TA-Lib学习研究笔记(九)——Pattern Recognition (5)
最全面的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。
41.CDLMATCHINGLOW - Matching Low
函数名:CDLMATCHINGLOW
名称:Matching Low 相同低价
简介:二日K线模式,下跌趋势中,第一日长阴线,
第二日阴线,收盘价与前一日相同,预示底部确认,该价格为支撑位。
语法:
integer = CDLMATCHINGLOW(open, high, low, close)
stock code: 000001.SZ
position Pattern date:
trade_date
2000-02-17 100
2000-06-26 100
open 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
open high low close pct_chg
trade_date
2000-06-16 18.79 18.97 18.38 18.49 -1.60
2000-06-19 18.50 18.54 18.20 18.28 -1.14
2000-06-20 18.28 18.40 18.07 18.19 -0.49
2000-06-21 18.23 18.35 18.08 18.23 0.22
2000-06-23 18.50 18.50 18.10 18.22 -0.05
2000-06-26 18.22 18.32 18.10 18.20 -0.11
2000-06-27 18.20 18.30 18.05 18.13 -0.38
2000-06-28 18.13 18.30 18.10 18.15 0.11
2000-06-29 18.15 18.20 18.00 18.07 -0.44
2000-06-30 18.08 18.26 17.90 18.13 0.33
2000-07-03 18.00 18.03 17.70 17.74 -2.15
2000-07-04 17.68 17.99 17.59 17.84 0.56
2000-07-05 17.85 17.86 17.60 17.67 -0.95
2000-07-06 17.67 17.85 17.66 17.72 0.28
42.CDLMATHOLD - Mat Hold
函数名:CDLMATHOLD
名称:Mat Hold 铺垫
简介:五日K线模式,上涨趋势中,第一日阳线,第二日跳空高开影线,
第三、四日短实体影线,第五日阳线,收盘价高于前四日,预示趋势持续。
语法:
integer = CDLMATHOLD(open, high, low, close, penetration=0)
stock code: 000035.SZ
position Pattern date:
trade_date
2007-04-06 100
open high low close pct_chg
trade_date
2019-12-06 10.06 10.11 10.01 10.05 -0.5935
2019-12-09 10.05 10.20 10.05 10.12 0.6965
2019-12-10 10.12 10.29 10.10 10.28 1.5810
2019-12-11 10.30 10.30 10.19 10.29 0.0973
2019-12-12 10.29 10.32 10.20 10.21 -0.7775
2019-12-13 10.23 10.33 10.17 10.25 0.3918
2019-12-16 10.30 10.47 10.27 10.44 1.8537
2019-12-17 10.46 10.64 10.38 10.50 0.5747
2019-12-18 10.53 10.59 10.28 10.30 -1.9048
2019-12-19 10.32 10.41 10.28 10.38 0.7767
2019-12-20 10.33 10.58 10.33 10.49 1.0597
2019-12-23 10.50 10.86 10.49 10.74 2.3832
2019-12-24 10.67 11.08 10.52 11.02 2.6071
2019-12-25 10.88 10.98 10.78 10.85 -1.5426
2019-12-26 10.85 11.27 10.85 11.27 3.8710
43.CDLMORNINGDOJISTAR - Morning Doji Star
函数名:CDLMORNINGDOJISTAR
名称:Morning Doji Star 十字晨星
简介:三日K线模式,
基本模式为晨星,第二日K线为十字星,预示底部反转。
语法:
integer = CDLMORNINGDOJISTAR(open, high, low, close, penetration=0)
stock code: 000001.SZ
position Pattern date:
trade_date
2003-02-19 100
2003-08-15 100
open high low close pct_chg
trade_date
2003-02-10 11.58 11.60 11.25 11.31 -2.75
2003-02-11 11.30 11.39 11.25 11.38 0.62
2003-02-12 11.38 11.45 11.28 11.42 0.35
2003-02-13 11.42 11.60 11.20 11.24 -1.58
2003-02-14 11.25 11.43 11.21 11.33 0.80
2003-02-17 11.34 11.39 11.18 11.21 -1.06
2003-02-18 11.20 11.25 11.10 11.18 -0.27
2003-02-19 11.18 11.32 11.09 11.31 1.16
2003-02-20 11.31 11.38 11.22 11.27 -0.35
2003-02-21 11.25 11.27 10.91 10.92 -3.11
2003-02-24 10.90 10.99 10.83 10.85 -0.64
2003-02-25 10.84 11.13 10.81 11.07 2.03
2003-02-28 11.35 11.39 11.14 11.27 1.81
open high low close pct_chg
trade_date
2003-08-05 10.88 10.92 10.79 10.81 -0.64
2003-08-06 10.81 10.84 10.67 10.78 -0.28
2003-08-07 10.78 11.16 10.73 10.95 1.58
2003-08-08 10.95 10.98 10.68 10.71 -2.19
2003-08-11 10.67 10.82 10.57 10.74 0.28
2003-08-12 10.75 10.87 10.70 10.76 0.19
2003-08-13 10.76 10.82 10.61 10.62 -1.30
2003-08-14 10.59 10.70 10.55 10.59 -0.28
2003-08-15 10.59 10.98 10.57 10.79 1.89
2003-08-18 10.79 10.95 10.72 10.88 0.83
2003-08-19 10.90 10.96 10.84 10.86 -0.18
2003-08-20 10.86 10.91 10.66 10.73 -1.20
2003-08-21 10.77 10.85 10.70 10.85 1.12
2003-08-22 10.80 10.99 10.72 10.75 -0.92
2003-08-25 10.70 10.70 10.48 10.52 -2.14
44.CDLMORNINGSTAR - Morning Star
函数名:CDLMORNINGSTAR
名称:Morning Star 晨星
简介:三日K线模式,下跌趋势,第一日阴线,
第二日价格振幅较小,第三天阳线,预示底部反转。
语法:
integer = CDLMORNINGSTAR(open, high, low, close, penetration=0)
stock code: 000001.SZ
position Pattern date:
trade_date
2001-02-23 100
2003-02-19 100
open high low close pct_chg
trade_date
2001-02-13 14.41 14.45 14.30 14.30 -0.63
2001-02-14 14.26 14.32 14.20 14.21 -0.63
2001-02-15 14.28 14.35 14.14 14.15 -0.42
2001-02-16 14.16 14.20 14.05 14.19 0.28
2001-02-19 14.18 14.50 14.12 14.49 2.11
2001-02-20 14.45 14.56 14.20 14.27 -1.52
2001-02-21 14.25 14.25 13.95 14.00 -1.89
2001-02-22 13.90 14.00 13.84 13.86 -1.00
2001-02-23 13.80 14.12 13.80 14.12 1.88
2001-02-26 14.15 14.36 14.14 14.21 0.64
2001-02-27 14.25 14.28 14.05 14.10 -0.77
2001-02-28 14.20 14.20 14.05 14.09 -0.07
2001-03-01 14.20 14.50 14.10 14.30 1.49
2001-03-02 14.42 15.28 14.41 15.05 5.24
2001-03-05 15.11 15.41 15.01 15.05 0.00
open high low close pct_chg
trade_date
2003-02-10 11.58 11.60 11.25 11.31 -2.75
2003-02-11 11.30 11.39 11.25 11.38 0.62
2003-02-12 11.38 11.45 11.28 11.42 0.35
2003-02-13 11.42 11.60 11.20 11.24 -1.58
2003-02-14 11.25 11.43 11.21 11.33 0.80
2003-02-17 11.34 11.39 11.18 11.21 -1.06
2003-02-18 11.20 11.25 11.10 11.18 -0.27
2003-02-19 11.18 11.32 11.09 11.31 1.16
2003-02-20 11.31 11.38 11.22 11.27 -0.35
2003-02-21 11.25 11.27 10.91 10.92 -3.11
2003-02-24 10.90 10.99 10.83 10.85 -0.64
2003-02-25 10.84 11.13 10.81 11.07 2.03
2003-02-28 11.35 11.39 11.14 11.27 1.81
45.CDLONNECK - On-Neck Pattern
函数名:CDLONNECK
名称:On-Neck Pattern 颈上线
简介:二日K线模式,下跌趋势中,第一日长阴线,第二日开盘价较低,
收盘价与前一日最低价相同,阳线,实体较短,预示着延续下跌趋势。
语法:
integer = CDLONNECK(open, high, low, close)
stock code: 000001.SZ
position Pattern date:
trade_date
2002-01-22 -100
2002-05-27 -100
open high low close pct_chg
trade_date
2002-01-14 11.41 11.42 11.00 11.02 -4.34
2002-01-15 10.90 11.15 10.85 10.86 -1.45
2002-01-16 10.90 11.12 10.80 11.00 1.29
2002-01-17 11.00 11.00 10.25 10.31 -6.27
2002-01-18 10.20 10.41 10.00 10.19 -1.16
2002-01-21 10.19 10.20 9.58 9.60 -5.79
2002-01-22 9.51 9.90 9.47 9.60 0.00
2002-01-23 9.60 10.35 9.51 10.34 7.71
2002-01-24 10.20 10.60 9.90 10.36 0.19
2002-01-25 10.36 10.40 10.15 10.21 -1.45
2002-01-28 10.22 10.35 9.60 9.63 -5.68
2002-01-29 9.50 9.87 9.45 9.79 1.66
2002-01-30 9.80 9.90 9.65 9.87 0.82
2002-01-31 9.90 10.65 9.90 10.53 6.69
2002-02-01 10.52 10.78 10.30 10.38 -1.42
open high low close pct_chg
trade_date
2002-05-17 11.22 11.37 11.14 11.30 0.80
2002-05-20 11.30 11.33 11.09 11.16 -1.24
2002-05-21 11.30 11.58 11.21 11.44 2.51
2002-05-23 11.31 11.49 11.11 11.19 -2.19
2002-05-24 11.19 11.20 10.91 10.94 -2.23
2002-05-27 10.90 11.05 10.80 10.90 -0.37
2002-05-28 10.99 11.22 10.90 11.10 1.83
2002-05-29 11.17 11.18 10.98 11.02 -0.72
2002-05-30 11.00 11.31 10.93 11.27 2.27
2002-05-31 11.27 11.46 11.15 11.16 -0.98
2002-06-03 11.15 11.29 11.07 11.15 -0.09
2002-06-04 11.20 11.60 11.20 11.41 2.33
2002-06-05 11.41 11.45 11.03 11.05 -3.16
2002-06-06 11.00 11.48 10.92 11.39 3.08
46.CDLPIERCING - Piercing Pattern
函数名:CDLPIERCING
名称:Piercing Pattern 刺透形态
简介:两日K线模式,下跌趋势中,第一日阴线,第二日收盘价低于前一日最低价,
收盘价处在第一日实体上部,预示着底部反转。
语法:
integer = CDLPIERCING(open, high, low, close)
stock code: 000001.SZ
position Pattern date:
trade_date
2002-06-06 100
2005-12-06 100
open high low close pct_chg
trade_date
2002-05-27 10.90 11.05 10.80 10.90 -0.37
2002-05-28 10.99 11.22 10.90 11.10 1.83
2002-05-29 11.17 11.18 10.98 11.02 -0.72
2002-05-30 11.00 11.31 10.93 11.27 2.27
2002-05-31 11.27 11.46 11.15 11.16 -0.98
2002-06-03 11.15 11.29 11.07 11.15 -0.09
2002-06-04 11.20 11.60 11.20 11.41 2.33
2002-06-05 11.41 11.45 11.03 11.05 -3.16
2002-06-06 11.00 11.48 10.92 11.39 3.08
2002-06-07 11.40 11.57 11.28 11.43 0.35
2002-06-10 11.42 11.83 11.35 11.54 0.96
2002-06-11 11.54 11.65 11.44 11.50 -0.35
2002-06-12 11.50 11.60 11.34 11.57 0.61
2002-06-13 11.57 11.58 11.35 11.36 -1.82
2002-06-14 11.36 11.36 11.12 11.17 -1.67
open high low close pct_chg
trade_date
2005-11-28 5.88 5.88 5.77 5.79 -1.53
2005-11-29 5.75 5.86 5.75 5.78 -0.17
2005-11-30 5.76 5.85 5.74 5.84 1.04
2005-12-01 5.84 5.85 5.77 5.80 -0.68
2005-12-02 5.79 5.85 5.76 5.83 0.52
2005-12-05 5.80 5.80 5.61 5.62 -3.60
2005-12-06 5.60 5.85 5.60 5.76 2.49
2005-12-07 5.76 5.83 5.73 5.81 0.87
2005-12-08 5.80 5.88 5.78 5.81 0.00
2005-12-09 5.81 5.92 5.77 5.88 1.20
2005-12-12 5.90 5.98 5.85 5.90 0.34
2005-12-13 5.88 5.90 5.83 5.90 0.00
2005-12-14 5.90 6.16 5.87 6.07 2.88
2005-12-15 6.08 6.11 5.99 6.00 -1.15
2005-12-16 6.00 6.03 5.96 6.01 0.17
47.CDLRICKSHAWMAN - Rickshaw Man
函数名:CDLRICKSHAWMAN
名称:Rickshaw Man 黄包车夫
简介:一日K线模式,与长腿十字线类似,
若实体正好处于价格振幅中点,称为黄包车夫。
语法:
integer = CDLRICKSHAWMAN(open, high, low, close)
stock code: 000001.SZ
position Pattern date:
trade_date
2000-01-20 100
2000-02-17 100
open high low close pct_chg
trade_date
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
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 3.41
open 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
48.CDLRISEFALL3METHODS - Rising/Falling Three Methods
函数名:CDLRISEFALL3METHODS
名称:Rising/Falling Three Methods 上升/下降三法
简介: 五日K线模式,以上升三法为例,上涨趋势中,
第一日长阳线,中间三日价格在第一日范围内小幅震荡,
第五日长阳线,收盘价高于第一日收盘价,预示股价上升。
语法:
integer = CDLRISEFALL3METHODS(open, high, low, close)
stock code: 000001.SZ
position Pattern date:
trade_date
2022-08-11 100
open high low close pct_chg
trade_date
2022-08-01 12.66 12.66 12.40 12.42 -2.0505
2022-08-02 12.22 12.34 11.94 12.26 -1.2882
2022-08-03 12.19 12.27 12.01 12.03 -1.8760
2022-08-04 12.10 12.17 12.02 12.16 1.0806
2022-08-05 12.13 12.33 11.98 12.31 1.2336
2022-08-08 12.25 12.36 12.16 12.20 -0.8936
2022-08-09 12.21 12.22 12.08 12.12 -0.6557
2022-08-10 12.12 12.24 12.02 12.06 -0.4950
2022-08-11 12.08 12.39 12.04 12.35 2.4046
2022-08-12 12.26 12.41 12.20 12.38 0.2429
2022-08-15 12.29 12.36 12.09 12.11 -2.1809
2022-08-16 12.11 12.20 12.10 12.13 0.1652
2022-08-17 12.15 12.42 12.07 12.40 2.2259
2022-08-18 12.48 12.54 12.16 12.25 -1.2097
2022-08-19 12.27 12.75 12.23 12.57 2.6122
49.CDLSEPARATINGLINES - Separating Lines
函数名:CDLSEPARATINGLINES
名称:Separating Lines 分离线
简介:二日K线模式,上涨趋势中,第一日阴线,第二日阳线,
第二日开盘价与第一日相同且为最低价,预示着趋势继续。
语法:
integer = CDLSEPARATINGLINES(open, high, low, close)
stock code: 000001.SZ
position Pattern date:
trade_date
2000-04-14 100
2000-05-15 -100
open high low close pct_chg
trade_date
2000-04-04 18.28 18.34 18.05 18.11 -0.93
2000-04-05 18.10 18.67 18.05 18.35 1.33
2000-04-06 18.40 18.50 18.25 18.48 0.71
2000-04-07 18.58 19.20 18.41 18.91 2.33
2000-04-10 19.01 19.30 18.70 18.82 -0.48
2000-04-11 18.85 19.30 18.70 18.90 0.43
2000-04-12 19.00 19.50 18.90 19.12 1.16
2000-04-13 19.15 19.25 18.90 19.13 0.05
2000-04-14 19.15 20.00 19.15 19.49 1.88
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
open high low close pct_chg
trade_date
2000-05-08 19.12 19.18 18.74 18.80 -1.36
2000-05-09 18.80 18.90 18.20 18.37 -2.29
2000-05-10 18.33 18.40 18.03 18.14 -1.25
2000-05-11 18.11 18.39 17.95 17.99 -0.83
2000-05-12 18.00 18.17 17.82 18.02 0.17
2000-05-15 18.01 18.05 17.48 17.50 -2.89
2000-05-16 17.50 17.84 17.50 17.74 1.37
2000-05-17 17.73 17.94 17.50 17.65 -0.51
2000-05-18 17.65 17.85 17.50 17.83 1.02
2000-05-19 17.88 18.20 17.80 17.93 0.56
2000-05-22 17.95 18.29 17.91 18.08 0.84
2000-05-23 18.08 18.20 17.68 18.16 0.44
2000-05-24 18.16 18.25 17.96 18.07 -0.50
2000-05-25 18.10 18.99 18.10 18.65 3.21
50.CDLSHOOTINGSTAR - Shooting Star
函数名:CDLSHOOTINGSTAR
名称:Shooting Star 射击之星
简介:一日K线模式,上影线至少为实体长度两倍,
没有下影线,预示着股价下跌
语法:
integer = CDLSHOOTINGSTAR(open, high, low, close)
stock code: 000001.SZ
position Pattern date:
trade_date
2000-05-22 -100
2000-06-08 -100
open high low close pct_chg
trade_date
2000-05-12 18.00 18.17 17.82 18.02 0.17
2000-05-15 18.01 18.05 17.48 17.50 -2.89
2000-05-16 17.50 17.84 17.50 17.74 1.37
2000-05-17 17.73 17.94 17.50 17.65 -0.51
2000-05-18 17.65 17.85 17.50 17.83 1.02
2000-05-19 17.88 18.20 17.80 17.93 0.56
2000-05-22 17.95 18.29 17.91 18.08 0.84
2000-05-23 18.08 18.20 17.68 18.16 0.44
2000-05-24 18.16 18.25 17.96 18.07 -0.50
2000-05-25 18.10 18.99 18.10 18.65 3.21
2000-05-26 18.80 18.89 18.30 18.32 -1.77
2000-05-29 18.32 18.50 18.00 18.27 -0.27
2000-05-30 18.37 18.47 18.00 18.05 -1.20
2000-05-31 18.04 18.25 17.90 18.00 -0.28
2000-06-01 18.01 18.30 17.95 18.06 0.33
open high low close pct_chg
trade_date
2000-05-29 18.32 18.50 18.00 18.27 -0.27
2000-05-30 18.37 18.47 18.00 18.05 -1.20
2000-05-31 18.04 18.25 17.90 18.00 -0.28
2000-06-01 18.01 18.30 17.95 18.06 0.33
2000-06-02 18.06 18.50 18.00 18.20 0.78
2000-06-05 18.20 18.45 18.05 18.10 -0.55
2000-06-06 18.15 18.32 18.00 18.26 0.88
2000-06-07 18.30 18.65 18.26 18.50 1.31
2000-06-08 18.60 19.23 18.60 18.70 1.08
2000-06-09 18.89 18.96 18.28 18.35 -1.87
2000-06-12 18.30 18.60 18.18 18.48 0.71
2000-06-13 18.51 18.70 18.40 18.59 0.60
2000-06-14 18.70 19.00 18.59 18.68 0.48
2000-06-15 18.69 19.09 18.50 18.79 0.59
2000-06-16 18.79 18.97 18.38 18.49 -1.60