{ "cells": [ { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# 安装第三方库\n", "!pip install hmmlearn mplfinance" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [], "source": [ "from datetime import datetime\n", "import numpy as np\n", "from hmmlearn.hmm import GaussianHMM\n", "import pandas as pd\n", "from mplfinance.original_flavor import candlestick_ochl\n", "from matplotlib.dates import date2num, YearLocator, DateFormatter\n", "import matplotlib.pyplot as plt\n", "%matplotlib inline" ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
| \n", " | date | \n", "close_price | \n", "open_price | \n", "high | \n", "low | \n", "amount | \n", "diff_ratio | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "2023-11-28 | \n", "3038.55 | \n", "3028.60 | \n", "3039.69 | \n", "3020.23 | \n", "2.689000e+10 | \n", "0.23% | \n", "
| 1 | \n", "2023-11-27 | \n", "3031.70 | \n", "3038.19 | \n", "3038.36 | \n", "3015.01 | \n", "3.105000e+10 | \n", "-0.30% | \n", "
| 2 | \n", "2023-11-24 | \n", "3040.97 | \n", "3060.33 | \n", "3060.33 | \n", "3037.20 | \n", "2.878000e+10 | \n", "-0.68% | \n", "
| 3 | \n", "2023-11-23 | \n", "3061.86 | \n", "3041.68 | \n", "3062.87 | \n", "3034.30 | \n", "2.766000e+10 | \n", "0.60% | \n", "
| 4 | \n", "2023-11-22 | \n", "3043.61 | \n", "3060.50 | \n", "3067.96 | \n", "3043.61 | \n", "2.891000e+10 | \n", "-0.79% | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 4590 | \n", "2005-01-10 | \n", "1252.40 | \n", "1243.58 | \n", "1252.72 | \n", "1236.09 | \n", "7.235000e+08 | \n", "0.61% | \n", "
| 4591 | \n", "2005-01-07 | \n", "1244.75 | \n", "1239.32 | \n", "1256.31 | \n", "1235.51 | \n", "8.941000e+08 | \n", "0.43% | \n", "
| 4592 | \n", "2005-01-06 | \n", "1239.43 | \n", "1252.49 | \n", "1252.73 | \n", "1234.24 | \n", "7.922000e+08 | \n", "-1.00% | \n", "
| 4593 | \n", "2005-01-05 | \n", "1251.94 | \n", "1241.68 | \n", "1258.58 | \n", "1235.75 | \n", "8.679000e+08 | \n", "0.74% | \n", "
| 4594 | \n", "2005-01-04 | \n", "1242.77 | \n", "1260.78 | \n", "1260.78 | \n", "1238.18 | \n", "8.162000e+08 | \n", "-1.87% | \n", "
4595 rows × 7 columns
\n", "| \n", " | date | \n", "close_price | \n", "open_price | \n", "high | \n", "low | \n", "amount | \n", "diff_ratio | \n", "a_5 | \n", "a_20 | \n", "r_5 | \n", "r_20 | \n", "date2num | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "2023-11-28 | \n", "3038.55 | \n", "3028.60 | \n", "3039.69 | \n", "3020.23 | \n", "2.689000e+10 | \n", "0.23% | \n", "-0.206872 | \n", "-0.173669 | \n", "-0.009623 | \n", "0.006531 | \n", "19689.0 | \n", "
| 1 | \n", "2023-11-27 | \n", "3031.70 | \n", "3038.19 | \n", "3038.36 | \n", "3015.01 | \n", "3.105000e+10 | \n", "-0.30% | \n", "0.076613 | \n", "-0.149585 | \n", "-0.012007 | \n", "0.003354 | \n", "19688.0 | \n", "
| 2 | \n", "2023-11-24 | \n", "3040.97 | \n", "3060.33 | \n", "3060.33 | \n", "3037.20 | \n", "2.878000e+10 | \n", "-0.68% | \n", "0.072772 | \n", "-0.111664 | \n", "-0.004397 | \n", "0.007655 | \n", "19685.0 | \n", "
| 3 | \n", "2023-11-23 | \n", "3061.86 | \n", "3041.68 | \n", "3062.87 | \n", "3034.30 | \n", "2.766000e+10 | \n", "0.60% | \n", "0.020085 | \n", "-0.053496 | \n", "0.003576 | \n", "0.024318 | \n", "19684.0 | \n", "
| 4 | \n", "2023-11-22 | \n", "3043.61 | \n", "3060.50 | \n", "3067.96 | \n", "3043.61 | \n", "2.891000e+10 | \n", "-0.79% | \n", "-0.050913 | \n", "-0.139566 | \n", "-0.009555 | \n", "0.023099 | \n", "19683.0 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 4496 | \n", "2005-06-07 | \n", "1030.94 | \n", "1036.62 | \n", "1055.63 | \n", "1029.54 | \n", "1.570000e+09 | \n", "-0.33% | \n", "0.530227 | \n", "0.173444 | \n", "-0.028496 | \n", "-0.096655 | \n", "12941.0 | \n", "
| 4497 | \n", "2005-06-06 | \n", "1034.38 | \n", "1010.38 | \n", "1034.85 | \n", "998.23 | \n", "1.100000e+09 | \n", "2.05% | \n", "0.246133 | \n", "0.009132 | \n", "-0.024618 | \n", "-0.089159 | \n", "12940.0 | \n", "
| 4498 | \n", "2005-06-03 | \n", "1013.64 | \n", "1013.90 | \n", "1019.92 | \n", "1000.52 | \n", "1.000000e+09 | \n", "-0.24% | \n", "-0.009950 | \n", "-0.343590 | \n", "-0.037098 | \n", "-0.134139 | \n", "12937.0 | \n", "
| 4499 | \n", "2005-06-02 | \n", "1016.06 | \n", "1036.73 | \n", "1036.73 | \n", "1008.75 | \n", "1.150000e+09 | \n", "-2.23% | \n", "0.191161 | \n", "-0.414123 | \n", "-0.041270 | \n", "-0.140319 | \n", "12936.0 | \n", "
| 4500 | \n", "2005-06-01 | \n", "1039.19 | \n", "1059.61 | \n", "1063.52 | \n", "1035.71 | \n", "1.010000e+09 | \n", "-2.03% | \n", "0.029337 | \n", "-0.297534 | \n", "-0.031215 | \n", "-0.100242 | \n", "12935.0 | \n", "
4501 rows × 12 columns
\n", "