1. 将策略以 excute_strategy 为方法名，写完后保存为.py文件，放置的策略目录下（可以自行指定）
2. 运行工具，选择策略目录，选择要执行的策略，运行策略
3. 根据结果检验买卖点信号是否正确发出，同时也能检查策略代码的严密性
目录
效果
红色竖线是买入信号，绿色竖线是卖出信号
代码
需要的包、单K控件、日期横坐标控件、分页表格控件
import sys,json,os,math,time
from threading import Thread
import numpy as np
import pandas as pd
from datetime import datetime
from dateutil.relativedelta import relativedelta
from typing import Dict,Any,List
from PyQt5 import QtCore,QtGui,QtWidgets
from PyQt5.QtCore import Qt
import pyqtgraph as pg
import pyqtgraph.examples
pg.setConfigOption('background','k')
pg.setConfigOption('foreground','w')
class RotateAxisItem(pg.AxisItem):
def drawPicture(self, p, axisSpec, tickSpecs, textSpecs):
p.setRenderHint(p.Antialiasing,False)
p.setRenderHint(p.TextAntialiasing,True)
## draw long line along axis
pen,p1,p2 = axisSpec
p.setPen(pen)
p.drawLine(p1,p2)
p.translate(0.5,0) ## resolves some damn pixel ambiguity
## draw ticks
for pen,p1,p2 in tickSpecs:
p.setPen(pen)
p.drawLine(p1,p2)
## draw all text
# if self.tickFont is not None:
# p.setFont(self.tickFont)
p.setPen(self.pen())
for rect,flags,text in textSpecs:
# this is the important part
p.save()
p.translate(rect.x(),rect.y())
p.rotate(-30)
p.drawText(-rect.width(),rect.height(),rect.width(),rect.height(),flags,text)
# restoring the painter is *required*!!!
p.restore()
class CandlestickItem(pg.GraphicsObject):
def __init__(self, data):
pg.GraphicsObject.__init__(self)
self.data = data ## data must have fields: time, open, close, min, max
self.generatePicture()
def generatePicture(self):
## pre-computing a QPicture object allows paint() to run much more quickly,
## rather than re-drawing the shapes every time.
self.picture = QtGui.QPicture()
p = QtGui.QPainter(self.picture)
p.setPen(pg.mkPen('d'))
w = (self.data[1][0] - self.data[0][0]) / 3.
for (t, open, close, min, max) in self.data:
p.drawLine(QtCore.QPointF(t, min), QtCore.QPointF(t, max))
if open > close:
p.setBrush(pg.mkBrush('r'))
else:
p.setBrush(pg.mkBrush('g'))
p.drawRect(QtCore.QRectF(t - w, open, w * 2, close - open))
p.end()
def paint(self, p, *args):
p.drawPicture(0, 0, self.picture)
def boundingRect(self):
## boundingRect _must_ indicate the entire area that will be drawn on
## or else we will get artifacts and possibly crashing.
## (in this case, QPicture does all the work of computing the bouning rect for us)
return QtCore.QRectF(self.picture.boundingRect())
# 分页表格控件，单选
class PageTableWidget(QtWidgets.QWidget):
def __init__(self):
super().__init__()
self.init_data()
self.init_ui()
pass
def init_data(self):
# 表格全数据 二维数组
self.table_full_data: List[Any] = []
# 表格右键菜单 {菜单名：索引指向}
self.table_right_menus: Dict[str, str] = {}
self.total_page_count: int = 0
self.total_rows_count: int = 0
self.current_page: int = 1
self.single_page_rows: int = 50
pass
def init_ui(self):
pre_page_btn = QtWidgets.QPushButton('上一页')
pre_page_btn.clicked.connect(self.pre_page_btn_clicked)
next_page_btn = QtWidgets.QPushButton('下一页')
next_page_btn.clicked.connect(self.next_page_btn_clicked)
tip_label_0 = QtWidgets.QLabel('第')
self.witch_page_lineedit = QtWidgets.QLineEdit()
self.int_validator = QtGui.QIntValidator()
self.witch_page_lineedit.setValidator(self.int_validator)
self.witch_page_lineedit.setMaximumWidth(20)
tip_label_1 = QtWidgets.QLabel('页')
go_page_btn = QtWidgets.QPushButton('前往')
go_page_btn.clicked.connect(self.go_page_btn_clicked)
layout_witch_page = QtWidgets.QHBoxLayout()
layout_witch_page.addWidget(tip_label_0)
layout_witch_page.addWidget(self.witch_page_lineedit)
layout_witch_page.addWidget(tip_label_1)
layout_witch_page.addWidget(go_page_btn)
layout_witch_page.addStretch(1)
layout_pagechange = QtWidgets.QHBoxLayout()
layout_pagechange.addWidget(pre_page_btn)
layout_pagechange.addWidget(next_page_btn)
layout_pagechange.addLayout(layout_witch_page)
self.total_page_count_label = QtWidgets.QLabel(f"共0页")
self.total_rows_count_label = QtWidgets.QLabel(f"共0行")
self.current_page_label = QtWidgets.QLabel(f"当前第0页")
layout_pagestatus = QtWidgets.QHBoxLayout()
layout_pagestatus.addWidget(self.total_page_count_label)
layout_pagestatus.addWidget(self.total_rows_count_label)
layout_pagestatus.addWidget(self.current_page_label)
layout_pagestatus.addStretch(1)
layout_top = QtWidgets.QVBoxLayout()
layout_top.addLayout(layout_pagechange)
layout_top.addLayout(layout_pagestatus)
self.target_table = QtWidgets.QTableWidget()
self.target_table.setEditTriggers(QtWidgets.QAbstractItemView.NoEditTriggers)
self.target_table.setSelectionBehavior(QtWidgets.QAbstractItemView.SelectRows)
layout = QtWidgets.QVBoxLayout()
layout.addLayout(layout_top)
layout.addWidget(self.target_table)
self.setLayout(layout)
pass
def set_table_init_data(self, data: Dict[str, Any]):
'''设置表头、右键菜单等初始化内容'''
headers: List[str] = data['headers']
self.target_table.setColumnCount(len(headers))
self.target_table.setHorizontalHeaderLabels(headers)
pass
def set_table_full_data(self, data: List[Any]):
'''表格全数据'''
self.table_full_data = data
self.total_rows_count = len(data)
self.total_page_count = math.ceil(self.total_rows_count / self.single_page_rows)
self.current_page = 1
self.int_validator.setRange(1, self.total_page_count)
self.total_page_count_label.setText(f"共{self.total_page_count}页")
self.total_rows_count_label.setText(f"共{self.total_rows_count}行")
self.caculate_current_show_data()
pass
def setting_current_pagestatus_label(self):
self.current_page_label.setText(f"当前第{self.current_page}页")
pass
def caculate_current_show_data(self):
'''计算当前要显示的数据'''
start_dot = (self.current_page - 1) * self.single_page_rows
end_dot = start_dot + self.single_page_rows
current_data = self.table_full_data[start_dot:end_dot]
self.fill_table_content(current_data)
self.setting_current_pagestatus_label()
pass
def fill_table_content(self, data: List[Any]):
self.target_table.clearContents()
self.target_table.setRowCount(len(data))
for r_i, r_v in enumerate(data):
for c_i, c_v in enumerate(r_v):
cell = QtWidgets.QTableWidgetItem(str(c_v))
self.target_table.setItem(r_i, c_i, cell)
pass
pass
self.target_table.resizeColumnsToContents()
pass
def go_page_btn_clicked(self):
'''前往按钮点击'''
input_page = self.witch_page_lineedit.text()
input_page = input_page.strip()
if not input_page:
QtWidgets.QMessageBox.information(
self,
'提示',
'请输入要跳转的页码',
QtWidgets.QMessageBox.Yes
)
return
input_page = int(input_page)
if input_page < 0 or input_page > self.total_page_count:
QtWidgets.QMessageBox.information(
self,
'提示',
'输入的页码超出范围',
QtWidgets.QMessageBox.Yes
)
return
self.current_page = input_page
self.caculate_current_show_data()
pass
def pre_page_btn_clicked(self):
'''上一页按钮点击'''
if self.current_page <= 1:
QtWidgets.QMessageBox.information(
self,
'提示',
'已经是首页',
QtWidgets.QMessageBox.Yes
)
return
self.current_page -= 1
self.caculate_current_show_data()
pass
def next_page_btn_clicked(self):
'''下一页按钮点击'''
if self.current_page >= self.total_page_count:
QtWidgets.QMessageBox.information(
self,
'提示',
'已经是最后一页',
QtWidgets.QMessageBox.Yes
)
return
self.current_page += 1
self.caculate_current_show_data()
pass
pass运行结果K线与买卖信号图表控件
class PyQtGraphRunningWidget(QtWidgets.QWidget):
def __init__(self):
super().__init__()
self.init_data()
self.init_ui()
pass
def init_data(self):
self.table_header = ['日期','买价','卖价']
self.please_select_str = '---请选择---'
self.func_map = {
'标记多头排列区间':'a',
'标记空头排列区间':'b',
'20日线斜率为正':'c'
}
self.func_item_list = []
self.duration_map = {
'今年':'a',
'最近一年':'b',
'最近两年':'c'
}
# https://www.sioe.cn/yingyong/yanse-rgb-16/
self.color_line = (30, 144, 255)
# 0 幽灵的白色; 1 纯黄; 2 紫红色; 3 纯绿; 4 道奇蓝
self.color_list = [(248,248,255),(255,255,0),(255,0,255),(0,128,0),(30,144,255)]
self.color_ma_5 = (248,248,255) # 幽灵的白色
self.color_ma_10 = (255,255,0) # 纯黄
self.color_ma_20 = (255,0,255) # 紫红色
self.color_ma_30 = (0,128,0) # 纯绿
self.color_ma_60 = (30,144,255) # 道奇蓝
self.color_up = (220,20,60)
self.color_down = (60,179,113)
self.main_fixed_target_list = [] # 主体固定曲线，不能被删除
self.whole_df = None
self.whole_header = None
self.whole_pd_header = None
self.current_whole_data = None
self.current_whole_df = None
self.line_pd_header = []
self.line_color_list = []
pass
def init_ui(self):
# 控制面板 start
left_tip = QtWidgets.QLabel('左边界')
self.left_point = QtWidgets.QDateEdit()
self.left_point.setDisplayFormat('yyyy-MM-dd')
self.left_point.setCalendarPopup(True)
right_tip = QtWidgets.QLabel('右边界')
self.right_point = QtWidgets.QDateEdit()
self.right_point.setDisplayFormat('yyyy-MM-dd')
self.right_point.setCalendarPopup(True)
duration_sel_btn = QtWidgets.QPushButton('确定')
duration_sel_btn.clicked.connect(self.duration_sel_btn_clicked)
duration_reset_btn = QtWidgets.QPushButton('重置')
duration_reset_btn.clicked.connect(self.duration_reset_btn_clicked)
self.whole_duration_label = QtWidgets.QLabel('原始最宽边界：左边界~右边界')
self.now_duration_label = QtWidgets.QLabel('当前显示最宽边界：左边界~右边界')
layout_date = QtWidgets.QHBoxLayout()
layout_date.addWidget(left_tip)
layout_date.addWidget(self.left_point)
layout_date.addWidget(right_tip)
layout_date.addWidget(self.right_point)
layout_date.addWidget(duration_sel_btn)
layout_date.addWidget(duration_reset_btn)
layout_date.addStretch(1)
layout_duration = QtWidgets.QHBoxLayout()
layout_duration.addWidget(self.whole_duration_label)
layout_duration.addSpacing(30)
layout_duration.addWidget(self.now_duration_label)
layout_duration.addStretch(1)
# 控制面板 end
self.title_label = QtWidgets.QLabel('执行过程查看')
self.title_label.setAlignment(Qt.AlignCenter)
self.title_label.setStyleSheet('QLabel{font-size:18px;font-weight:bold}')
xax = RotateAxisItem(orientation='bottom')
xax.setHeight(h=80)
self.pw = pg.PlotWidget(axisItems={'bottom': xax})
self.pw.setMouseEnabled(x=True, y=True)
# self.pw.enableAutoRange(x=False,y=True)
self.pw.setAutoVisible(x=False, y=True)
self.table = PageTableWidget()
self.table.set_table_init_data({'headers':self.table_header})
layout_down = QtWidgets.QHBoxLayout()
layout_down.addWidget(self.pw,6)
layout_down.addWidget(self.table,1)
layout = QtWidgets.QVBoxLayout()
layout.addWidget(self.title_label)
layout.addLayout(layout_date)
layout.addLayout(layout_duration)
layout.addLayout(layout_down)
self.setLayout(layout)
pass
def set_data(self,data:Dict[str,Any]):
title_str = data['title_str']
whole_header = data['whole_header']
whole_df = data['whole_df']
whole_pd_header = data['whole_pd_header']
line_pd_header = data['line_pd_header']
line_color_list = data['line_color_list']
self.whole_header = whole_header
self.whole_df = whole_df
self.whole_pd_header = whole_pd_header
self.line_pd_header = line_pd_header
self.line_color_list = line_color_list
self.title_label.setText(title_str)
self.whole_duration_label.setText(f"原始最宽边界：{self.whole_df.iloc[0]['tradeDate']}~{self.whole_df.iloc[-1]['tradeDate']}")
self.current_whole_df = self.whole_df.copy()
self.caculate_and_show_data()
pass
def caculate_and_show_data(self):
df = self.current_whole_df.copy()
df.reset_index(inplace=True)
tradeDate_list = df['tradeDate'].values.tolist()
x = range(len(df))
xTick_show = []
x_dur = math.ceil(len(df)/20)
for i in range(0,len(df),x_dur):
xTick_show.append((i,tradeDate_list[i]))
if len(df)%20 != 0:
xTick_show.append((len(df)-1,tradeDate_list[-1]))
candle_data = []
for i,row in df.iterrows():
candle_data.append((i,row['openPrice'],row['closePrice'],row['lowestPrice'],row['highestPrice']))
self.current_whole_data = df.loc[:,self.whole_pd_header].values.tolist()
# 开始配置显示的内容
self.pw.clear()
self.func_item_list.clear()
self.now_duration_label.setText(f"当前显示最宽边界：{df.iloc[0]['tradeDate']}~{df.iloc[-1]['tradeDate']}")
xax = self.pw.getAxis('bottom')
xax.setTicks([xTick_show])
candle_fixed_target = CandlestickItem(candle_data)
self.main_fixed_target_list.append(candle_fixed_target)
self.pw.addItem(candle_fixed_target)
# 曲线
if len(self.line_pd_header)>0:
for i,item in enumerate(self.line_pd_header):
line_fixed_target = pg.PlotCurveItem(x=np.array(x), y=np.array(df[item].values.tolist()),
pen=pg.mkPen({'color': self.color_list[self.line_color_list[i]], 'width': 2}),
connect='finite')
self.main_fixed_target_list.append(line_fixed_target)
self.pw.addItem(line_fixed_target)
pass
# 买卖信号
df_buy = df.loc[df['signal']==1].copy()
df_sell = df.loc[df['signal']==-1].copy()
for i,row in df_buy.iterrows():
buy_fixed_target = pg.InfiniteLine(pos=(i,0),movable=False,angle=90,
pen=pg.mkPen({'color':self.color_up,'width':2}),
label=str(row['buy_price']),labelOpts={'position':0.05,'color':self.color_up,'movable':True,'fill':(self.color_up[0],self.color_up[1],self.color_up[2],30)})
self.pw.addItem(buy_fixed_target)
pass
for i,row in df_sell.iterrows():
sell_fixed_target = pg.InfiniteLine(pos=(i, 0), movable=False, angle=90,
pen=pg.mkPen({'color': self.color_down, 'width': 2}),
label=str(row['sell_price']),
labelOpts={'position': 0.05, 'color': self.color_down, 'movable': True,
'fill': (
self.color_down[0], self.color_down[1], self.color_down[2], 30)})
self.pw.addItem(sell_fixed_target)
df_signal = df.loc[df['signal']!=0].copy()
table_data = df_signal.loc[:,['tradeDate','buy_price','sell_price']].values.tolist()
self.table.set_table_full_data(table_data)
self.vLine = pg.InfiniteLine(angle=90, movable=False)
self.hLine = pg.InfiniteLine(angle=0, movable=False)
self.label = pg.TextItem()
self.pw.addItem(self.vLine, ignoreBounds=True)
self.pw.addItem(self.hLine, ignoreBounds=True)
self.pw.addItem(self.label, ignoreBounds=True)
self.vb = self.pw.getViewBox()
self.proxy = pg.SignalProxy(self.pw.scene().sigMouseMoved, rateLimit=60, slot=self.mouseMoved)
self.pw.enableAutoRange()
pass
def mouseMoved(self,evt):
pos = evt[0]
if self.pw.sceneBoundingRect().contains(pos):
mousePoint = self.vb.mapSceneToView(pos)
index = int(mousePoint.x())
if index>=0 and index<len(self.current_whole_data):
target_data = self.current_whole_data[index]
html_str = ''
for i,item in enumerate(self.whole_header):
html_str += f"<br/>{item}:{target_data[i]}"
self.label.setHtml(html_str)
self.label.setPos(mousePoint.x(),mousePoint.y())
self.vLine.setPos(mousePoint.x())
self.hLine.setPos(mousePoint.y())
pass
def mouseClicked(self,evt):
pass
def updateViews(self):
pass
def duration_sel_btn_clicked(self):
'''边界选择'''
left_point = self.left_point.date().toString('yyyy-MM-dd')
right_point = self.right_point.date().toString('yyyy-MM-dd')
df = self.whole_df.copy()
df['o_date'] = pd.to_datetime(df['tradeDate'])
self.current_whole_df = df.loc[(df['o_date']>=left_point) & (df['o_date']<=right_point)].copy()
self.caculate_and_show_data()
pass
def duration_reset_btn_clicked(self):
'''边界重置'''
self.current_whole_df = self.whole_df.copy()
self.caculate_and_show_data()
pass
pass策略选择和运行控件，是小工具主界面
class StrategeMainWidget(QtWidgets.QWidget):
signal_runcode = QtCore.pyqtSignal(object)
signal_time = QtCore.pyqtSignal(object)
def __init__(self):
super().__init__()
self.thread_run: Thread = None
self.thread_time: Thread = None
self.running_graph_widget: QtWidgets.QWidget = None
self.init_data()
self.init_ui()
self.register_event()
pass
def init_data(self):
self.pre_output_dir = './'
self.please_select_str: str = '--请选择--'
self.stratege_name_list: List = []
self.tip_msg_0: str = '1.选择策略所在文件夹；2.选择策略；3.点击运行。'
self.stratege_path: str = ''
self.stratege_run_start_time = None
self.stratege_start = False
self.current_stratege_py_str: str = ''
pass
def init_ui(self):
self.setWindowTitle('策略运行小工具')
tip_0 = QtWidgets.QLabel('选择策略所在文件夹:')
self.stratege_dir_lineedit = QtWidgets.QLineEdit()
self.stratege_dir_lineedit.setReadOnly(True)
stratege_choice_btn = QtWidgets.QPushButton('选择文件夹')
stratege_choice_btn.clicked.connect(self.stratege_choice_btn_clicked)
tip_1 = QtWidgets.QLabel('策略:')
self.stratege_combox = QtWidgets.QComboBox()
self.stratege_combox.addItem(self.please_select_str)
self.stratege_combox.currentIndexChanged.connect(self.stratege_combox_currentIndexChanged)
self.run_btn = QtWidgets.QPushButton('运行')
self.run_btn.clicked.connect(self.run_btn_clicked)
self.force_stop_btn = QtWidgets.QPushButton('强制停止')
self.force_stop_btn.clicked.connect(self.force_stop_btn_clicked)
layout_top_left = QtWidgets.QGridLayout()
layout_top_left.addWidget(tip_0,0,0,1,1)
layout_top_left.addWidget(self.stratege_dir_lineedit,0,1,1,3)
layout_top_left.addWidget(stratege_choice_btn,0,4,1,1)
layout_top_left.addWidget(tip_1,1,0,1,1)
layout_top_left.addWidget(self.stratege_combox,1,1,1,2)
layout_top_left.addWidget(self.run_btn,1,3,1,1)
layout_top_left.addWidget(self.force_stop_btn,1,4,1,1)
self.tip_msg_label = QtWidgets.QLabel()
self.tip_msg_label.setWordWrap(True)
self.tip_msg_label.setText(self.tip_msg_0)
layout_top = QtWidgets.QHBoxLayout()
layout_top.addLayout(layout_top_left,3)
layout_top.addWidget(self.tip_msg_label,1)
self.code_textedit = QtWidgets.QTextEdit()
self.code_textedit.setReadOnly(True)
layout = QtWidgets.QVBoxLayout()
layout.addLayout(layout_top)
layout.addWidget(self.code_textedit)
self.setLayout(layout)
pass
def register_event(self):
self.signal_runcode.connect(self.thread_run_excuted)
self.signal_time.connect(self.thread_time_excuted)
pass
def stratege_choice_btn_clicked(self):
'''选择策略所在文件夹'''
path = QtWidgets.QFileDialog.getExistingDirectory(
self,
'打开策略所在文件夹',
self.pre_output_dir
)
if not path:
return
self.stratege_path = path
self.stratege_dir_lineedit.setText(path)
file_list = os.listdir(path)
temp_file_list = set(self.stratege_name_list)
for item in file_list:
if item.endswith('.py'):
temp_file_list.add(item)
self.stratege_name_list = list(temp_file_list)
self.stratege_combox.clear()
self.stratege_combox.addItem(self.please_select_str)
self.stratege_combox.addItems(self.stratege_name_list)
pass
def stratege_combox_currentIndexChanged(self,cur_i:int):
cur_txt = self.stratege_combox.currentText()
if not cur_txt or cur_txt == self.please_select_str:
self.code_textedit.clear()
return
file_path = self.stratege_path + os.path.sep + cur_txt
with open(file_path,'r',encoding='utf-8') as fr:
code_txt = fr.read()
self.code_textedit.setPlainText(code_txt)
pass
def run_btn_clicked(self):
'''运行按钮'''
py_str = self.code_textedit.toPlainText()
if len(py_str)<10:
QtWidgets.QMessageBox.information(
self,
'提示',
'请选择要执行的策略',
QtWidgets.QMessageBox.Yes
)
return
self.current_stratege_py_str = py_str
self.run_btn.setDisabled(True)
self.stratege_combox.setDisabled(True)
self.stratege_run_start_time = datetime.now()
self.stratege_start = True
if self.thread_run:
QtWidgets.QMessageBox.information(
self,
'提示',
'有策略正在运行',
QtWidgets.QMessageBox.Yes
)
return
self.thread_run = Thread(
target=self.running_run_thread,
args=(py_str,)
)
self.thread_run.start()
self.thread_time = Thread(
target=self.running_time_thread
)
self.thread_time.start()
pass
def force_stop_btn_clicked(self):
'''强制停止按钮'''
self.thread_run = None
self.thread_time = None
self.run_btn.setDisabled(False)
self.stratege_combox.setDisabled(False)
self.stratege_start = False
pass
def running_run_thread(self,data:str):
'''执行代码线程'''
namespace = {}
fun_stragegy = compile(data,'<string>','exec')
exec(fun_stragegy,namespace)
ret = namespace['excute_strategy']()
self.signal_runcode.emit(ret)
pass
def running_time_thread(self):
'''计时线程'''
while self.stratege_start:
now = datetime.now()
interval_time = (now-self.stratege_run_start_time).seconds
res_map = {'res':interval_time}
self.signal_time.emit(res_map)
time.sleep(1)
pass
def thread_run_excuted(self,data:Dict):
'''策略代码执行返回结果'''
self.run_btn.setDisabled(False)
self.stratege_combox.setDisabled(False)
if not self.running_graph_widget:
self.running_graph_widget = PyQtGraphRunningWidget()
self.running_graph_widget.set_data(data)
self.running_graph_widget.showMaximized()
self.thread_run = None
self.thread_time = None
self.stratege_start = False
QtWidgets.QMessageBox.information(
self,
'提示',
'当前策略运行完毕',
QtWidgets.QMessageBox.Yes
)
pass
def thread_time_excuted(self,data:Dict):
'''计时返回结果'''
res = data['res']
self.tip_msg_label.setText(f"{res}s")
pass
def closeEvent(self, a0: QtGui.QCloseEvent) -> None:
if self.thread_time:
self.thread_time.join()
if self.thread_run:
self.thread_run.join()
if self.running_graph_widget:
self.running_graph_widget.close()
self.close()使用
本文为演示工具效果，编写了一个简单的策略，根据ma60判断买卖点，策略代码如下：
def excute_strategy():
'''
1. 买入点：60日均线斜率为正，股价站上60日线
2. 卖出点：
1）. 股价低于买入价80%
2）. 股价跌破60日线
3). 60日均线斜率为负，股价距离60日线大于等于股价的10%
:return:
'''
import pandas as pd
import numpy as np
import talib
df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')
df = df.loc[df['openPrice'] > 0].copy()
df['open'] = df['openPrice']
df['close'] = df['closePrice']
df['high'] = df['highestPrice']
df['low'] = df['lowestPrice']
df['openPrice'] = df['openPrice'] * df['accumAdjFactor']
df['closePrice'] = df['closePrice'] * df['accumAdjFactor']
df['highestPrice'] = df['highestPrice'] * df['accumAdjFactor']
df['lowestPrice'] = df['lowestPrice'] * df['accumAdjFactor']
# 计算均线
close_list = df['closePrice']
df['ma60'] = talib.MA(close_list, 60)
df['signal'] = 0 # 默认信号为0
df['buy_price'] = np.nan # 买入价格
df['sell_price'] = np.nan # 卖出价格
df['ma60_slope'] = df['ma60']-df['ma60'].shift(1) # ma60的斜率
first_buy = False
buy_yeah = False
buy_price = None
df.reset_index(inplace=True)
df00 = df.copy()
for i,row in df.iterrows():
if (not buy_yeah) and row['ma60_slope']>0 and row['closePrice']>=row['ma60']:
first_buy = True
buy_yeah = True
buy_price = row['close']
df00.at[i,'buy_price'] = row['close']
df00.at[i,'signal'] = 1
if first_buy and buy_yeah and (row['close']-buy_price*0.8<=0
or row['closePrice']<row['ma60']
or (row['ma60_slope']<0 and row['closePrice']*0.9-row['ma60']<0)):
buy_yeah = False
df00.at[i,'sell_price'] = row['close']
df00.at[i,'signal'] = -1
pass
line_data = {
'title_str':'福耀玻璃',
'whole_header':['日期','收盘价','开盘价','最高价','最低价','ma60'],
'whole_pd_header':['tradeDate','closePrice','openPrice','highestPrice','lowestPrice','ma60'],
'line_pd_header':['ma60'],
'line_color_list':[4],
'whole_df':df00
}
return line_data
将策略代码保存为.py文件，保存到策略目录下，本文策略目录为：E:\temp010
运行入口工具：
if __name__ == '__main__':
QtCore.QCoreApplication.setAttribute(QtCore.Qt.HighDpiScaleFactorRoundingPolicy.PassThrough)
app = QtWidgets.QApplication(sys.argv)
t_win = StrategeMainWidget()
t_win.showMaximized()
app.exec()
pass
选择“策略目录”，策略下拉列表中会加载该目录下的策略文件名，选择要执行的策略，运行，运行完毕后，会显示K线与买卖点信号的图表
数据
链接：https://pan.baidu.com/s/1HPkMsDDyXTEgffoAVIhbZw
提取码：h80x
926
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
