用pandas做简单策略回测

目录

一，RSI策略 

        数据：

        代码

        图表

二，RSI策略 

    数据 

    代码

          图表

三，scikit-learn 使用分类策略预测苹果股票走势

        新数据

       代码

        预测结果

​编辑

四，scikit-learn 使用回归策略预测苹果股票走势

        代码

        预测结果

---

一，RSI策略 

        数据：

        代码

import pandas as pd

# 读取贵州茅台股票历史交易数据
df = pd.read_csv('贵州茅台股票历史交易数据.csv')
missing_values = df.isnull().sum()

# print("缺失值数量：")
# print(missing_values)

# 计算RSI指标
def calculate_rsi(data, window=14):
    delta = data['Close'].diff()
    gain = delta.copy()
    loss = delta.copy()
    gain[gain < 0] = 0
    loss[loss > 0] = 0
    avg_gain = gain.rolling(window).mean()
    avg_loss = abs(loss.rolling(window).mean())
    rs = avg_gain / avg_loss
    rsi = 100 - (100 / (1 + rs))
    return rsi

# 调用calculate_rsi函数计算RSI指标
df['RSI'] = calculate_rsi(df)
# print(df)

#  交易信号生成
df['Signal'] = 0
df.loc[df['RSI'] > 70, 'Signal'] = -1
df.loc[df['RSI'] < 30, 'Signal'] = 1
# 打印df对象
# print(df)

### 绘制RSI指标曲线
import matplotlib.pyplot as plt
plt.rcParams['font.family'] = ['SimHei']  # 设置中文字体
plt.rcParams['axes.unicode_minus'] = False  # 设置负号显示
rsi = calculate_rsi(df)  # 计算RSI指标
plt.figure(figsize=(12, 6))
plt.plot(df.index, rsi, label='RSI')
plt.title('RSI指标')
plt.xlabel('日期')
plt.ylabel('RSI')
plt.legend()
plt.grid(True)
plt.show()

###  绘制K线图
import mplfinance as mpf
plt.rcParams['font.family'] = ['SimHei']  # 设置中文字体
plt.rcParams['axes.unicode_minus'] = False  # 设置负号显示
# 重新加载数据
df = pd.read_csv('贵州茅台股票历史交易数据.csv')


# 创建日期索引
df['Date'] = pd.to_datetime(df['Date'])
df.set_index('Date', inplace=True)


market_colors = mpf.make_marketcolors(up='red', down='green')
my_style = mpf.make_mpf_style(marketcolors=market_colors)
# 绘制K线图
mpf.plot(df, type='candle',
         figsize=(10, 6),
         mav=(10, 20),
         volume=True,
         style=my_style)


### 绘制价格和交易信号图表
plt.rcParams['font.family'] = ['SimHei']  # 设置中文字体
plt.rcParams['axes.unicode_minus'] = False  # 设置负号显示

# 读取贵州茅台股票历史交易数据
df = pd.read_csv('贵州茅台股票历史交易数据.csv')

# 创建日期索引
df['Date'] = pd.to_datetime(df['Date'])
df.set_index('Date', inplace=True)

# 计算RSI指标
def calculate_rsi(data, window=14):
    delta = data['Close'].diff()
    gain = delta.copy()
    loss = delta.copy()
    gain[gain < 0] = 0
    loss[loss > 0] = 0
    avg_gain = gain.rolling(window).mean()
    avg_loss = abs(loss.rolling(window).mean())
    rs = avg_gain / avg_loss
    rsi = 100 - (100 / (1 + rs))
    return rsi

# 计算RSI指标
df['RSI'] = calculate_rsi(df)
#  交易信号生成
df['Signal'] = 0
df.loc[df['RSI'] > 70, 'Signal'] = -1
df.loc[df['RSI'] < 30, 'Signal'] = 1

# 绘制价格和交易信号图表
plt.figure(figsize=(12, 6))
plt.plot(df.index, df['Close'], label='Close Price')
plt.scatter(df[df['Signal'] == 1].index, df[df['Signal'] == 1]['Close'], color='green', marker='^', label='Buy Signal')
plt.scatter(df[df['Signal'] == -1].index, df[df['Signal'] == -1]['Close'], color='red', marker='v', label='Sell Signal')
plt.title('贵州茅台股票价格和交易信号')
plt.xlabel('日期')
plt.ylabel('股价')
plt.legend()
plt.grid(True)
plt.show()

        图表