本篇数据来源:公开的基金净值,累计净值
表头:date,jz,ljjz
pd_roll_dc.py
# -*- coding: utf-8 -*-
import os, sys
if len(sys.argv) ==2:
fcode = sys.argv[1]
else:
print('usage: python pd_roll_dc.py fcode ')
sys.exit(1)
import pandas as pd
import matplotlib.pyplot as plt
# 加这个两句 可以显示中文
plt.rcParams['font.sans-serif'] = [u'SimHei']
plt.rcParams['axes.unicode_minus'] = False
f1 = fcode +'.csv'
df = pd.read_csv(f1, parse_dates=True, index_col=0 )
# 唐奇安通道(Donchian Channel)取过去20日的最高价,最低价
df['up20'] = df['jz'].rolling(window=20).max()
df['down'] = df['jz'].rolling(window=20).min()
df[['jz','up20','down']].plot(subplots=False, figsize=(12,6), grid=True, title=fcode)
plt.legend( loc='upper left')
plt.show()
运行 python pd_roll_dc.py 510310