用python 写一段五浪分析

以下是一个使用Python实现五浪分析的示例代码，代码中使用了pandas、numpy和matplotlib等常用的金融分析库和可视化工具：

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt

# 读取历史行情数据，例如以股票为例
data = pd.read_csv('stock.csv')

# 计算移动平均线，例如5日移动平均线
data['MA5'] = data['Close'].rolling(window=5).mean()

# 计算价格变化率
data['Return'] = np.log(data['Close'] / data['Close'].shift(1))

# 设置波浪阈值，例如0.05
threshold = 0.05

# 初始化趋势和波浪状态
trend = None
wave = None

# 遍历价格变化率，识别五浪形态
for i in range(len(data)):
    if i < 5:
        continue
    if trend is None:
        # 如果趋势为空，则根据当前价格变化率判断趋势
        if data['Return'][i] > data['Return'][i-1]:
            trend = 'up'
        else:
            trend = 'down'
    else:
        # 如果趋势已确定，则根据当前价格变化率判断波浪状态
        if data['Return'][i] > data['Return'][i-1]:
            if trend == 'up':
                # 如果当前趋势为上涨，则判断是否达到波浪阈值
                if wave is None or data['Close'][i] > wave['high']:
                    wave = {'start': i-1, 'high': data['Close'][i]}
                elif data['Close'][i] < wave['high'] * (1 - threshold):
                    wave['end'] = i
                    wave['low'] = data['Close'][i]
                    if wave['end'] - wave['start'] > 5:
                        print('Bullish wave detected:', wave)
                    wave = None
            else:
                # 如果当前趋势为下跌，则重新确定趋势
                trend = 'up'
                wave = {'start': i-1, 'high': data['Close'][i]}
        else:
            if trend == 'down':
                # 如果当前趋势为下跌，则判断是否达到波浪阈值
                if wave is None or data['Close'][i] < wave['low']:
                    wave = {'start': i-1, 'low': data['Close'][i]}
                elif data['Close'][i] > wave['low'] * (1 + threshold):
                    wave['end'] = i
                    wave['high'] = data['Close'][i]
                    if wave['end'] - wave['start'] > 5:
                        print('Bearish wave detected:', wave)
                    wave = None
            else:
                # 如果当前趋势为上涨，则重新确定趋势
                trend = 'down'
                wave = {'start': i-1, 'low': data['Close'][i]}

# 绘制收盘价和移动平均线的图表
plt.plot(data.index, data['Close'], label='Close')
plt.plot(data.index, data['MA5'], label='MA5')
plt.legend(loc='upper left')
plt.show()

以上代码实现了对历史行情数据的处理、移动平均线的计算、价格变化率的分析、趋势和波浪状态的识别和展示等功能，通过运行代码，可以检测出市场中的五浪形态，并对趋势进行分析和预测。