Price Transform 价格转换(TA-lib)

　　TA-Lib模块中提供的价格转换函数有四个，主要用于计算开盘价、收盘价、最高价、最低价之间的均值，具体如下表所示。

AVGPRICE：average Price, 平均价格函数：ta.AVGPRICE(open,high,low,close)

MEDPRICE：Median Price, 中位数价格：ta.MEDPRICE(high,low)

TYPPRICE：Typical Price，代表性价格：ta.TYPPRICE(high,low,close)

WCLPRICE：Weighted Close Price， 加权收盘价：ta.WCLPRICE(high,low,close)

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import talib as ta
import tushare as ts

plt.rcParams['font.sans-serif'] = ['SimHei']
plt.rcParams['axes.unicode_minus'] = False

def get_data(code, start='2015-01-01'):
    df = ts.get_k_data(code, start)
    df.index = pd.to_datetime(df.date)
    df = df.sort_index()
    return df

df = get_data('sh')[['open','close','high','low']]

# 开盘价，最高价，最低价，收盘价的均值
df['average'] = ta.AVGPRICE(df.open, df.high, df.low, df.close)
# 最高价，最低价中位数
df['median'] = ta.MEDPRICE(df.high, df.low)
# 最高价，最低价，收盘价均值
df['typical'] = ta.TYPPRICE(df.high, df.low, df.close)
# 最高价，最低价，收盘价的加权
df['weight'] = ta.WCLPRICE(df.high, df.low, df.close)

df.head()

df.loc['2019-01-01':,['close','average','median','typical','weight']
].plot(figsize=(12,6))
ax = plt.gca()
ax.spines['right'].set_color('none')
ax.spines['top'].set_color('none')
plt.title('上证指数及其价格转换', fontsize=15)
plt.xlabel('')
plt.show()