TA-Lib学习研究笔记（九）——Pattern Recognition （1）

0.程序代码

形态识别的函数的应用，通过使用A股实际的数据，验证形态识别函数，用K线显示出现标志的形态走势，由于入口参数基本上是open, high, low, close ，统一设置程序代码，只更换函数即可。
发现有的形态在一个股票上从未出现，选择多个股票参与计算测试。
函数返回值integer (values are -100, 0 or 100) ，0 是无形态信号。100 和 -100 是有正向或负向的形态信号。
后不再赘述。

# mpf绘图函数
def mpf_show(integer):# 默认是0 ，有标志的值是 -100 ，选择非0值，即出现形态位置的时间position = integer[integer!=0]# 如果没有数据，不绘图if len(position) != 0:print('position Pattern date:')print(position)# 出现形态的时间，前10天到后10天的期间K线for i in position.index:begin_date = i + datetime.timedelta(days=-10)end_date = i + datetime.timedelta(days=10)# 按时间段绘图df_candle = df.loc[(df.index>=begin_date.strftime("%Y-%m-%d")) & (df.index<=end_date.strftime("%Y-%m-%d"))]mpf.plot(df_candle , type='candle', title=i.strftime("%Y-%m-%d") ,figsize=(6,2))mpf.show()for i in position.index:begin_date = i + datetime.timedelta(days=-10)end_date = i + datetime.timedelta(days=10)df_candle = df.loc[(df.index>=begin_date.strftime("%Y-%m-%d")) & (df.index<=end_date.strftime("%Y-%m-%d"))]# 按时间段数据print(df_candle[['open','high','low','close','pct_chg']])       #选择股票代码做测试
global_cursor.execute(sql_string)
results = global_cursor.fetchall()for r in results :print('stock code:',r[0])df = get_data(r[0], start_date, end_date) #只需要替换此处talib的Pattern Recognition不同函数即可integer = tlb.CDL2CROWS(df['open'], df['high'], df['low'], df['close'])#integer = tlb.CDL3BLACKCROWS(df['open'], df['high'], df['low'], df['close'])mpf_show(integer)

1.CDL2CROWS - Two Crows

函数名：CDL2CROWS
名称：Two Crows 两只乌鸦
简介：三日K线模式，第一天长阳，第二天高开收阴，第三天再次高开继续收阴，收盘比前一日收盘价低，预示股价下跌。
语法：

integer = CDL2CROWS(open, high, low, close)

stock code: 000001.SZ
position Pattern date:
trade_date
2001-04-17 -100
2014-11-04 -100
dtype: int32
在这里插入图片描述

             open   high    low  close  pct_chg
trade_date                                     
2001-04-09  16.31  16.40  16.15  16.27    -0.25
2001-04-10  16.27  16.55  16.27  16.40     0.80
2001-04-11  16.70  16.70  16.38  16.49     0.55
2001-04-12  16.50  16.66  16.33  16.44    -0.30
2001-04-13  16.48  16.97  16.40  16.85     2.49
2001-04-16  17.00  17.11  16.80  16.90     0.30
2001-04-17  16.98  17.00  16.66  16.76    -0.83
2001-04-18  16.65  16.85  16.57  16.59    -1.01
2001-04-19  16.59  16.60  16.28  16.39    -1.21
2001-04-20  16.39  16.48  16.18  16.20    -1.16
2001-04-23  16.20  16.25  16.08  16.13    -0.43
2001-04-24  16.15  16.32  16.13  16.15     0.12
2001-04-25  16.16  16.30  15.68  15.72    -2.66
2001-04-26  15.70  15.80  15.50  15.53    -1.21
2001-04-27  15.51  15.82  15.51  15.65     0.77open   high    low  close  pct_chg
trade_date                                     
2014-10-27  10.10  10.13   9.98  10.02    -1.57
2014-10-28  10.05  10.19  10.05  10.17     1.50
2014-10-29  10.19  10.38  10.14  10.30     1.28
2014-10-30  10.31  10.55  10.21  10.43     1.26
2014-10-31  10.50  11.35  10.46  11.03     5.75
2014-11-03  11.16  11.26  10.98  11.11     0.73
2014-11-04  11.15  11.18  10.78  10.85    -2.34
2014-11-05  10.85  10.95  10.66  10.82    -0.28
2014-11-06  10.82  10.90  10.74  10.84     0.18
2014-11-07  10.81  11.38  10.77  10.91     0.65
2014-11-10  11.05  11.25  10.86  11.14     2.11
2014-11-11  11.11  11.64  11.07  11.27     1.17
2014-11-12  11.19  11.21  10.99  11.20    -0.62
2014-11-13  11.18  11.36  11.03  11.05    -1.34
2014-11-14  11.00  11.01  10.80  10.93    -1.09

2.CDL3BLACKCROWS

函数名：CDL3BLACKCROWS
名称：Three Black Crows 三只乌鸦
简介：三日K线模式，连续三根阴线，每日收盘价都下跌且接近最低价，
每日开盘价都在上根K线实体内，预示股价下跌。
语法：

integer = CDL3BLACKCROWS(open, high, low, close)

stock code: 000004.SZ
position Pattern date:
trade_date
2008-04-18 -100
2021-06-24 -100
dtype: int32
在这里插入图片描述

            open  high   low  close  pct_chg
trade_date                                  
2008-04-08  7.90  8.06  7.77   8.00     1.27
2008-04-09  8.01  8.05  7.72   7.80    -2.50
2008-04-10  7.70  8.02  7.70   8.00     2.56
2008-04-11  8.15  8.40  7.92   8.40     5.00
2008-04-14  8.60  8.60  8.02   8.38    -0.24
2008-04-15  8.35  8.38  7.96   8.38     0.00
2008-04-16  8.48  8.50  7.96   7.96    -5.01
2008-04-17  8.19  8.20  7.56   7.56    -5.03
2008-04-18  7.58  7.67  7.18   7.18    -5.03
2008-04-21  7.18  7.18  6.82   6.82    -5.01
2008-04-22  6.51  6.65  6.48   6.48    -4.99
2008-04-23  6.48  6.77  6.16   6.50     0.31
2008-04-24  6.83  6.83  6.69   6.83     5.08
2008-04-25  6.81  7.17  6.70   6.90     1.02
2008-04-28  6.88  7.15  6.56   7.03     1.88open   high    low  close  pct_chg
trade_date                                     
2021-06-15  23.99  24.20  21.58  21.58 -10.0083
2021-06-16  20.30  21.30  19.43  20.15  -6.6265
2021-06-17  19.70  21.50  19.20  20.92   3.8213
2021-06-18  20.20  20.68  19.55  19.78  -5.4493
2021-06-21  19.50  21.40  19.18  20.77   5.0051
2021-06-22  20.30  20.94  20.01  20.18  -2.8406
2021-06-23  20.26  20.40  19.66  19.80  -1.8831
2021-06-24  20.10  20.20  18.82  18.86  -4.7475
2021-06-25  18.86  19.10  17.90  18.11  -3.9767
2021-06-28  17.99  18.75  17.88  18.44   1.8222
2021-06-29  18.22  19.13  18.22  18.81   2.0065
2021-06-30  18.44  18.83  18.31  18.56  -1.3291
2021-07-01  18.50  18.80  17.58  17.73  -4.4720
2021-07-02  17.63  18.25  17.60  17.98   1.4100

3.CDL3BLACKCROWS

integer = CDL3INSIDE(open, high, low, close)

stock code: 000001.SZ
position Pattern date:
trade_date
2000-04-26 100
2000-08-17 100

在这里插入图片描述
open high low close pct_chg
trade_date
2000-04-17 19.52 20.02 18.95 19.18 -1.59
2000-04-18 19.24 19.45 18.97 19.10 -0.42
2000-04-19 19.51 19.68 19.10 19.15 0.26
2000-04-20 19.18 19.33 18.90 19.02 -0.68
2000-04-21 19.02 19.10 18.78 18.81 -1.10
2000-04-24 18.81 18.94 18.50 18.57 -1.28
2000-04-25 18.58 18.92 18.57 18.69 0.65
2000-04-26 18.80 19.80 18.65 19.13 2.35
2000-04-27 19.30 19.40 18.71 18.76 -1.93
2000-04-28 18.74 19.20 18.65 19.06 1.60
open high low close pct_chg
trade_date
2000-08-07 18.31 18.60 18.20 18.30 0.27
2000-08-08 18.35 18.40 18.10 18.21 -0.49
2000-08-09 18.20 18.58 18.15 18.35 0.77
2000-08-10 18.35 18.43 18.20 18.22 -0.71
2000-08-11 18.23 18.45 18.20 18.29 0.38
2000-08-14 18.35 18.85 18.32 18.51 1.20
2000-08-15 18.50 18.59 18.28 18.30 -1.13
2000-08-16 18.40 18.59 18.24 18.42 0.66
2000-08-17 18.42 18.95 18.40 18.58 0.87
2000-08-18 18.60 18.70 18.45 18.48 -0.54
2000-08-21 18.50 18.70 18.38 18.40 -0.43
2000-08-22 18.40 18.50 18.10 18.16 -1.30
2000-08-23 18.10 18.30 17.71 18.09 -0.39
2000-08-24 18.08 18.39 17.95 18.10 0.06
2000-08-25 18.15 18.20 18.00 18.10 0.00

4. CDL3LINESTRIKE - Three-Line Strike

函数名：CDL3LINESTRIKE
名称： Three-Line Strike 三线打击
简介：四日K线模式，前三根阳线，每日收盘价都比前一日高，
开盘价在前一日实体内，第四日市场高开，收盘价低于第一日开盘价，预示股价下跌。
语法：

integer = CDL3LINESTRIKE(open, high, low, close)

stock code: 000001.SZ
position Pattern date:
trade_date
2001-12-05 100
2003-07-18 100
在这里插入图片描述
open high low close pct_chg
trade_date
2001-11-26 13.50 13.50 13.37 13.39 -1.11
2001-11-27 13.39 13.48 13.35 13.43 0.30
2001-11-28 13.48 13.75 13.44 13.50 0.52
2001-11-29 13.50 13.55 13.35 13.39 -0.81
2001-11-30 13.35 13.50 13.30 13.42 0.22
2001-12-03 13.42 13.62 13.40 13.50 0.60
2001-12-04 13.50 13.65 13.43 13.59 0.67
2001-12-05 13.60 13.61 13.22 13.24 -2.58
2001-12-06 13.24 13.39 13.14 13.26 0.15
2001-12-07 13.26 13.39 13.13 13.19 -0.53
2001-12-10 13.15 13.18 13.04 13.14 -0.38
2001-12-11 13.16 13.25 13.00 13.06 -0.61
2001-12-12 13.05 13.05 12.80 12.84 -1.68
2001-12-13 12.80 12.94 12.70 12.72 -0.93
2001-12-14 12.70 12.85 12.63 12.71 -0.08
open high low close pct_chg
trade_date
2003-07-08 11.18 11.32 11.15 11.30 1.25
2003-07-09 11.31 11.36 11.11 11.16 -1.24
2003-07-10 11.20 11.48 11.13 11.39 2.06
2003-07-11 11.40 11.43 11.28 11.31 -0.70
2003-07-14 11.28 11.32 11.10 11.14 -1.50
2003-07-15 11.14 11.28 11.13 11.19 0.45
2003-07-16 11.19 11.30 11.19 11.24 0.45
2003-07-17 11.24 11.37 11.10 11.31 0.62
2003-07-18 11.32 11.33 10.88 10.91 -3.54
2003-07-21 10.72 10.88 10.57 10.66 -2.29
2003-07-22 10.71 10.84 10.47 10.56 -0.94
2003-07-23 10.60 10.78 10.57 10.75 1.80
2003-07-24 10.74 10.75 10.54 10.58 -1.58
2003-07-25 10.60 10.75 10.48 10.50 -0.76
2003-07-28 10.50 10.50 10.32 10.39 -1.05

5.CDL3OUTSIDE

函数名：CDL3OUTSIDE
名称：Three Outside Up/Down 三外部上涨和下跌
简介：三日K线模式，与三内部上涨和下跌类似，K线为阴阳阳，但第一日与第二日的K线形态相反，
以三外部上涨为例，第一日K线在第二日K线内部，预示着股价上涨。
语法：

integer = CDL3OUTSIDE(open, high, low, close)
注意：返回值一个100 一个 -100
stock code: 000001.SZ
position Pattern date:
trade_date
2000-01-07 100
2000-01-12 -100

open high low close pct_chg
trade_date
2000-01-04 17.50 18.55 17.20 18.29 4.81
2000-01-05 18.35 18.85 18.00 18.06 -1.26
2000-01-06 18.02 19.05 17.75 18.78 3.99
2000-01-07 19.00 19.77 18.90 19.54 4.05
2000-01-10 19.79 20.48 19.77 20.14 3.07
2000-01-11 20.15 20.20 18.80 19.00 -5.66
2000-01-12 19.00 19.20 18.13 18.24 -4.00
2000-01-13 18.20 18.40 17.90 18.14 -0.55
2000-01-14 18.14 18.39 17.75 17.88 -1.43
2000-01-17 17.90 18.10 17.50 18.08 1.12
open high low close pct_chg
trade_date
2000-01-04 17.50 18.55 17.20 18.29 4.81
2000-01-05 18.35 18.85 18.00 18.06 -1.26
2000-01-06 18.02 19.05 17.75 18.78 3.99
2000-01-07 19.00 19.77 18.90 19.54 4.05
2000-01-10 19.79 20.48 19.77 20.14 3.07
2000-01-11 20.15 20.20 18.80 19.00 -5.66
2000-01-12 19.00 19.20 18.13 18.24 -4.00
2000-01-13 18.20 18.40 17.90 18.14 -0.55
2000-01-14 18.14 18.39 17.75 17.88 -1.43
2000-01-17 17.90 18.10 17.50 18.08 1.12
2000-01-18 18.00 18.08 17.58 17.69 -2.16
2000-01-19 17.50 17.85 17.50 17.79 0.57
2000-01-20 17.80 17.90 17.55 17.81 0.11
2000-01-21 17.80 18.26 17.66 17.96 0.84

6.CDL3STARSINSOUTH

函数名：CDL3STARSINSOUTH
名称：Three Stars In The South 南方三星
简介：三日K线模式，与大敌当前相反，三日K线皆阴，第一日有长下影线，
第二日与第一日类似，K线整体小于第一日，第三日无下影线实体信号，
成交价格都在第一日振幅之内，预示下跌趋势反转，股价上升。
语法：

integer = CDL3STARSINSOUTH(open, high, low, close)
指标符合条件的很少。
stock code: 000669.SZ
position Pattern date:
trade_date
2014-05-13 100
dtype: int32

          open   high    low  close  pct_chg
trade_date                                     
2014-05-05  26.50  26.65  25.80  26.62     0.53
2014-05-06  26.62  27.43  26.42  27.15     1.99
2014-05-07  27.20  27.20  26.20  26.33    -3.02
2014-05-08  26.35  26.46  26.00  26.31    -0.08
2014-05-09  26.66  26.66  25.00  26.11    -0.76
2014-05-12  26.12  26.26  25.30  26.08    -0.11
2014-05-13  26.00  26.06  25.51  25.55    -2.03
2014-05-14  25.58  26.40  25.54  26.31     2.97
2014-05-15  26.30  26.30  25.76  26.00    -1.18
2014-05-16  25.92  26.60  25.71  26.60     2.31
2014-05-19  26.50  26.61  26.08  26.19    -1.54
2014-05-20  26.58  27.45  26.19  26.53     1.30
2014-05-21  26.56  26.56  25.95  26.20    -1.24
2014-05-22  27.10  28.70  27.00  27.13     3.55
2014-05-23  27.11  27.11  26.30  26.58    -2.03

7.CDL3WHITESOLDIERS

函数名：CDL3WHITESOLDIERS
名称：Three Advancing White Soldiers 三个白兵
简介：三日K线模式，三日K线皆阳，
每日收盘价变高且接近最高价，开盘价在前一日实体上半部，预示股价上升。
语法：

integer = CDL3WHITESOLDIERS(open, high, low, close)

stock code: 000001.SZ
position Pattern date:
trade_date
2007-04-12 100
2017-07-07 100
dtype: int32

在这里插入图片描述

            open   high    low  close  pct_chg
trade_date                                     
2007-04-02  18.98  19.60  18.95  19.28     2.12
2007-04-03  19.31  19.68  19.17  19.35     0.36
2007-04-04  19.40  20.20  19.40  19.89     2.79
2007-04-05  19.89  20.07  19.56  19.96     0.35
2007-04-06  19.66  19.90  19.35  19.57    -1.95
2007-04-09  19.57  19.98  19.40  19.72     0.77
2007-04-10  19.72  20.30  19.63  20.29     2.89
2007-04-11  20.33  21.30  20.33  21.29     4.93
2007-04-12  21.40  22.35  21.30  22.35     4.98
2007-04-13  22.70  23.47  22.70  23.47     5.01
2007-04-16  23.98  24.47  22.90  23.73     1.11
2007-04-17  23.55  23.73  22.54  22.95    -3.29
2007-04-18  22.88  23.40  22.53  22.99     0.17
2007-04-19  22.70  23.06  21.84  21.84    -5.00
2007-04-20  21.38  22.86  21.38  22.60     3.48open   high    low  close  pct_chg
trade_date                                     
2017-06-27   9.30   9.39   9.27   9.36     0.65
2017-06-28   9.35   9.49   9.33   9.43     0.75
2017-06-29   9.43   9.45   9.37   9.43     0.00
2017-06-30   9.40   9.43   9.31   9.39    -0.42
2017-07-03   9.40   9.43   9.34   9.40     0.11
2017-07-04   9.40   9.41   9.30   9.34    -0.64
2017-07-05   9.29   9.38   9.27   9.37     0.32
2017-07-06   9.36   9.41   9.31   9.40     0.32
2017-07-07   9.37   9.48   9.34   9.47     0.74
2017-07-10   9.45   9.66   9.44   9.59     1.27
2017-07-11   9.61  10.46   9.61  10.25     6.88
2017-07-12  10.27  10.58  10.20  10.34     0.88
2017-07-13  10.30  10.90  10.24  10.90     5.42
2017-07-14  10.81  10.94  10.66  10.90     0.00
2017-07-17  10.95  11.33  10.72  10.81    -0.83

8.CDLABANDONEDBABY

函数名：CDLABANDONEDBABY
名称：Abandoned Baby 弃婴
简介：三日K线模式，第二日价格跳空且收十字星（开盘价与收盘价接近，
最高价最低价相差不大），预示趋势反转，发生在顶部下跌，底部上涨。
语法：
注意：多一个参数

integer = CDLABANDONEDBABY(open, high, low, close, penetration=0)

指标符合条件的少
stock code: 000410.SZ
position Pattern date:
trade_date
2016-12-09 -100
dtype: int32

open   high    low  close  pct_chg
trade_date                                     
2016-11-29  14.96  14.99  14.72  14.74    -1.73
2016-11-30  14.75  14.94  14.66  14.79     0.34
2016-12-01  14.77  14.92  14.72  14.92     0.88
2016-12-02  14.89  14.90  14.62  14.67    -1.68
2016-12-05  14.49  14.82  14.41  14.62    -0.34
2016-12-06  14.72  14.75  14.47  14.57    -0.34
2016-12-07  14.50  14.67  14.50  14.66     0.62
2016-12-08  14.68  14.93  14.68  14.71     0.34
2016-12-09  14.65  14.65  14.41  14.48    -1.56
2016-12-12  14.46  14.52  13.64  13.66    -5.66
2016-12-13  13.61  13.68  13.42  13.62    -0.29
2016-12-14  13.62  13.79  13.42  13.63     0.07
2016-12-15  13.56  13.84  13.53  13.71     0.59
2016-12-16  13.72  13.85  13.65  13.77     0.44
2016-12-19  13.70  13.73  13.60  13.65    -0.87

9.CDLADVANCEBLOCK

函数名：CDLADVANCEBLOCK
名称：Advance Block 大敌当前
简介：三日K线模式，三日都收阳，每日收盘价都比前一日高，
开盘价都在前一日实体以内，实体变短，上影线变长。
语法：

integer = CDLADVANCEBLOCK(open, high, low, close)

stock code: 000001.SZ
position Pattern date:
trade_date
2002-04-08 -100
2002-07-19 -100
在这里插入图片描述

             open   high    low  close  pct_chg
trade_date                                     
2002-03-29  11.35  11.40  10.98  11.03    -2.39
2002-04-01  11.03  11.06  10.81  10.98    -0.45
2002-04-02  10.98  11.04  10.67  10.69    -2.64
2002-04-03  10.68  10.88  10.57  10.78     0.84
2002-04-04  10.81  11.15  10.73  11.11     3.06
2002-04-05  11.15  11.25  11.03  11.15     0.36
2002-04-08  11.20  11.35  11.11  11.27     1.08
2002-04-09  11.25  11.30  10.90  11.15    -1.06
2002-04-10  11.15  11.20  10.93  11.12    -0.27
2002-04-11  11.12  11.15  10.98  11.02    -0.90
2002-04-12  11.00  11.13  10.91  11.11     0.82
2002-04-15  11.05  11.13  10.83  10.89    -1.98
2002-04-16  10.80  10.93  10.74  10.78    -1.01
2002-04-17  10.76  10.86  10.73  10.75    -0.28open   high    low  close  pct_chg
trade_date                                     
2002-07-09  14.90  15.11  14.79  14.90     0.13
2002-07-10  14.93  15.00  14.25  14.39    -3.42
2002-07-11  14.30  14.46  14.17  14.30    -0.63
2002-07-12  14.30  14.38  14.20  14.22    -0.56
2002-07-15  14.19  14.20  13.95  14.02    -1.41
2002-07-16  14.00  14.38  13.90  13.98    -0.29
2002-07-17  14.00  14.44  13.95  14.42     3.15
2002-07-18  14.45  15.00  14.35  14.93     3.54
2002-07-19  14.93  15.08  14.76  14.99     0.40
2002-07-22  14.98  15.00  14.48  14.50    -3.27
2002-07-23  14.34  15.30  14.30  15.06     4.95
2002-07-24  15.06  15.33  14.89  15.07     0.07
2002-07-25  15.08  15.15  14.69  14.79    -1.86
2002-07-26  14.80  15.05  14.65  14.79     0.00
2002-07-29  14.77  15.07  14.72  15.00     1.42

10.

函数名：CDLBELTHOLD
名称：Belt-hold 捉腰带线
简介：两日K线模式，下跌趋势中，第一日阴线，
第二日开盘价为最低价，阳线，收盘价接近最高价，预示价格上涨。
语法：

integer = CDLBELTHOLD(open, high, low, close)

stock code: 000001.SZ
position Pattern date:
trade_date
2000-01-24 -100
2000-02-16 -100

在这里插入图片描述

             open   high    low  close  pct_chg
trade_date                                     
2000-01-14  18.14  18.39  17.75  17.88    -1.43
2000-01-17  17.90  18.10  17.50  18.08     1.12
2000-01-18  18.00  18.08  17.58  17.69    -2.16
2000-01-19  17.50  17.85  17.50  17.79     0.57
2000-01-20  17.80  17.90  17.55  17.81     0.11
2000-01-21  17.80  18.26  17.66  17.96     0.84
2000-01-24  17.91  17.95  17.20  17.50    -2.56
2000-01-25  17.50  18.29  17.50  17.73     1.31
2000-01-26  17.72  17.88  17.50  17.64    -0.51
2000-01-27  17.65  18.17  17.55  17.89     1.42
2000-01-28  18.00  18.58  17.66  18.50     3.41open   high    low  close  pct_chg
trade_date                                     
2000-02-14  19.20  20.38  18.70  20.37    10.11
2000-02-15  20.50  21.01  19.10  19.46    -4.47
2000-02-16  19.30  19.30  18.56  18.83    -3.24
2000-02-17  18.83  19.69  18.23  18.80    -0.16
2000-02-18  18.79  18.79  18.15  18.41    -2.07
2000-02-21  18.41  19.50  18.00  18.91     2.72
2000-02-22  19.00  19.25  18.20  18.25    -3.49
2000-02-23  18.20  18.58  18.00  18.10    -0.82
2000-02-24  18.05  18.30  18.00  18.18     0.44
2000-02-25  18.18  18.20  18.00  18.09    -0.50