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
淡友反攻是在上涨过程中先收出一根中阳线或大阳线,接着收出一根高开中阴线或大阴线,阴线的收盘价与阳线的收盘价相同或相近。
技术特征
1)出现在上涨趋势中。
2)由一阳一阴两根K线组合而成。
3)先是收出一根中阳线或大阳线,接着是一根跳空高开的中阴线或大阴线。
4)阴线的收盘价在前一根阳线收盘价相同或相近的位置。
技术含义
淡友反攻是见顶信号。
淡友反攻与好友反攻是相对的K线形态,二者形态相同,颜色、方向和技术含义相反,都是反转形态的预警信号。交易者见到淡友反攻,可以减仓,也可以不减,但一定要做好随时离场的准备。
K线形态策略代码
def excute_strategy(daily_file_path):
'''
名称:淡友反攻
识别:
1. 先收出一根中阳线或大阳线,接着收出一根高开中阴线或大阴线
2. 阴线的收盘价与阳线的收盘价相同或相近
自定义:
1. 相同或相近=》差距不超过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['m_position_yeah'] = 0
df.loc[(df['type']==1) & (df['body_length']/df['closePrice'].shift(1)>0.02),'m_position_yeah'] = 1
df['m_negative_yeah'] = 0
df.loc[(df['type']==-1) & (df['body_length']/df['closePrice'].shift(1)>0.02),'m_negative_yeah'] = 1
df['two_yeah'] = 0
df.loc[(df['m_position_yeah']==1) & (df['m_negative_yeah'].shift(-1)==1),'two_yeah'] = 1
df['signal'] = 0
df['signal_name'] = ''
df.loc[(df['two_yeah']==1) & (abs(df['closePrice']-df['closePrice'].shift(-1))/df['closePrice']<0.005),'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':[0],
'temp':len(df.loc[df['signal']==1])
}
return line_data