ＫＤＪ股票交易策略１

# coding=UTF-8
# encoding:UTF-8
import pandas as pd
import numpy as np
import matplotlib
import matplotlib.pyplot as plt
import tushare as ts
def Stock_KDJ_Calculation(stock_number):
    stock_price_daily_temp = ts.get_hist_data(stock_number)  
    stock_price_daily = stock_price_daily_temp.sort_index(ascending = True)
#    print stock_price_daily[:1]
#    print stock_price_daily[0]
    RSV = pd.Series(0.00,index = stock_price_daily.index)
    K = pd.Series(0.00,index = stock_price_daily.index)
    D = pd.Series(0.00,index = stock_price_daily.index)
    J = pd.Series(0.00,index = stock_price_daily.index)

#    print RSV

    stock_price_daily['RSV'] = RSV
    stock_price_daily['K'] = K
    stock_price_daily['D'] = D
    stock_price_daily['J'] = J
#    print stock_price_daily

    stock_price_daily.RSV = (stock_price_daily.close - stock_price_daily.low)/(stock_price_daily.high - stock_price_daily.low) * 100.00
    stock_price_daily.K[0] = 50.00
    stock_price_daily.D[0] = 50.00
    for i in range(1,len(stock_price_daily)):
        stock_price_daily.K[i] =stock_price_daily.K[i-1]*2/3 + stock_price_daily.RSV[i]*1/3
        stock_price_daily.D[i] =stock_price_daily.D[i-1]*2/3 + stock_price_daily.K[i]*1/3
        stock_price_daily.J[i] =stock_price_daily.D[i]*3 - stock_price_daily.K[i]*2
#    print stock_price_daily
    return stock_price_daily

#Stock_KDJ_Calculation('000858')
#fig, ax = plt.subplots(2,1)
#ax[0].plot(stock_price_daily.close[-100:], label = 'Close')
#ax[1].plot(stock_price_daily.K[-100:], label = 'K')
#ax[1].plot(stock_price_daily.D[-100:], label = 'D')
#ax[1].plot(stock_price_daily.J[-100:], label = 'J')

#ax[0].tick_params(labelsize = 5.5)
#ax[1].tick_params(labelsize = 5.5)
#plt.legend()
#plt.show()

#tock_list = ts.get_stock_basics()
#rint stock_list
#stock_finance_report = ts.get_report_data(2018,3)
#print stock_finance_report
HS300_list = pd.Series()
HS300_list_temp = pd.Series()
HS300_list_temp = ts.get_hs300s() #沪深３００成分股
HS300_list = HS300_list_temp.ix[:,'code']
#print HS300_list_temp
#print HS300_list
HS300_list_temp.to_csv('/home/zhou/eclipse-workspace/stock/HS300_list.csv',encoding='gbk')

#for i in range(0,len(HS300_list)):
#    Stock_MA5_MA20_Analysis(HS300_list.code[i])

def Stock_KDJ_Analysis(stock_number):
#    for i in range (0, len(stock_list)):
#        print stock_list.code[i]
#        try:
    stock_price_daily = Stock_KDJ_Calculation(stock_number)
    stock_price_daily_short_term = stock_price_daily[-2:]
#    print stock_price_daily_short_term
#    print stock_price_daily_short_term.K[0]
#    print stock_price_daily_short_term.K[1]
#        print stock_price_daily
#        print stock_price_daily.close[:5]
#    stock_price_daily = stock_price_daily_temp.sort_index(ascending = True)
#        try:
#            stock_price_close_temp = stock_price_daily.close[:2]
#        except AttributeError:
#            print stock_list.code[i]
#            continue
#        else:
#            stock_price_close = stock_price_close_temp.sort_index(ascending = True)
#        print stock_price_close[0]
#        print stock_price_close[1]
#        print stock_price_close[2]
#        print stock_price_close[0:2]
#            stock_price_ma5_temp = stock_price_daily.ma5[:2]
#            stock_price_ma5 = stock_price_ma5_temp.sort_index(ascending = True)
#            stock_price_ma10_temp = stock_price_daily.ma10[:2]
#            stock_price_ma10 = stock_price_ma10_temp.sort_index(ascending = True)
#            stock_price_ma20_temp = stock_price_daily.ma20[:2]
#            stock_price_ma20 = stock_price_ma20_temp.sort_index(ascending = True)
    stock_buy_signal = False
    for j in range(1, len(stock_price_daily_short_term)):
        if stock_price_daily_short_term.K[j-1]-stock_price_daily_short_term.D[j-1] < 0.00  and stock_price_daily_short_term.K[j] - stock_price_daily_short_term.D[j] > 1.00:
            if stock_price_daily_short_term.K[j] < 60.00 and stock_price_daily_short_term.D[j] < 60.00:
                stock_buy_signal = True
    if stock_buy_signal == True:
        print stock_number
#        except:
#            print stock_list.code[i]
#            i = i +1
#            continue
#Stock_KDJ_Analysis('000858')
       # elif stock_price_ma5[i]-stock_price_ma20[i] < 0.00  and stock_price_ma5[i-1] - stock_price_ma20[i-1] > 0.00:
       #    stock_signal_ma[i] = -1        

for i in range(0,len(HS300_list)):
    Stock_KDJ_Analysis(HS300_list[i])