upper, middle, lower)

def calculate_bbands(self, period_name, close):
        timeperiod = 20
        upperband_1, middleband_1, lowerband_1 = talib.BBANDS(close, timeperiod=timeperiod, nbdevup=1, nbdevdn=1, matype=0)

        self.current_indicators[period_name]['bband_upper_1'] = upperband_1[-1]
        self.current_indicators[period_name]['bband_lower_1'] = lowerband_1[-1]

        upperband_2, middleband_2, lowerband_2 = talib.BBANDS(close, timeperiod=timeperiod, nbdevup=2, nbdevdn=2, matype=0)

        self.current_indicators[period_name]['bband_upper_2'] = upperband_2[-1]
        self.current_indicators[period_name]['bband_lower_2'] = lowerband_2[-1]

def BOLL(closes, matype=MA_Type.EMA):
    """???
    matype: ???????? ????????????? EMA??2??SMA?4?????????
    return upper, middle, lower"""
    closes = np.array(closes)
    return talib.BBANDS(closes, timeperiod=20, matype=matype)

def bbands(df):
    if len(df) > 100:
        close = df.close.values
        upperband, middleband, lowerband = tl.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
    return upperband, middleband, lowerband

def get_bbands_info(df):
    """
    calculate bbands quotation.
    :param df:
    :return: close, upperband, middleband, lowerband
    """
    close = get_close_data(df)
    upperband, middleband, lowerband = ta.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
    return pd.DataFrame({u'close': df.close[-view_days:],
                         u'upperband': upperband[-view_days:],
                         u'middleband': middleband[-view_days:],
                         u'lowerband': lowerband[-view_days:]})

def get_bbands(sorted_data):
    close,high,low,ma5,ma10,ma20 = get_case_data(sorted_data)
    upperband, middleband, lowerband = ta.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
    #??%b???????????
    operator = ''
#    score = 0
    index_b = (close[-1]-lowerband[-1]) / (upperband[-1]-lowerband[-1])
#    print "%b is : " + str(index_b)
    if index_b > 1:
        operator += 'S%'
#        score -= 10
    elif index_b <= 0 :
        operator += 'B%'
#        score += 10

    #??????????????
    up = upperband[-1] - upperband[-2]
    down = lowerband[-2] -lowerband[-1]
    if up > 0 and down > 0:
        if up > down:
            operator += 'BO'
        elif up < down:
            operator += 'SO'

    if ma5[-1] > ma10[-1] and ma10[-1] > ma20[-1]:
        if upperband[-1] < upperband[-2]:
            operator += 'S!'
    return (operator,index_b)
#initial the date

def overlap_process(event):
    print(event.widget.get())
    overlap = event.widget.get()

    upperband, middleband, lowerband = ta.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
    fig, axes = plt.subplots(2, 1, sharex=True)
    ax1, ax2 = axes[0], axes[1]
    axes[0].plot(close, 'rd-', markersize=3)
    axes[0].plot(upperband, 'y-')
    axes[0].plot(middleband, 'b-')
    axes[0].plot(lowerband, 'y-')
    axes[0].set_title(overlap, fontproperties="SimHei")

    if overlap == u'???':
        pass
    elif overlap == u'????????':
        real = ta.DEMA(close, timeperiod=30)
        axes[1].plot(real, 'r-')
    elif overlap == u'??????? ':
        real = ta.EMA(close, timeperiod=30)
        axes[1].plot(real, 'r-')
    elif overlap == u'??????——?????':
        real = ta.HT_TRENDLINE(close)
        axes[1].plot(real, 'r-')
    elif overlap == u'???????????':
        real = ta.KAMA(close, timeperiod=30)
        axes[1].plot(real, 'r-')
    elif overlap == u'?????':
        real = ta.MA(close, timeperiod=30, matype=0)
        axes[1].plot(real, 'r-')
    elif overlap == u'MESA???????':
        mama, fama = ta.MAMA(close, fastlimit=0, slowlimit=0)
        axes[1].plot(mama, 'r-')
        axes[1].plot(fama, 'g-')
    elif overlap == u'????????':
        real = ta.MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)
        axes[1].plot(real, 'r-')
    elif overlap == u'???????':
        real = ta.SMA(close, timeperiod=30)
        axes[1].plot(real, 'r-')
    elif overlap == u'????????(T3)':
        real = ta.T3(close, timeperiod=5, vfactor=0)
        axes[1].plot(real, 'r-')
    elif overlap == u'????????':
        real = ta.TEMA(close, timeperiod=30)
        axes[1].plot(real, 'r-')
    elif overlap == u'?????? ':
        real = ta.TRIMA(close, timeperiod=30)
        axes[1].plot(real, 'r-')
    elif overlap == u'???????':
        real = ta.WMA(close, timeperiod=30)
        axes[1].plot(real, 'r-')
    plt.show()

# ????