【乐学偶得出品】2.Tech【技术分析指标之Bollinger_Bands】2.ipynb

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   "source": [
    "# 乐学偶得版权所有 lexueoude.com 公众号1：乐学Fintech 2: 乐学偶得\n",
    "import tushare as ts\n",
    "import pandas as pd\n",
    "import numpy as np\n",
    "import talib\n",
    "import pandas as pd\n",
    "import matplotlib.pyplot as plt\n",
    "\n",
    "\n",
    "\n",
    "pro=ts.pro_api()\n",
    "df_whole=pro.daily(ts_code=\"000001.SZ\",start_date=\"20180601\",end_date=\"20190630\")\n",
    "\n",
    "df_whole['trade_date'] = pd.to_datetime(df_whole['trade_date'],format='%Y%m%d')\n",
    "df_whole.set_index('trade_date',inplace=True)\n",
    "print(df_whole.head())\n",
    "\n",
    "\n",
    "symbol=\"000001.SZ\"\n",
    "df=df_whole[\"close\"]\n",
    "# calculate Simple Moving Average with 20 days window\n",
    "sma = df.rolling(window=20).mean()\n",
    "# calculate the standar deviation\n",
    "rstd = df.rolling(window=20).std()\n",
    "upper_band = sma + 2 * rstd\n",
    "upper_band=upper_band.to_frame()\n",
    "upper_band=upper_band.rename({'close': 'upper'}, axis=1) \n",
    "lower_band = sma - 2 * rstd\n",
    "lower_band=lower_band.to_frame()\n",
    "lower_band=lower_band.rename({'close': 'lower'}, axis=1) \n",
    "\n",
    "BB_df=pd.concat([df,upper_band, lower_band], axis=1)\n",
    "print(BB_df)\n",
    "BB_df.dropna(inplace=True)\n",
    "print(BB_df)\n",
    "\n",
    "ax = df.plot(title='{} Price and BB'.format(symbol))\n",
    "ax.fill_between(BB_df.index, BB_df['lower'], BB_df['upper'], color='#ADCCFF', alpha='0.8')\n",
    "ax.set_xlabel('date')\n",
    "ax.set_ylabel('SMA and BB')\n",
    "ax.grid()\n",
    "plt.show()"
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