K线形态识别_向下加速度线

最新推荐文章于 2023-07-31 21:09:21 发布

程序猿与金融与科技

最新推荐文章于 2023-07-31 21:09:21 发布

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分类专栏：金融 pandas基础与金融实例练习文章标签： python

本文链接：https://blog.csdn.net/m0_37967652/article/details/127734145

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写在前面：
1. 本文中提到的“K线形态查看工具”的具体使用操作请查看该博文；
2. K线形体所处背景，诸如处在上升趋势、下降趋势、盘整等，背景内容在K线形态策略代码中没有体现；
3. 文中知识内容来自书籍《K线技术分析》by邱立波。

解说

向下加速度线是指下跌过程中，股价或指数跌幅越来越大的K线组合。

技术特征

1）出现在下跌行情中。

2）下跌开始时跌速比较缓慢，然后下跌速度越来越快，连续收出中阴线或大阴线。

技术含义

向下加速度线是见底信号。

K线形态策略代码

def excute_strategy(daily_file_path):
    '''
    名称：向下加速度线
    识别：股价或指数跌幅越来越大的K线组合
    自定义：
    1. 连续检测5根K线，都为阴线
    2. 每连续两根K线，后一根开盘价低于前一根开盘价，收盘价低于前一根收盘价
    3. 连续5根，从前到后，跌幅越来越大
    4. 第四根为中阴线或长阴线，第五根为长阴线
    前置条件：计算时间区间 2021-01-01 到 2022-01-01
    :param daily_file_path: 股票日数据文件路径
    :return:
    '''
    import pandas as pd
    import os

    start_date_str = '2011-01-01'
    end_date_str = '2012-01-01'
    df = pd.read_csv(daily_file_path,encoding='utf-8')
    # 删除停牌的数据
    df = df.loc[df['openPrice'] > 0].copy()
    df['o_date'] = df['tradeDate']
    df['o_date'] = pd.to_datetime(df['o_date'])
    df = df.loc[(df['o_date'] >= start_date_str) & (df['o_date']<=end_date_str)].copy()
    # 保存未复权收盘价数据
    df['close'] = df['closePrice']
    # 计算前复权数据
    df['openPrice'] = df['openPrice'] * df['accumAdjFactor']
    df['closePrice'] = df['closePrice'] * df['accumAdjFactor']
    df['highestPrice'] = df['highestPrice'] * df['accumAdjFactor']
    df['lowestPrice'] = df['lowestPrice'] * df['accumAdjFactor']

    # 开始计算
    df['type'] = 0
    df.loc[df['closePrice']>=df['openPrice'],'type'] = 1
    df.loc[df['closePrice']<df['openPrice'],'type'] = -1

    df['body_length'] = abs(df['closePrice']-df['openPrice'])

    df['big_body_yeah'] = 0
    df.loc[(df['type']==-1) & (df['body_length']/df['closePrice'].shift(1)>0.04),'big_body_yeah'] = 1
    df['median_body_yeah'] = 0
    df.loc[(df['type']==-1) & (df['body_length']/df['closePrice'].shift(1)>0.02),'median_body_yeah'] = 1
    df['five_negative_yeah'] = 0
    df.loc[(df['type']==-1) & (df['type'].shift(1)==-1) & (df['type'].shift(2)==-1) & (df['type'].shift(3)==-1) & (df['type'].shift(4)==-1),'five_negative_yeah'] = 1

    df['close_pct'] = df['closePrice'] - df['closePrice'].shift(1)
    df['five_pct_yeah'] = 0
    df.loc[(df['close_pct']<df['close_pct'].shift(1)) & (df['close_pct'].shift(1)<df['close_pct'].shift(2)) & (df['close_pct'].shift(2)<df['close_pct'].shift(3)) & (df['close_pct'].shift(3)<df['close_pct'].shift(4)),'five_pct_yeah'] = 1

    df['five_fall_yeah'] = 0
    df.loc[(df['openPrice']<df['openPrice'].shift(1)) & (df['closePrice']<df['closePrice'].shift(1)) & (df['openPrice'].shift(1)<df['openPrice'].shift(2)) & (df['closePrice'].shift(1)<df['closePrice'].shift(2)) & (df['openPrice'].shift(2)<df['openPrice'].shift(3)) & (df['closePrice'].shift(2)<df['closePrice'].shift(3)) & (df['openPrice'].shift(3)<df['openPrice'].shift(4)) & (df['closePrice'].shift(3)<df['closePrice'].shift(4)),'five_fall_yeah'] = 1

    df['signal'] = 0
    df['signal_name'] = ''
    df.loc[(df['five_negative_yeah']==1) & (df['five_pct_yeah']==1) & (df['big_body_yeah']==1) & (df['median_body_yeah'].shift(1)==1) & (df['five_fall_yeah']==1),'signal'] = 1

    file_name = os.path.basename(daily_file_path)
    title_str = file_name.split('.')[0]

    line_data = {
        'title_str':title_str,
        'whole_header':['日期','收','开','高','低'],
        'whole_df':df,
        'whole_pd_header':['tradeDate','closePrice','openPrice','highestPrice','lowestPrice'],
        'start_date_str':start_date_str,
        'end_date_str':end_date_str,
        'signal_type':'duration',
        'duration_len':[5],
        'temp':len(df.loc[df['signal']==1])
    }
    return line_data