使用baoStock+talib画一个股票筹码图

在股市中，筹码就是交易最真实的刻画，我们摸索了一年，最后还是决定罢黜百家，独尊筹码。就是说炒股首先是趋势，其次才是战术。时代创造英雄，但很少有英雄创造时代。股市应该服从趋势第一的原则。在正向趋势内的波涛才是水手展现才华的地方。所以这块作者借此机会再用python画一个筹码图。稍微写个笔记，当做打发周末的美好时光了。

筹码类

class Chip:index=0open=0close=0max=0min=0avc_price=0chouMa=0def __init__(self,index,open,close,max,min,avc_price,chouMa):self.index=indexself.open=openself.close=closeself.max=maxself.min=minself.avc_price=avc_priceself.chouMa=chouMadef getChouMa(self):return self.chouMadef getOpen(self):return self.opendef getClose(self):return self.closedef getAvcPrice(self):return self.avc_pricedef getMax(self):return self.maxdef getMin(self):return self.mindef getIndex(self):return self.indexdef print(self):print("日期："+str(self.getIndex())+"    筹码："+str(self.getChouMa())+"    最高："+str(self.getMax())+"    最低："+str(self.getMin())+"    平均："+str(self.getAvcPrice()))

2、筹码计算

# 筹码量的计算from src.NewTun.Chip import Chipclass ChipCalculate:isProd=FalseshuanJian = 1# 1.价格和筹码量的分布price_vol = {}# 2.每个交易日的筹码量DayChouMaList = []# 倒叙计算每日的筹码量# 传入的数据id,open,high,low,close,volume,typePrice,trun#          0,   1,   2,  3,   4,    5,    6,       7def getDataByShowLine(self, data,prod):self.isProd=Trueresult = []dataLength = len(data)csdnAvcPrice = []TtodayChouma = []TTprice = 0TTmax = 0shuanjian = 0#保障显示120天的筹码线# 倒叙计算每日的筹码量,当日的筹码分布和最近的120天有关系forkinrange(len(data)-120):self.DayChouMaList.clear()# 倒数第k日的基本数据Baseline = data[dataLength - 1 - k]if Baseline[8] < 1:continue# 拿到idbaseIndex = int(Baseline[0])currentPrice = float(Baseline[4])for i in range(120):if i < 1:continueline = data[dataLength - k - i]if line[8] < 1:continueif line[0] == "":index = 0else:index = int(line[0])open = float(line[1])close = float(line[4])max = float(line[2])min = float(line[3])vol = 0if line[5] == "":vol = 0else:vol = float(line[5])avc_price = float(line[6])if line[7] == "":line[7] = 0if data[dataLength - i][8] == "" or data[dataLength - i][8] == None or float(data[dataLength - i][8]) < 1:continueif i == 1:currentChouMa = volchip = Chip(index, open, close, max, min, avc_price, currentChouMa)shuanjian = (1 - float(data[dataLength - i][7]) / 100)self.DayChouMaList.append(chip)else:value = 0if data[dataLength - i][5] != "":value = float(data[dataLength - i][5])chouma = shuanjian * valueshuanjian = shuanjian * (1 - float(data[dataLength - i][7]) / 100)chip = Chip(index, open, close, max, min, avc_price, chouma)self.DayChouMaList.append(chip)# 倒序计算完每日的筹码量，然后将筹码平均分布到当日的价格上todayChouma, tmax, csdn ,maxVolprice,myUp= self.adviseChouMa2Price()if k == 0:TtodayChouma = todayChoumaTTmax = tmaxcsdnTemp = []csdnTemp.append(baseIndex)csdnTemp.append(csdn)csdnTemp.append(TtodayChouma)csdnTemp.append("")csdnTemp.append(TTmax)t = 0if currentPrice * 100 > maxVolprice:# 当前的价格大于筹码的平均价格t = 1else:t = 0csdnTemp.append(t)csdnTemp.append(myUp)if csdn * 100 >= maxVolprice and t == 1:csdnTemp.append(1)else:csdnTemp.append(0)result.append(csdnTemp)return result# 将每日的筹码分布到价格上def adviseChouMa2Price(self):length = len(self.DayChouMaList)self.price_vol.clear()for i in range(length):# 当日的筹码chouma = self.DayChouMaList[i].getChouMa()index = self.DayChouMaList[i].getIndex()open = self.DayChouMaList[i].getOpen()close = self.DayChouMaList[i].getClose()max = self.DayChouMaList[i].getMax()min = self.DayChouMaList[i].getMin()avcPrice = self.DayChouMaList[i].getAvcPrice()# 移入地时候，矩形和三角形的面积比为3比7，其中矩形的筹码分布占0.3，三角形占0.7# 1.先算矩形部分的筹码迁移，将每股价格精确到分。maoshu = round((max - min), 2) * 100if maoshu <= 0:continue# 得到矩形部分筹码量everyMao = chouma * 0.3 / maoshufor j in range(int(maoshu)):# 从最小价格向最大价格进行逐个筹码分布key = j + round(min * 100)# 如果已经包含了当前价格，那么就进行累加if self.price_vol.__contains__(key):volTemp = self.price_vol.get(key)volTemp = volTemp + everyMaoself.price_vol[key] = volTempelse:# 当前价格上的筹码量self.price_vol[key] = everyMao# 三角形一半的筹码量totalChouma = chouma * 0.35# 将三角形的筹码分布到价格上for j in range(int(maoshu / 2)):# 从下往上if min * 100 + j < avcPrice * 100:key = int(j + min * 100)# --   max# -----# -----------  avrageprice# -------# ------   min# 看是递增还是递减的，k大于零表示递增，k小于零表示递减k = (avcPrice - min) / ((max - min) / 2)# 当前价格上应该分配的筹码在三角形半上所占据的比列多少ditVol = (j * k) / (((avcPrice - min) * (max - min) / 2) / 2)ditChouma = totalChouma * ditVol# 下三角筹码分配if self.price_vol.__contains__(key):volTemp = self.price_vol[key]volTemp = volTemp + ditChoumaself.price_vol[key] = volTempelse:self.price_vol[key] = ditChouma# 上三角筹码分布if self.price_vol.__contains__(int(max * 100 - j)):volTemp = self.price_vol[int(max * 100 - j)]volTemp = volTemp + ditChoumaself.price_vol[int(max * 100 - j)] = volTempelse:self.price_vol[int(max * 100 - j)] = ditChoumachoumaList = []isFirst = 1totalVol = 0totalPrice = 0tmax = 0#筹码峰价格maxVolprice=0#weight价格weightPrice=0for i in sorted(self.price_vol):# 这里的i就表示价格if isFirst == 1:isFirst = 0cm = []# 寻找最大的筹码量if self.price_vol[i] > tmax:tmax = self.price_vol[i]maxVolprice = i# 计算当日的各个价格上的筹码量之和totalVol = totalVol + self.price_vol[i]# 计算当前价格上筹码的累计大小totalPrice = totalPrice + i * self.price_vol[i]# 封装当前价格和价格上的筹码量cm.append(i)cm.append(self.price_vol[i])choumaList.append(cm)if totalVol == 0:csdn = 0return choumaList, 0, tmax, csdn,0,0else:csdn = round((totalPrice / totalVol) / 100, 2)myUp=1if self.isProd==True:close = self.DayChouMaList[0].getClose()downPower=0upPower=0for i in sorted(self.price_vol):# 这里的i就表示价格#战斗力对比tP=close-round(i/100,2)if tP<0:downPower=downPower+(tP*self.price_vol[i])if tP>0:upPower=upPower+(tP*self.price_vol[i])result=upPower+downPowerif result>=0:myUp=1else:myUp=0returnchoumaList,tmax,csdn,maxVolprice,myUp

3、筹码作图

# 筹码计算import timeimport numpy as npimport pandas as pdimport talibfrom matplotlib import pyplot as pltfrom src.NewTun.ChipCalculate import ChipCalculateimport baostock as bsclassParseChouMa:#画160的窗口期筹码window=160def doParseByCode(self,code):endTime = time.strftime("%Y-%m-%d", time.localtime(time.time()))lg = bs.login()rs = bs.query_history_k_data_plus(code,"date,code,open,high,low,close,preclose,volume,amount,adjustflag,turn,tradestatus,pctChg,isST",start_date="2018-01-01", end_date=endTime,frequency="d", adjustflag="2")data_list = []while (rs.error_code == "0") & rs.next():data_list.append(rs.get_row_data())result = pd.DataFrame(data_list, columns=rs.fields)start = len(result) - self.windowresult = result.loc[:, ["date", "open", "high", "low", "close", "volume", "turn"]]if code == "sh.000001":result["temp"] = 100result["open"] = talib.DIV(result["open"], result["temp"])result["high"] = talib.DIV(result["high"], result["temp"])result["low"] = talib.DIV(result["low"], result["temp"])result["close"] = talib.DIV(result["close"], result["temp"])result = result[-self.window:]chipCalculateList = []for index, row in result.iterrows():if index>=start:temp = []temp.append(index-start)print(index-start)temp.append(row["open"])temp.append(row["high"])temp.append(row["low"])temp.append(row["close"])temp.append(row["volume"])temp.append(row["close"])temp.append(row["turn"])temp.append(1)chipCalculateList.append(temp)index=[]closePrice=[]for i in range(len(chipCalculateList)):index.append(chipCalculateList[i][0])close=chipCalculateList[i][4]close=round(float(close), 2)closePrice.append(close)return chipCalculateList,index,closePrice# K线的展示def show(self,choumaList,TavcPrice,tmax,index,closePrice):fig=plt.figure()ax=fig.add_axes([0.1,0.35,0.6,0.6])# 画平均成本ax.plot(index, closePrice, color="green")cmx=fig.add_axes([0.7,0.35,0.2,0.6])chouMalit=np.array(choumaList)for item in chouMalit:item[0]=item[0]*1.0/100cmx.barh(chouMalit[:,0],chouMalit[:,1],color="Turquoise",align="center",height=0.01)cmx.barh(TavcPrice,tmax,color="red",height=0.02)fig.show()pass

4、demo演示

parseFile=ParseChouMa()chipCalculateList,index,closePrice=parseFile.doParseByCode("sh.000001")calcualate = ChipCalculate()resultEnd = calcualate.getDataByShowLine(chipCalculateList, True)parseFile.show(resultEnd[0][2],resultEnd[0][1],resultEnd[0][4],index,closePrice)

5、与通达信、腾讯自选股筹码图的对比

上证指数的筹码分布：

通达信

对比发现跟通达信的筹码差距还挺大。我们按真实的价格去重新算一下。发现还是那样，所以到底哪个比较靠谱呐？我们再看看其他的股票。

金证股份

看看通达信的筹码

手机app

发现差别还挺大的，我们再对比双汇发展。

手机app

我们再对比一下冀中能源

通达信

手机app

西麦食品

通达信

手机app

6、总结：

如开题所说，股票的筹码决定趋势，这是我们研究筹码的动机。经过以上实验，作者凭个人经验，本算法将筹码计算周期设置为120的时候所绘制的筹码图跟软件上差异最小。当然因为每种软件的算法都不一样，因此所绘制的筹码图也并非相同。从现实来说，我们通过算法假设去演绎现实往往有理想的成分在里边。因此算法也只能给出一个大概的方向，作者觉得这应该就已经够了。当然假设以后能发现更好的算法，作者也会第一时间分享出来，本次文章就到这里了，周么愉快。春天来了，大家出去走走~

关键词： 筹码分布 春天来了