Python - Finance Matplotlib相关

Question

我是python的新手，我正在测试财务matploblib模块。

当ma20 = ma50时，我需要获取价格和日期值

给我一个关于如何做的线索。

下面是我的代码：

# Modules
import datetime
import numpy as np
import matplotlib.finance as finance
import matplotlib.mlab as mlab
import matplotlib.pyplot as plot

# Define quote
startdate = datetime.date(2005,1,1)
today = enddate = datetime.date.today()
ticker = 'nvda'

# Catch CSV
fh = finance.fetch_historical_yahoo(ticker, startdate, enddate)

# From CSV to REACARRAY
r = mlab.csv2rec(fh); fh.close()
# Order by Desc
r.sort()


### Methods Begin
def moving_average(x, n, type='simple'):
    """
    compute an n period moving average.

    type is 'simple' | 'exponential'

    """
    x = np.asarray(x)
    if type=='simple':
        weights = np.ones(n)
    else:
        weights = np.exp(np.linspace(-1., 0., n))

    weights /= weights.sum()


    a =  np.convolve(x, weights, mode='full')[:len(x)]
    a[:n] = a[n]
    return a
### Methods End


prices = r.adj_close
dates = r.date
ma20 = moving_average(prices, 20, type='simple')
ma50 = moving_average(prices, 50, type='simple')


plot.plot(prices)
plot.plot(ma20)
plot.plot(ma50)
plot.show()

Answer 1

由于您使用的是numpy，因此可以对数组使用numpy的布尔索引：

equal = ma20==ma50
print(dates[equal])
print(prices[equal])

‘'equal’是一个与日期和价格长度相同的布尔数组。然后，Numpy从日期中挑选，并只为那些包含equal==True或ma20==ma50的条目定价。