为什么我的图表上的指标至少延迟了 1 天，使它们没有在蓝线上齐平？是因为时间范围太宽了吗？
Why are the indicators on my chart delayed by at least 1 day, making them not flush on the blue line? Is it because the time frame is too wide?
为什么向上三角形，当程序应该买入时，在下穿时不在线上，或者在另一种情况下，向下三角形，当程序应该卖出时，不在线上什么时候越过顶部？蓝线是价格，红线是 EMA，跟踪价格。
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import requests
plt.style.use("fivethirtyeight")
df = pd.read_csv("TSLA.csv")
df = df.set_index(pd.DatetimeIndex(df["Date"].values))
ShortEMA = df.Close.ewm(span=5, adjust = False).mean()
MiddleEMA = df.Close.ewm(span = 21, adjust = False).mean()
LongEMA = df.Close.ewm(span = 53, adjust = False).mean()
df['Short'] = ShortEMA
df['Middle'] = MiddleEMA
df['Long'] = LongEMA
def MyStrat(data):
bought_list = []
sold_list = []
In = False
Out = True
for i in range(0, len(data)):
if data["Close"][i] > data["Short"][i] and In == False and Out == True:
bought_list.append(data["Close"][i])
sold_list.append(np.nan)
In = True
Out = False
elif data["Close"][i] < data["Short"][i] and In == True and Out == False:
sold_list.append(data["Close"][i])
bought_list.append(np.nan)
In = False
Out = True
else:
bought_list.append(np.nan)
sold_list.append(np.nan)
return(bought_list,sold_list)
df["Bought"] = MyStrat(df)[0]
df["Sold"] = MyStrat(df)[1]
print(df)
plt.figure(figsize=(16, 5))
plt.title('Buy and Sell', fontsize = 18)
plt.plot(df['Close'], label = 'Close Price', color = 'blue', alpha = 0.35)
plt.plot(ShortEMA, label = 'Short', color = 'red', alpha = 0.35)
plt.scatter(df.index, df["Bought"], color = "purple", marker = "^", alpha = 1)
plt.scatter(df.index, df["Sold"], color = "blue", marker = "v", alpha = 1)
plt.xlabel("Date", fontsize = 18)
plt.ylabel("Close", fontsize = 18)
plt.show()
你可以参考这个数据：
Date,Open,High,Low,Close,Adj Close,Volume
2022-01-06,1077.000000,1088.000000,1020.500000,1064.699951,1064.699951,30112200
2022-01-07,1080.369995,1080.930054,1010.000000,1026.959961,1026.959961,28054900
2022-01-10,1000.000000,1059.099976,980.000000,1058.119995,1058.119995,30605000
2022-01-11,1053.670044,1075.849976,1038.819946,1064.400024,1064.400024,22021100
2022-01-12,1078.849976,1114.839966,1072.589966,1106.219971,1106.219971,27913000
2022-01-13,1109.069946,1115.599976,1026.540039,1031.560059,1031.560059,32403300
2022-01-14,1019.880005,1052.000000,1013.380005,1049.609985,1049.609985,24308100
2022-01-18,1026.609985,1070.790039,1016.059998,1030.510010,1030.510010,22247800
2022-01-19,1041.709961,1054.670044,995.000000,995.650024,995.650024,25147500
2022-01-20,1009.729980,1041.660034,994.000000,996.270020,996.270020,23496200
2022-01-21,996.340027,1004.549988,940.500000,943.900024,943.900024,34472000
2022-01-24,904.760010,933.510010,851.469971,930.000000,930.000000,50521900
2022-01-25,914.200012,951.260010,903.210022,918.400024,918.400024,28865300
2022-01-26,952.429993,987.690002,906.000000,937.409973,937.409973,34955800
2022-01-27,933.359985,935.390015,829.000000,829.099976,829.099976,49036500
2022-01-28,831.559998,857.500000,792.010010,846.349976,846.349976,44929700
2022-01-31,872.710022,937.989990,862.049988,936.719971,936.719971,34812000
2022-02-01,935.210022,943.700012,905.000000,931.250000,931.250000,24379400
2022-02-02,928.179993,931.500000,889.409973,905.659973,905.659973,22264300
2022-02-03,882.000000,937.000000,880.520020,891.140015,891.140015,26285200
2022-02-04,897.219971,936.500000,881.169983,923.320007,923.320007,24541800
2022-02-07,923.789978,947.770020,902.710022,907.340027,907.340027,20331500
2022-02-08,905.530029,926.289978,894.799988,922.000000,922.000000,16909700
2022-02-09,935.000000,946.270020,920.000000,932.000000,932.000000,17419800
2022-02-10,908.369995,943.809998,896.700012,904.549988,904.549988,22042300
2022-02-11,909.630005,915.960022,850.700012,860.000000,860.000000,26548600
2022-02-14,861.570007,898.880005,853.150024,875.760010,875.760010,22585500
2022-02-15,900.000000,923.000000,893.380005,922.429993,922.429993,19095400
2022-02-16,914.049988,926.429993,901.210022,923.390015,923.390015,17098100
2022-02-17,913.260010,918.500000,874.099976,876.349976,876.349976,18392800
2022-02-18,886.000000,886.869995,837.609985,856.979980,856.979980,22833900
2022-02-22,834.130005,856.729980,801.099976,821.530029,821.530029,27762700
2022-02-23,830.429993,835.299988,760.559998,764.039978,764.039978,31752300
2022-02-24,700.390015,802.479980,700.000000,800.770020,800.770020,45107400
2022-02-25,809.229980,819.500000,782.400024,809.869995,809.869995,25355900
2022-02-28,815.010010,876.859985,814.710022,870.429993,870.429993,33002300
2022-03-01,869.679993,889.880005,853.780029,864.369995,864.369995,24922300
2022-03-02,872.130005,886.479980,844.270020,879.890015,879.890015,24881100
2022-03-03,878.770020,886.440002,832.599976,839.289978,839.289978,20541200
2022-03-04,849.099976,855.650024,825.159973,838.289978,838.289978,22333200
2022-03-07,856.299988,866.140015,804.570007,804.580017,804.580017,24164700
2022-03-08,795.530029,849.989990,782.169983,824.400024,824.400024,26799700
2022-03-09,839.479980,860.559998,832.010010,858.969971,858.969971,19728000
2022-03-10,851.450012,854.450012,810.359985,838.299988,838.299988,19549500
2022-03-11,840.200012,843.799988,793.770020,795.349976,795.349976,22272800
2022-03-14,780.609985,800.700012,756.039978,766.369995,766.369995,23717400
2022-03-15,775.270020,805.570007,756.570007,801.890015,801.890015,22280400
2022-03-16,809.000000,842.000000,802.260010,840.229980,840.229980,28009600
2022-03-17,830.989990,875.000000,825.719971,871.599976,871.599976,22194300
2022-03-18,874.489990,907.849976,867.390015,905.390015,905.390015,33408500
2022-03-21,914.979980,942.849976,907.090027,921.159973,921.159973,27327200
2022-03-22,930.000000,997.859985,921.750000,993.979980,993.979980,35289500
2022-03-23,979.940002,1040.699951,976.400024,999.109985,999.109985,40225400
2022-03-24,1009.729980,1024.489990,988.799988,1013.919983,1013.919983,22973600
2022-03-25,1008.000000,1021.799988,997.320007,1010.640015,1010.640015,20642900
2022-03-28,1065.099976,1097.880005,1053.599976,1091.839966,1091.839966,34168700
2022-03-29,1107.989990,1114.770020,1073.109985,1099.569946,1099.569946,24538300
2022-03-30,1091.170044,1113.949951,1084.000000,1093.989990,1093.989990,19955000
2022-03-31,1094.569946,1103.140015,1076.640015,1077.599976,1077.599976,16265600
2022-03-31,1094.569946,1103.139893,1076.640991,1077.599976,1077.599976,16330919
问题是交点出现在几天之间，而不是在特定的一天。由于数据不是连续的，而是每个工作日只有一个点，因此不可能将箭头放在十字路口本身。我在这里放大了图表的一部分，以便您明白我的意思。变化发生在 9 日和 10 日之间。数据只有9号或10号，所以画了箭头，买入发生在10号。
buy/sell 在下一个可能的日子，导致 mis-alignment 的箭头。
为什么向上三角形，当程序应该买入时，在下穿时不在线上，或者在另一种情况下，向下三角形，当程序应该卖出时，不在线上什么时候越过顶部？蓝线是价格，红线是 EMA，跟踪价格。
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import requests
plt.style.use("fivethirtyeight")
df = pd.read_csv("TSLA.csv")
df = df.set_index(pd.DatetimeIndex(df["Date"].values))
ShortEMA = df.Close.ewm(span=5, adjust = False).mean()
MiddleEMA = df.Close.ewm(span = 21, adjust = False).mean()
LongEMA = df.Close.ewm(span = 53, adjust = False).mean()
df['Short'] = ShortEMA
df['Middle'] = MiddleEMA
df['Long'] = LongEMA
def MyStrat(data):
bought_list = []
sold_list = []
In = False
Out = True
for i in range(0, len(data)):
if data["Close"][i] > data["Short"][i] and In == False and Out == True:
bought_list.append(data["Close"][i])
sold_list.append(np.nan)
In = True
Out = False
elif data["Close"][i] < data["Short"][i] and In == True and Out == False:
sold_list.append(data["Close"][i])
bought_list.append(np.nan)
In = False
Out = True
else:
bought_list.append(np.nan)
sold_list.append(np.nan)
return(bought_list,sold_list)
df["Bought"] = MyStrat(df)[0]
df["Sold"] = MyStrat(df)[1]
print(df)
plt.figure(figsize=(16, 5))
plt.title('Buy and Sell', fontsize = 18)
plt.plot(df['Close'], label = 'Close Price', color = 'blue', alpha = 0.35)
plt.plot(ShortEMA, label = 'Short', color = 'red', alpha = 0.35)
plt.scatter(df.index, df["Bought"], color = "purple", marker = "^", alpha = 1)
plt.scatter(df.index, df["Sold"], color = "blue", marker = "v", alpha = 1)
plt.xlabel("Date", fontsize = 18)
plt.ylabel("Close", fontsize = 18)
plt.show()
你可以参考这个数据：
Date,Open,High,Low,Close,Adj Close,Volume
2022-01-06,1077.000000,1088.000000,1020.500000,1064.699951,1064.699951,30112200
2022-01-07,1080.369995,1080.930054,1010.000000,1026.959961,1026.959961,28054900
2022-01-10,1000.000000,1059.099976,980.000000,1058.119995,1058.119995,30605000
2022-01-11,1053.670044,1075.849976,1038.819946,1064.400024,1064.400024,22021100
2022-01-12,1078.849976,1114.839966,1072.589966,1106.219971,1106.219971,27913000
2022-01-13,1109.069946,1115.599976,1026.540039,1031.560059,1031.560059,32403300
2022-01-14,1019.880005,1052.000000,1013.380005,1049.609985,1049.609985,24308100
2022-01-18,1026.609985,1070.790039,1016.059998,1030.510010,1030.510010,22247800
2022-01-19,1041.709961,1054.670044,995.000000,995.650024,995.650024,25147500
2022-01-20,1009.729980,1041.660034,994.000000,996.270020,996.270020,23496200
2022-01-21,996.340027,1004.549988,940.500000,943.900024,943.900024,34472000
2022-01-24,904.760010,933.510010,851.469971,930.000000,930.000000,50521900
2022-01-25,914.200012,951.260010,903.210022,918.400024,918.400024,28865300
2022-01-26,952.429993,987.690002,906.000000,937.409973,937.409973,34955800
2022-01-27,933.359985,935.390015,829.000000,829.099976,829.099976,49036500
2022-01-28,831.559998,857.500000,792.010010,846.349976,846.349976,44929700
2022-01-31,872.710022,937.989990,862.049988,936.719971,936.719971,34812000
2022-02-01,935.210022,943.700012,905.000000,931.250000,931.250000,24379400
2022-02-02,928.179993,931.500000,889.409973,905.659973,905.659973,22264300
2022-02-03,882.000000,937.000000,880.520020,891.140015,891.140015,26285200
2022-02-04,897.219971,936.500000,881.169983,923.320007,923.320007,24541800
2022-02-07,923.789978,947.770020,902.710022,907.340027,907.340027,20331500
2022-02-08,905.530029,926.289978,894.799988,922.000000,922.000000,16909700
2022-02-09,935.000000,946.270020,920.000000,932.000000,932.000000,17419800
2022-02-10,908.369995,943.809998,896.700012,904.549988,904.549988,22042300
2022-02-11,909.630005,915.960022,850.700012,860.000000,860.000000,26548600
2022-02-14,861.570007,898.880005,853.150024,875.760010,875.760010,22585500
2022-02-15,900.000000,923.000000,893.380005,922.429993,922.429993,19095400
2022-02-16,914.049988,926.429993,901.210022,923.390015,923.390015,17098100
2022-02-17,913.260010,918.500000,874.099976,876.349976,876.349976,18392800
2022-02-18,886.000000,886.869995,837.609985,856.979980,856.979980,22833900
2022-02-22,834.130005,856.729980,801.099976,821.530029,821.530029,27762700
2022-02-23,830.429993,835.299988,760.559998,764.039978,764.039978,31752300
2022-02-24,700.390015,802.479980,700.000000,800.770020,800.770020,45107400
2022-02-25,809.229980,819.500000,782.400024,809.869995,809.869995,25355900
2022-02-28,815.010010,876.859985,814.710022,870.429993,870.429993,33002300
2022-03-01,869.679993,889.880005,853.780029,864.369995,864.369995,24922300
2022-03-02,872.130005,886.479980,844.270020,879.890015,879.890015,24881100
2022-03-03,878.770020,886.440002,832.599976,839.289978,839.289978,20541200
2022-03-04,849.099976,855.650024,825.159973,838.289978,838.289978,22333200
2022-03-07,856.299988,866.140015,804.570007,804.580017,804.580017,24164700
2022-03-08,795.530029,849.989990,782.169983,824.400024,824.400024,26799700
2022-03-09,839.479980,860.559998,832.010010,858.969971,858.969971,19728000
2022-03-10,851.450012,854.450012,810.359985,838.299988,838.299988,19549500
2022-03-11,840.200012,843.799988,793.770020,795.349976,795.349976,22272800
2022-03-14,780.609985,800.700012,756.039978,766.369995,766.369995,23717400
2022-03-15,775.270020,805.570007,756.570007,801.890015,801.890015,22280400
2022-03-16,809.000000,842.000000,802.260010,840.229980,840.229980,28009600
2022-03-17,830.989990,875.000000,825.719971,871.599976,871.599976,22194300
2022-03-18,874.489990,907.849976,867.390015,905.390015,905.390015,33408500
2022-03-21,914.979980,942.849976,907.090027,921.159973,921.159973,27327200
2022-03-22,930.000000,997.859985,921.750000,993.979980,993.979980,35289500
2022-03-23,979.940002,1040.699951,976.400024,999.109985,999.109985,40225400
2022-03-24,1009.729980,1024.489990,988.799988,1013.919983,1013.919983,22973600
2022-03-25,1008.000000,1021.799988,997.320007,1010.640015,1010.640015,20642900
2022-03-28,1065.099976,1097.880005,1053.599976,1091.839966,1091.839966,34168700
2022-03-29,1107.989990,1114.770020,1073.109985,1099.569946,1099.569946,24538300
2022-03-30,1091.170044,1113.949951,1084.000000,1093.989990,1093.989990,19955000
2022-03-31,1094.569946,1103.140015,1076.640015,1077.599976,1077.599976,16265600
2022-03-31,1094.569946,1103.139893,1076.640991,1077.599976,1077.599976,16330919
问题是交点出现在几天之间，而不是在特定的一天。由于数据不是连续的，而是每个工作日只有一个点，因此不可能将箭头放在十字路口本身。我在这里放大了图表的一部分，以便您明白我的意思。变化发生在 9 日和 10 日之间。数据只有9号或10号，所以画了箭头，买入发生在10号。
buy/sell 在下一个可能的日子，导致 mis-alignment 的箭头。