diff --git a/examples/data_analysis/data_analysis.ipynb b/examples/data_analysis/data_analysis.ipynb new file mode 100644 index 00000000..5455ecc2 --- /dev/null +++ b/examples/data_analysis/data_analysis.ipynb @@ -0,0 +1,137 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "from vnpy.trader.constant import Exchange,Interval\n", + "from data_analysis import DataAnalysis\n", + "from datetime import datetime\n", + "import matplotlib.pyplot as plt" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "scrolled": true + }, + "outputs": [], + "source": [ + "herramiento = DataAnalysis()\n", + "herramiento.load_history( \n", + " symbol=\"XBTUSD\", \n", + " exchange=Exchange.BITMEX, \n", + " interval=Interval.MINUTE, \n", + " start=datetime(2019, 9, 1), \n", + " end=datetime(2019, 10, 30),\n", + " rate = 8/10000,\n", + " index_3to1 = [\"ATR\",\"CCI\"],\n", + " index_1to1 = [\"STDDEV\",\"SMA\"],\n", + " index_2to2 = [\"AROON\"],\n", + " index_2to1 = [\"AROONOSC\"],\n", + " index_4to1 = [\"BOP\"],\n", + " window_index=30,\n", + ")" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "scrolled": true + }, + "outputs": [], + "source": [ + "data = herramiento.base_analysis()" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "herramiento.show_chart(data[:1500], boll_wide=2.8)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "scrolled": true + }, + "outputs": [], + "source": [ + "# 多时间周期分析\n", + "intervals = [\"5min\",\"15min\",\"30min\",\"1h\",\"2h\",\"4h\"]\n", + "herramiento.multi_time_frame_analysis(intervals=intervals)" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.7.1" + }, + "toc": { + "base_numbering": 1, + "nav_menu": {}, + "number_sections": true, + "sideBar": true, + "skip_h1_title": false, + "title_cell": "Table of Contents", + "title_sidebar": "Contents", + "toc_cell": false, + "toc_position": {}, + "toc_section_display": true, + "toc_window_display": false + }, + "varInspector": { + "cols": { + "lenName": 16, + "lenType": 16, + "lenVar": 40 + }, + "kernels_config": { + "python": { + "delete_cmd_postfix": "", + "delete_cmd_prefix": "del ", + "library": "var_list.py", + "varRefreshCmd": "print(var_dic_list())" + }, + "r": { + "delete_cmd_postfix": ") ", + "delete_cmd_prefix": "rm(", + "library": "var_list.r", + "varRefreshCmd": "cat(var_dic_list()) " + } + }, + "types_to_exclude": [ + "module", + "function", + "builtin_function_or_method", + "instance", + "_Feature" + ], + "window_display": false + } + }, + "nbformat": 4, + "nbformat_minor": 2 +}