Merge pull request #1351 from yutiansut/master

add renko/  set QA_fetch_get_stock_day default to '00' 不复权

QUANTAXIS/QAData/QADataStruct.py

@@ -59,7 +59,6 @@
 from QUANTAXIS.QAUtil.QADate import QA_util_to_datetime
 from QUANTAXIS.QAUtil.QAParameter import FREQUENCE, MARKET_TYPE
 
-
 class QA_DataStruct_Stock_day(_quotation_base):
     '''
 

QUANTAXIS/QAFetch/__init__.py

@@ -63,7 +63,7 @@ def use(package):
         return QAWEB
 
 
-def QA_fetch_get_stock_day(package, code, start, end, if_fq='01', level='day', type_='pd'):
+def QA_fetch_get_stock_day(package, code, start, end, if_fq='00', level='day', type_='pd'):
     Engine = use(package)
     if package in ['ths', 'THS', 'wind']:
         return Engine.QA_fetch_get_stock_day(code, start, end, if_fq)

QUANTAXIS/QAIndicator/base.py

@@ -256,3 +256,45 @@ def BARLAST(cond, yes=True):
 
 def XARROUND(x, y): return np.round(
     y*(round(x/y-math.floor(x/y)+0.00000000001) + math.floor(x/y)), 2)
+
+
+def RENKO(Series, N, condensed=True):
+
+    last_price = Series[0]
+    chart = [last_price]
+    for price in Series:
+        bricks = math.floor(abs(price-last_price)/N)
+        if bricks == 0:
+            if condensed:
+                chart.append(chart[-1])
+            continue
+        sign = int(np.sign(price-last_price))
+        chart += [sign*(last_price+(sign*N*x)) for x in range(1, bricks+1)]
+        last_price = abs(chart[-1])
+
+    return pd.Series(chart)
+
+
+
+def RENKOP(Series, N, condensed=True):
+    last_price = Series[0]
+    chart = [last_price]
+    for price in Series:
+        inc = (price-last_price)/last_price
+        #print(inc)
+        if abs(inc) < N:
+            # if condensed:
+            #     chart.append(chart[-1])
+            continue
+
+        sign = int(np.sign(price-last_price))
+        bricks = math.floor(inc/N)
+        #print(bricks)
+        #print((N * (price-last_price)) / inc)
+        step = math.floor((N * (price-last_price)) / inc)
+        print(step)
+        #print(sign)
+        chart += [sign*(last_price+(sign*step*x))
+                  for x in range(1, abs(bricks)+1)]
+        last_price = abs(chart[-1])
+    return pd.Series(chart)

QUANTAXIS/__init__.py

@@ -31,7 +31,7 @@
 2017/4/8
 """
 
-__version__ = '1.6.9'
+__version__ = '1.6.10'
 __author__ = 'yutiansut'
 
 import argparse

QUANTAXIS_Test/test_plotRenko.py

@@ -0,0 +1,44 @@
+import datetime
+import pandas as pd
+import numpy as np
+import matplotlib.pyplot as plt
+import matplotlib.dates as mdates
+
+from matplotlib.patches import Rectangle
+
+import QUANTAXIS as QA
+
+
+def plot_renko(ax, bricks):
+
+    ymax = max(bricks) 
+    ymin = min(np.absolute(bricks))
+    width = 1.0 / len(bricks)
+    prev_height = 0
+    for index, brick in enumerate(bricks):
+        facecolor = 'red' if brick > 0 else 'green'
+        ypos = (abs(brick) - ymin) / (ymax - ymin)
+        if index == len(bricks)-1:
+            pass
+        elif bricks[index] == bricks[index+1]:
+            height = prev_height
+        else:
+            aux1 = (abs(bricks[index+1]) - ymin) / (ymax - ymin)
+            height = abs(aux1 - ypos)
+            prev_height = height
+        rect = Rectangle((index * width, ypos), width, height,
+                         facecolor=facecolor, alpha=0.5)
+        ax.add_patch(rect)
+    pass
+
+
+if __name__ == "__main__":
+    data = QA.QA_fetch_stock_day_adv('000001', '2019-01-01', '2019-11-01')
+    bricks_fixed = QA.RENKOP(data.close, N=0.05).tolist()
+
+    print(bricks_fixed)
+    fig = plt.figure()
+    ax = fig.add_subplot(111)
+    plot_renko(ax, bricks_fixed)
+    plt.title('RENKO {}'.format('600010'))
+    plt.show()