Python：将 vwap 添加到烛台图表

Question

我试图解决这个问题，但无法想出一个主意。我正在使用 plotly 绘制 OHlC 烛台。我还在同一个 csv 上计算了 vwap。如何将 vwap 绘制在与烛台图表相同的图表上，如

有没有资源，我可以看看？

Answer 1

为了计算交易量负载的平均价格，我使用了following page as a reference. The mpf library can be found here and the instructions for adding plots can be found here。

import pandas as pd
import numpy as np
import yfinance as yf
import mplfinance as mpf

df = yf.download("AAPL", start="2021-01-01", end="2021-07-01")

v = df['Volume'].values
tp = (df['Low'] + df['Close'] + df['High']).div(3).values
df = df.assign(vwap=(tp * v).cumsum() / v.cumsum())

adp = mpf.make_addplot(df['vwap'], type='line')
mpf.plot(df, figratio=(8,4), type='candle', addplot=adp, volume=True, style='yahoo')

剧情

import pandas as pd
import numpy as np
import yfinance as yf
import plotly.graph_objects as go

df = yf.download("AAPL", start="2021-01-01", end="2021-07-01")

v = df['Volume'].values
tp = (df['Low'] + df['Close'] + df['High']).div(3).values
df = df.assign(vwap=(tp * v).cumsum() / v.cumsum())


fig = go.Figure(data=[go.Candlestick(x=df.index,
                open=df['Open'],
                high=df['High'],
                low=df['Low'],
                close=df['Close'],name='AAPL')])

fig.add_trace(go.Scatter(
    x=df.index,
    y=df['vwap'],
    mode='lines',
    name='vwap', 
    line=dict(color='royalblue',width=2)
))

fig.update_layout(
    height=600
)
fig.show()

Python：将 vwap 添加到烛台图表

Python: Add vwap to candlestick chart

python

candlestick-chart