python：talib 计算 CCI 求发出买入信号日期

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已于 2025-03-23 00:31:32 修改 · 1.1k 阅读

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#python #talib #cci

于 2021-09-12 15:39:16 首次发布

该博客展示了如何使用Python库talib计算Commodity Channel Index (CCI)指标，并通过cci曲线追踪买入信号。作者通过002555股票实例演示了如何找到cci小于-100且连续下降的点，作为买入信号的触发点。

talib_cci.py 计算 CCI 求发出买入信号日期

Buy:买入，close:收盘价，rate:收益率

# -*- coding: utf-8 -*-
import os, sys
import tushare as ts
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
import talib

if len(sys.argv) ==2:
    code = sys.argv[1]
else:
    print('usage: python talib_cci.py stockcode ')
    sys.exit(1)

if len(code) !=6:
    print('stock code length: 6')
    sys.exit(2)

df = ts.get_k_data(code)
if df.empty ==True:
    print(" df is empty ")
    sys.exit(2)

df = df[ df['date'] > '2024-01-01']
if len(df) <10:
    print(" len(df) <10 ")
    sys.exit(2)

df['ma10'] = df['close'].rolling(window=10).mean()
df.index = pd.to_datetime(df.date)
#  baike.baidu.com/item/CCI顺势指标
cci = talib.CCI(df.high, df.low, df.close, timeperiod=12)
print(cci.tail(10))
close = df['close'].values
# 求买入信号发出日期
for i in range(-30,-1):
	if cci.iloc[i]< -100 and (cci.iloc[i] < cci.iloc[i+1]):
		print(df[i:i+1])
		print('Buy {