138 lines
3.0 KiB
Plaintext
138 lines
3.0 KiB
Plaintext
{
|
|
"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
|
|
}
|