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
上升弧形线又称向上弧形线,出现在上涨初期,由若干K线形成走势呈向上抛物线的K线组合形态。
技术特征
1)在涨势初期出现。
2)由若干K线组成。
3)股价走势是一个向上的抛物线。
技术含义
上升弧形线是买进信号,后市看涨。
股价的升幅缓慢,在上下波动中底部逐渐抬高,呈一个向上的抛物线,形成上升弧形线。上升弧形线一般是主力操控股价留下的痕迹,这种不温不火的走势表明主力志在长远。从另一个角度看,收出上升弧形线的股票,大多基本面状况良好或即将有重大改善。因此大多数收出上升弧形线的股票,上涨周期都较长,上涨幅度有较大。
交易者一旦发现走出上升弧形线的股票,可以逐渐加仓并耐心持有,直到趋势出现逆转信号为止。
K线形态策略代码
def excute_strategy(daily_file_path):
'''
名称:上升(向上)弧形线
识别:若干K线形成走势呈向上抛物线的K线组合形态
自定义:
1. 向上抛物线 =》实体中心点向上递增
2. 若干 =》至少5根
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['body_length'] = abs(df['closePrice']-df['openPrice'])
df['center_val'] = (df['closePrice'] + df['openPrice'])/2
df['center_val0'] = 0
df.loc[df['type']==1,'center_val0'] = df['closePrice']
df.loc[df['type']==-1,'center_val0'] = (df['closePrice'] + df['openPrice'])/2
df['center_chg'] = df['center_val'] - df['center_val'].shift(1)
df['center_chg0'] = df['center_val0'] - df['center_val0'].shift(1)
df['center_chg1'] = df['closePrice'] - df['closePrice'].shift(1)
df['target_yeah'] = 0
df.loc[df['center_chg']>0,'target_yeah'] = 1
df.loc[df['center_chg0']>0,'target_yeah'] = 1
df.loc[df['center_chg1']>0,'target_yeah'] = 1
df['ext_0'] = df['target_yeah'] - df['target_yeah'].shift(1)
df['ext_1'] = df['target_yeah'] - df['target_yeah'].shift(-1)
df.reset_index(inplace=True)
df['i_row'] = [i for i in range(0, len(df))]
df_m_s = df.loc[df['ext_0'] == 1].copy()
df_m_e = df.loc[df['ext_1'] == 1].copy()
i_row_s = df_m_s['i_row'].values.tolist()
i_row_e = df_m_e['i_row'].values.tolist()
i_row_two = i_row_s + i_row_e
i_row_two.sort()
df['signal'] = 0
df['signal_name'] = ''
for s, e in zip(i_row_s, i_row_e):
if e - s < 5:
continue
# 分成三段,center_chg 累计和递增
sum0 = 0
sum1 = 0
sum2 = 0
temp_len = int((e - s) / 3)
for i in range(s, s + temp_len):
sum0 += df.iloc[i]['center_chg']
for i in range(s + temp_len, s + 2 * temp_len):
sum1 += df.iloc[i]['center_chg']
for i in range(s + 2 * temp_len, e + 1):
sum2 += df.iloc[i]['center_chg']
if sum0*2<sum1 and sum1*2<sum2 and (sum0 + sum1) < sum2:
pass
else:
continue
df.loc[(df['i_row'] >= s) & (df['i_row'] <= e), 'signal'] = 1
df.loc[(df['i_row'] >= s) & (df['i_row'] <= e), 'signal_name'] = str(e - s)
pass
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_detail',
'duration_len':[],
'temp':len(df.loc[df['signal']==1])
}
return line_data