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
两阳夹一阴,又名两红夹一黑,顾名思义,就是两根较长的阳线重甲夹着一根较短的阴线。两红夹一黑既可以出现在上涨趋势中,也可以出现在下跌趋势中。
技术特征
1)既可以出现在上涨趋势中,也可以出现在下跌趋势中。
2)由两根较长的阳线夹着一根较短的阴线组成。
3)三根K线的中轴基本上在一个水平位置上。
技术含义
1)在上涨趋势中出现,继续看涨,持股不动。
2)在下跌趋势中出现是见底信号。
两阳夹一阴极少出现在下跌趋势中。收出第一根阳线,表明多方开始反击。次日空方再次打压,但却没有跌破前一日的低点,说明空方已力难从心。第三日,多方继续反击,第二次获得主动权,说明双方的力量对比正在发生强弱转换,预示股价或指数即将见底。
K线形态策略代码
def excute_strategy(daily_file_path):
'''
名称:两阳夹一阴(两红夹一黑)
识别:
1. 由两根较长的阳线夹着一根较短的阴线组成
2. 三根K线的中轴基本在一个水平位置上
自定义:
1. 基本在一个水平位置 =》 参差不超过0.5%
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['body_yeah'] = 0
df.loc[df['body_length']/df['closePrice'].shift(1)>0.005,'body_yeah'] = 1
df['three_yeah'] = 0
df.loc[(df['type']==1) & (df['body_yeah']==1) & (df['type'].shift(-1)==-1) & (df['body_yeah'].shift(-1)==1) & (df['type'].shift(-2)==1) & (df['body_yeah'].shift(-2)==1),'three_yeah'] = 1
df['center_val'] = (df['closePrice'] + df['openPrice'])/2
df['center_chg'] = df['center_val'] - df['center_val'].shift(1)
df['horizonal_yeah'] = 0
df.loc[(df['three_yeah']==1) & (df['center_chg'].shift(-1)/df['body_length']<0.005) & (df['center_chg'].shift(-2)/df['body_length']<0.005),'horizonal_yeah'] = 1
df['signal'] = 0
df['signal_name'] = ''
df.loc[(df['horizonal_yeah']==1) & (df['closePrice']>df['openPrice'].shift(-1)) & (df['openPrice'].shift(-1)<df['closePrice'].shift(-2)) & (df['openPrice']<df['closePrice'].shift(-1)) & (df['closePrice'].shift(-1)>df['openPrice'].shift(-2)),'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':[-1],
'temp':len(df.loc[df['signal']==1])
}
return line_data