量化交易
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量化交易
bigclouder
专注于金融领域……
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SMA移动平均算法
主旨思想:金叉主要指股票行情指标的短期线向上穿越长期线的交叉,反之当行情指标的短期线向下穿越长期线的交叉,称之为死叉。实现方法当x日的移动平均线上升并且交叉穿过Y日的移动平均线的时候买入当x日的移动平均线下降并且交叉穿过Y日的移动平均线的时候卖出python实现import psycopg2import pandas as pdimport matplotlib.pyplot as pltimport numpy as npdef query_sql(sql): conn =原创 2020-11-05 16:18:29 · 4237 阅读 · 1 评论 -
获取Tushare每日行情数据
获取tushare每日行情数据import tushare as tsfrom sqlalchemy import create_engineimport psycopg2import datetimeimport pandas as pddef query_sql(sql): conn = psycopg2.connect(database='quant', host='10.211.55.20', port='5432', user='kiwi',password='xx')原创 2020-11-03 14:40:46 · 1108 阅读 · 0 评论 -
Python实现窗口函数
计算每只股票持仓前五的用户信息SQL实现select * from (select sec_code,acct_id,hold_vol,hold_amt,DENSE_RANK() OVER(partition by sec_code order by hold_amt desc) as rank from sec_hold ) awhere a.rank <=5输出#Python实现def query_sql(sql): conn = psycopg2.connect(原创 2020-11-02 15:13:51 · 2105 阅读 · 0 评论 -
Ta-lib 函数一览
import tkinter as tkfrom tkinter import ttkimport matplotlib.pyplot as pltimport numpy as npimport talib as taseries = np.random.choice([1, -1], size=200)close = np.cumsum(series).astype(float)# 重叠指标def overlap_process(event): print(event.wi转载 2020-10-15 20:37:46 · 835 阅读 · 0 评论 -
量化第三方库ta_lib安装报错
报错信息1安装ta_lib量化库报错,报错信息如下:talib/_ta_lib.c:611:10: fatal error: 'ta-lib/ta_defs.h' file not found#include "ta-lib/ta_defs.h" ^~~~~~~~~~~~~~~~~~1 error generated.error: command 'gcc' failed with exit status 1解决方法:获取源码库sudo wget http://prdow原创 2020-10-15 19:45:46 · 1717 阅读 · 0 评论 -
获取金融tushare数据
下载安装# pip install tushare验证安装好的版本import tushare as ts print(ts.__version__)版本升级pip install tushare --upgrade获取tushare数据tushare初始化#!/usr/bin/env python# -*- coding: utf-8 -*-import tushare as tsts.set_token('token_id')pro = ts.pro_api()其中t原创 2020-10-14 16:30:42 · 454 阅读 · 0 评论 -
import tushare 异常报错
报错信息如下:>>> import tushare as tsTraceback (most recent call last): File "<stdin>", line 1, in <module> File "/home/oracle/anaconda3/lib/python3.8/site-packages/tushare/__init__.py", line 11, in <module> from tushare.stoc原创 2020-10-14 16:05:32 · 2090 阅读 · 0 评论 -
pip安装tushare异常处理
通过pip安装tushare时,报错信息如下:(base) [oracle@kiwi python]$ pip install tushareWARNING: Retrying (Retry(total=4, connect=None, read=None, redirect=None, status=None)) after connection broken by 'SSLError(SSLCertVerificationError(1, '[SSL: CERTIFICATE_VERIFY_FAIL原创 2020-10-14 15:50:46 · 3202 阅读 · 0 评论