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。
目录
解说
连续跳空三阴线是在下跌过程中出现的连续三根向下跳空低开的阴线。
技术特征
1)出现在下跌趋势中。
2)连续出现三根向下跳空低开的阴线。
技术含义
连续跳空三阴线是见底信号。
《曹秽论战》中有一句话“一鼓作气,再而衰,三而竭”。这句话说明,凡是不可一而再,再而三。孔子说“过犹不及”,说的也是“中庸”,也就是“适可而止”。股市也一样,事情过度了,就要回头。连续跳空三阴线,将空方气势如虹的斗志和不可一世的张狂表现得淋漓尽致,但物极必反,刚刚多易折。老子说“飘风不终朝,骤雨不终日”,这是自然的规律,股市岂能例外。所以连续跳空三阴线是见底信号。’
K线形态策略代码
def excute_strategy(daily_file_path):
'''
名称:连续跳空三阴线
识别:连续三根向下跳空低开的阴线
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 = '2021-01-01'
end_date_str = '2022-01-01'
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['four_negative_yeah'] = 0
df.loc[(df['type']==-1) & (df['type'].shift(-1)==-1) & (df['type'].shift(-2)==-1) & (df['type'].shift(-3)==-1),'four_negative_yeah'] = 1
df['signal'] = 0
df['signal_name'] = ''
df.loc[(df['four_negative_yeah']==1) & (df['closePrice']-df['openPrice'].shift(-1)>0) & (df['closePrice'].shift(-1)-df['openPrice'].shift(-2)>0) & (df['closePrice'].shift(-2)-df['openPrice'].shift(-3)>0),'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':[-2],
'temp':len(df.loc[df['signal']==1])
}
return line_data