K线形态识别_多方尖兵(仙人指路)

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

技术特征

技术含义

K线形态策略代码

结果​

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解说

        多方尖兵又称仙人指路，出现在上涨行情中。该形态由若干向上倾斜、收在第一根中阳线或大阳线长上影线上方的K线组成。

技术特征

1）出现在上涨行情中。

2）由若干K线组合而成。

3）在拉出一根中阳线或大阳线时留下一根较长的上影线。

4）股价回落后不久又涨至上影线的上方。

技术含义

        多方尖兵是买入信号，后市看涨。

        多方尖兵是多方主力在发动全面进攻前的一次试探性进攻，主要是为了测试以下上方的施压。K线图上长长的上影线，犹如深入空方腹地的尖兵，所以称之为多方尖兵。交易者可以在多方尖兵形态完成后适量介入。

K线形态策略代码

def excute_strategy(daily_file_path):
    '''
    名称：多方尖兵(仙人指路)
    识别：由若干向上倾斜、收在第一根中阳线或大阳线长上影线上方的K线组成
    自定义：
    1. 若干=》至少5根
    2. 长上影线 =》上影线长度是实体的1倍以上
    3. 长上影线上方=》后续K线的最低价要在第一根实体中心位置上方
    4. 最后一根最高价要在第一根长上影线顶点的0.5%以上,但不要多出上影线的二分之一
    5. 向上倾斜=》第二根开始，阳线取收盘价，阴线取中心点的连线后半部分的变化量要大于前半部分的变化量
    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 = '1998-01-01'
    end_date_str = '1999-01-01'
    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['median_type'] = 0
    df.loc[(df['type']==1) & (df['body_length']/df['closePrice']>0.02) & (df['highestPrice']-df['closePrice']>=df['body_length']),'median_type'] = 1
    df['center_val'] = 0
    df.loc[df['type']==1,'center_val'] = df['closePrice']
    df.loc[df['type']==-1,'center_val'] = (df['closePrice']+df['openPrice'])/2
    df['center_chg'] = df['center_val'] - df['center_val'].shift(1)

    df.reset_index(inplace=True)
    df['i_row'] = [i for i in range(0, len(df))]
    df_median = df.loc[df['median_type']==1].copy()
    s_list = []
    e_list = []
    median_row_list = df_median['i_row'].values.tolist()
    for i in range(0,len(median_row_list)-1):
        e_node = median_row_list[i+1]
        s_node = median_row_list[i]
        if e_node - s_node < 5:
            continue
        first_point = df.iloc[s_node]['closePrice']-df.iloc[s_node]['body_length']/2
        temp_e = 0
        for i0 in range(s_node+1,e_node):
            if df.iloc[i0]['lowestPrice'] < first_point:
                break
            else:
                temp_e += 1
            pass
        if temp_e - s_node < 5:
            continue
        temp_e1 = None
        highest_point = df.iloc[s_node]['highestPrice']*0.95
        highest_point2 = df.iloc[s_node]['highestPrice'] + (df.iloc[s_node]['highestPrice']-df.iloc[s_node]['closePrice'])/2
        for i1 in range(temp_e,temp_e-5,-1):
            if df.iloc[i1]['highestPrice'] > highest_point and df.iloc[i1]['highestPrice'] < highest_point2:
                break
            else:
                temp_e1 = i1
            pass
        if not temp_e1:
            temp_e1 = temp_e
        if temp_e1 - s_node < 5:
            continue
        fix_sum = 0
        pre_sum = 0
        center_point = int((temp_e1 + s_node)/2)
        for i2 in range(temp_e1,center_point,-1):
            fix_sum += df.iloc[i2]['center_chg']
            pass
        for i3 in range(s_node+1,center_point):
            pre_sum += df.iloc[i3]['center_chg']
        if pre_sum > fix_sum:
            continue
        s_list.append(s_node)
        e_list.append(temp_e1)
        pass

    df['signal'] = 0
    df['signal_name'] = ''
    for s, e in zip(s_list, e_list):
        if e - s < 5:
            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

结果