TA-Lib提供了三角函数(正余弦、正余切、双曲)、取整、对数、平方根等数学转换函数,均是基于时间序列的向量变换。
SIN : Vector Trigonometric Sin 正弦函数:ta.SIN(close)
COS : Vector Trigonometric Cos 余弦函数:ta.COS(close)
TAN : Vector Trigonometric Tan 正切函数:ta.TAN(close)
ASIN : Vector Trigonometric ASIN 反正弦函数:ta.ASIN(close)
ACOS : Vector Trigonometric ACOS 反余弦函数:ta.ACOS(close)
ATAN : Vector Trigonometric ATAN 反正切函数:ta.ATAN(close)
SINH : Vector Trigonometric Sinh 双曲正弦函数:ta.SINH(close)
COSH : Vector Trigonometric Cosh 反曲余弦函数:ta.COSH(close)
TANH : Vector Trigonometric Tanh 反曲正切函数:ta.TANH(close)
CEIL : vector Ceil 向上取整数:ta.CEIL(close)
FLOOR : Vector Floor 向下取整数:ta.FLOOR(close)
EXP : Vector Arithmetic Ecp 指数曲线:ta.EXP(close)
LN : Vector Log Natural 自然对数:ta.LN(close)
LOG10 : Vector log 10 以10为底对数:ta.LOG10(close)
SQRT : Vector Square Root 平方根:ta.SQRT(close)
import numpy as np import pandas as pd import matplotlib.pyplot as plt import talib as ta import tushare as ts plt.rcParams[‘font.sans-serif‘] = [‘SimHei‘] plt.rcParams[‘axes.unicode_minus‘] = False def get_data(code, start=‘2015-01-01‘): df = ts.get_k_data(code, start) df.index = pd.to_datetime(df.date) df = df.sort_index() return df df = get_data(‘sh‘)[[‘open‘, ‘close‘, ‘high‘, ‘low‘]] df[‘sin‘] = ta.SIN(df.close) df[‘cos‘] = ta.COS(df.close) df[‘ln‘] = ta.LN(df.close) df[[‘close‘, ‘sin‘, ‘cos‘, ‘ln‘] ].plot(figsize=(18,8), subplots=True, layout=(2,2)) plt.subplots_adjust(wspace=0, hspace=0.2)
原文地址:https://www.cnblogs.com/wintalau/p/11618631.html