{
 "cells": [
  {
   "cell_type": "code",
   "id": "initial_id",
   "metadata": {
    "collapsed": true,
    "ExecuteTime": {
     "end_time": "2025-02-11T06:31:19.433336Z",
     "start_time": "2025-02-11T06:31:18.884130Z"
    }
   },
   "source": [
    "import pandas as pd\n",
    "\n",
    "# source_df = \\\n",
    "#     pd.read_csv(\"C:\\\\Users\\\\lanyuanxiaoyao\\\\SynologyDrive\\\\data\\\\Tushare\\\\日线行情 1990-2024\\\\分组行情\\\\000001.SZ.csv\") \\\n",
    "source_df = pd.read_csv(\"/Users/lanyuanxiaoyao/SynologyDrive/data/Tushare/日线行情 1990-2024/分组行情/600519.SH.csv\") \\\n",
    "    [[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n",
    "df = pd.DataFrame()\n",
    "df[[\"date\", \"volume\", \"open\", \"close\", \"high\", \"low\", \"macd\", \"macd_dif\", \"macd_dea\"]] = \\\n",
    "    source_df[[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n",
    "df[\"datetime\"] = pd.to_datetime(df[\"date\"], format=\"%Y%m%d\")\n",
    "df[\"datetime_text\"] = df[\"datetime\"].apply(lambda x: x.strftime(\"%Y%m%d\"))\n",
    "df.sort_values(by='datetime', inplace=True)\n",
    "df"
   ],
   "outputs": [
    {
     "data": {
      "text/plain": [
       "          date     volume        open       close        high         low  \\\n",
       "2187  20010827  406318.00     4.23675     4.36443     4.63820     4.03295   \n",
       "2188  20010828  129647.79     4.29568     4.52525     4.54244     4.24902   \n",
       "2189  20010829   53252.75     4.53999     4.46632     4.54244     4.43195   \n",
       "2190  20010830   48013.06     4.45405     4.55472     4.60505     4.41967   \n",
       "2191  20010831   23231.48     4.56086     4.54367     4.61856     4.51789   \n",
       "...        ...        ...         ...         ...         ...         ...   \n",
       "2182  20241225   17123.39  1538.80000  1530.00000  1538.80000  1526.10000   \n",
       "2183  20241226   18286.51  1534.00000  1527.79000  1538.78000  1523.00000   \n",
       "2184  20241227   20759.32  1528.90000  1528.97000  1536.00000  1519.50000   \n",
       "2185  20241230   25129.82  1533.97000  1525.00000  1543.96000  1525.00000   \n",
       "2186  20241231   39354.45  1525.40000  1524.00000  1545.00000  1522.01000   \n",
       "\n",
       "       macd  macd_dif  macd_dea   datetime datetime_text  \n",
       "2187  0.000     0.000     0.000 2001-08-27      20010827  \n",
       "2188  0.021     0.013     0.003 2001-08-28      20010828  \n",
       "2189  0.025     0.018     0.006 2001-08-29      20010829  \n",
       "2190  0.037     0.029     0.010 2001-08-30      20010830  \n",
       "2191  0.042     0.036     0.016 2001-08-31      20010831  \n",
       "...     ...       ...       ...        ...           ...  \n",
       "2182  5.430     5.063     2.348 2024-12-25      20241225  \n",
       "2183  4.192     4.968     2.872 2024-12-26      20241226  \n",
       "2184  3.295     4.931     3.283 2024-12-27      20241227  \n",
       "2185  1.993     4.529     3.533 2024-12-30      20241230  \n",
       "2186  0.880     4.083     3.643 2024-12-31      20241231  \n",
       "\n",
       "[5591 rows x 11 columns]"
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>date</th>\n",
       "      <th>volume</th>\n",
       "      <th>open</th>\n",
       "      <th>close</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>macd</th>\n",
       "      <th>macd_dif</th>\n",
       "      <th>macd_dea</th>\n",
       "      <th>datetime</th>\n",
       "      <th>datetime_text</th>\n",
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       "      <td>406318.00</td>\n",
       "      <td>4.23675</td>\n",
       "      <td>4.36443</td>\n",
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       "      <td>2001-08-28</td>\n",
       "      <td>20010828</td>\n",
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       "    <tr>\n",
       "      <th>2189</th>\n",
       "      <td>20010829</td>\n",
       "      <td>53252.75</td>\n",
       "      <td>4.53999</td>\n",
       "      <td>4.46632</td>\n",
       "      <td>4.54244</td>\n",
       "      <td>4.43195</td>\n",
       "      <td>0.025</td>\n",
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       "      <td>0.006</td>\n",
       "      <td>2001-08-29</td>\n",
       "      <td>20010829</td>\n",
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       "    <tr>\n",
       "      <th>2190</th>\n",
       "      <td>20010830</td>\n",
       "      <td>48013.06</td>\n",
       "      <td>4.45405</td>\n",
       "      <td>4.55472</td>\n",
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       "      <td>0.010</td>\n",
       "      <td>2001-08-30</td>\n",
       "      <td>20010830</td>\n",
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       "    <tr>\n",
       "      <th>2191</th>\n",
       "      <td>20010831</td>\n",
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       "      <td>2001-08-31</td>\n",
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       "    <tr>\n",
       "      <th>2182</th>\n",
       "      <td>20241225</td>\n",
       "      <td>17123.39</td>\n",
       "      <td>1538.80000</td>\n",
       "      <td>1530.00000</td>\n",
       "      <td>1538.80000</td>\n",
       "      <td>1526.10000</td>\n",
       "      <td>5.430</td>\n",
       "      <td>5.063</td>\n",
       "      <td>2.348</td>\n",
       "      <td>2024-12-25</td>\n",
       "      <td>20241225</td>\n",
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       "    <tr>\n",
       "      <th>2183</th>\n",
       "      <td>20241226</td>\n",
       "      <td>18286.51</td>\n",
       "      <td>1534.00000</td>\n",
       "      <td>1527.79000</td>\n",
       "      <td>1538.78000</td>\n",
       "      <td>1523.00000</td>\n",
       "      <td>4.192</td>\n",
       "      <td>4.968</td>\n",
       "      <td>2.872</td>\n",
       "      <td>2024-12-26</td>\n",
       "      <td>20241226</td>\n",
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       "    <tr>\n",
       "      <th>2184</th>\n",
       "      <td>20241227</td>\n",
       "      <td>20759.32</td>\n",
       "      <td>1528.90000</td>\n",
       "      <td>1528.97000</td>\n",
       "      <td>1536.00000</td>\n",
       "      <td>1519.50000</td>\n",
       "      <td>3.295</td>\n",
       "      <td>4.931</td>\n",
       "      <td>3.283</td>\n",
       "      <td>2024-12-27</td>\n",
       "      <td>20241227</td>\n",
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       "      <th>2185</th>\n",
       "      <td>20241230</td>\n",
       "      <td>25129.82</td>\n",
       "      <td>1533.97000</td>\n",
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       "      <td>2024-12-30</td>\n",
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       "      <th>2186</th>\n",
       "      <td>20241231</td>\n",
       "      <td>39354.45</td>\n",
       "      <td>1525.40000</td>\n",
       "      <td>1524.00000</td>\n",
       "      <td>1545.00000</td>\n",
       "      <td>1522.01000</td>\n",
       "      <td>0.880</td>\n",
       "      <td>4.083</td>\n",
       "      <td>3.643</td>\n",
       "      <td>2024-12-31</td>\n",
       "      <td>20241231</td>\n",
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      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "execution_count": 2
  },
  {
   "metadata": {
    "ExecuteTime": {
     "end_time": "2025-02-11T06:33:12.365001Z",
     "start_time": "2025-02-11T06:33:12.329227Z"
    }
   },
   "cell_type": "code",
   "source": [
    "import talib\n",
    "\n",
    "dif, dea, hist = talib.MACD(df[\"close\"], fastperiod=12, slowperiod=26, signalperiod=9)\n",
    "\n",
    "# 将结果添加到数据框\n",
    "df['DIF'] = dif\n",
    "df['DEA'] = dea\n",
    "df['MACD'] = hist\n",
    "\n",
    "#根据close列计算macd值\n",
    "talib.SMA(df[\"close\"], timeperiod=26, step=10)\n",
    "\n",
    "df"
   ],
   "id": "72b1c0c3f57e8b8e",
   "outputs": [
    {
     "data": {
      "text/plain": [
       "          date     volume        open       close        high         low  \\\n",
       "2187  20010827  406318.00     4.23675     4.36443     4.63820     4.03295   \n",
       "2188  20010828  129647.79     4.29568     4.52525     4.54244     4.24902   \n",
       "2189  20010829   53252.75     4.53999     4.46632     4.54244     4.43195   \n",
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       "2191  20010831   23231.48     4.56086     4.54367     4.61856     4.51789   \n",
       "...        ...        ...         ...         ...         ...         ...   \n",
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       "\n",
       "       macd  macd_dif  macd_dea   datetime datetime_text       DIF       DEA  \\\n",
       "2187  0.000     0.000     0.000 2001-08-27      20010827       NaN       NaN   \n",
       "2188  0.021     0.013     0.003 2001-08-28      20010828       NaN       NaN   \n",
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       "2191  0.042     0.036     0.016 2001-08-31      20010831       NaN       NaN   \n",
       "...     ...       ...       ...        ...           ...       ...       ...   \n",
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       "2186  0.880     4.083     3.643 2024-12-31      20241231  4.082931  3.642682   \n",
       "\n",
       "          MACD  \n",
       "2187       NaN  \n",
       "2188       NaN  \n",
       "2189       NaN  \n",
       "2190       NaN  \n",
       "2191       NaN  \n",
       "...        ...  \n",
       "2182  2.715082  \n",
       "2183  2.096102  \n",
       "2184  1.647381  \n",
       "2185  0.996481  \n",
       "2186  0.440249  \n",
       "\n",
       "[5591 rows x 14 columns]"
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       "      <td>20010829</td>\n",
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       "      <th>2190</th>\n",
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       "      <td>2001-08-30</td>\n",
       "      <td>20010830</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <th>2191</th>\n",
       "      <td>20010831</td>\n",
       "      <td>23231.48</td>\n",
       "      <td>4.56086</td>\n",
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       "      <td>0.016</td>\n",
       "      <td>2001-08-31</td>\n",
       "      <td>20010831</td>\n",
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       "      <td>20241225</td>\n",
       "      <td>17123.39</td>\n",
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       "      <td>2024-12-25</td>\n",
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       "      <td>5.062711</td>\n",
       "      <td>2.347629</td>\n",
       "      <td>2.715082</td>\n",
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       "    <tr>\n",
       "      <th>2183</th>\n",
       "      <td>20241226</td>\n",
       "      <td>18286.51</td>\n",
       "      <td>1534.00000</td>\n",
       "      <td>1527.79000</td>\n",
       "      <td>1538.78000</td>\n",
       "      <td>1523.00000</td>\n",
       "      <td>4.192</td>\n",
       "      <td>4.968</td>\n",
       "      <td>2.872</td>\n",
       "      <td>2024-12-26</td>\n",
       "      <td>20241226</td>\n",
       "      <td>4.967756</td>\n",
       "      <td>2.871654</td>\n",
       "      <td>2.096102</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2184</th>\n",
       "      <td>20241227</td>\n",
       "      <td>20759.32</td>\n",
       "      <td>1528.90000</td>\n",
       "      <td>1528.97000</td>\n",
       "      <td>1536.00000</td>\n",
       "      <td>1519.50000</td>\n",
       "      <td>3.295</td>\n",
       "      <td>4.931</td>\n",
       "      <td>3.283</td>\n",
       "      <td>2024-12-27</td>\n",
       "      <td>20241227</td>\n",
       "      <td>4.930880</td>\n",
       "      <td>3.283499</td>\n",
       "      <td>1.647381</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2185</th>\n",
       "      <td>20241230</td>\n",
       "      <td>25129.82</td>\n",
       "      <td>1533.97000</td>\n",
       "      <td>1525.00000</td>\n",
       "      <td>1543.96000</td>\n",
       "      <td>1525.00000</td>\n",
       "      <td>1.993</td>\n",
       "      <td>4.529</td>\n",
       "      <td>3.533</td>\n",
       "      <td>2024-12-30</td>\n",
       "      <td>20241230</td>\n",
       "      <td>4.529101</td>\n",
       "      <td>3.532620</td>\n",
       "      <td>0.996481</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2186</th>\n",
       "      <td>20241231</td>\n",
       "      <td>39354.45</td>\n",
       "      <td>1525.40000</td>\n",
       "      <td>1524.00000</td>\n",
       "      <td>1545.00000</td>\n",
       "      <td>1522.01000</td>\n",
       "      <td>0.880</td>\n",
       "      <td>4.083</td>\n",
       "      <td>3.643</td>\n",
       "      <td>2024-12-31</td>\n",
       "      <td>20241231</td>\n",
       "      <td>4.082931</td>\n",
       "      <td>3.642682</td>\n",
       "      <td>0.440249</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5591 rows × 14 columns</p>\n",
       "</div>"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "execution_count": 3
  }
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