K线形态识别_三只乌鸦(暴跌三杰)

最新推荐文章于 2024-06-17 17:35:06 发布

程序猿与金融与科技

最新推荐文章于 2024-06-17 17:35:06 发布

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分类专栏：金融 pandas基础与金融实例练习文章标签： python

本文链接：https://blog.csdn.net/m0_37967652/article/details/127768233

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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。

解说

三只乌鸦又叫暴跌三杰，是由上涨趋势中以跳高开盘的三根大阴线或中阴线组成的。

技术特征

1）出现在上涨趋势中。

2）由三根跳高开盘的大阴线或中阴线组成。

技术含义

三只乌鸦是见顶信号，后市看跌。

三只乌鸦表明经过连续的上涨，多方已是强弩之末。虽然每次开盘都竭尽全力跳高开盘，但却无力维持，开盘之后马上就被空方当头杀黑，一连三天都是如此。虽然每次都是跳高开盘，但股价或指数却一天比一天走低，昔日多方一路逼空的辉煌已经不再。交易者可以减仓或清仓。

K线形态策略代码

def excute_strategy(daily_file_path):
    '''
    名称：三只乌鸦(暴跌三杰)
    识别：以跳高开盘的三根大阴线或中阴线组成
    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['median_negative_yeah'] = 0
    df.loc[(df['type']==-1) & (df['body_length']/df['closePrice'].shift(1)>0.02),'median_negative_yeah'] = 1

    df['three_yeah'] = 0
    df.loc[(df['median_negative_yeah']==1) & (df['median_negative_yeah'].shift(-1)==1) & (df['median_negative_yeah'].shift(-2)==1),'three_yeah'] = 1

    df['three_down_yeah'] = 0
    df.loc[(df['three_yeah']==1) & (df['closePrice']>df['closePrice'].shift(-1)) & (df['closePrice'].shift(-1)>df['closePrice'].shift(-2)),'three_down_yeah'] = 1

    df['four_yeah'] = 0
    df.loc[(df['three_down_yeah']==1) & (df['type'].shift(1)==1) & (df['closePrice'].shift(1)<df['openPrice']),'four_yeah'] = 1
    df.loc[(df['three_down_yeah']==1) & (df['type'].shift(1)==-1) & (df['openPrice'].shift(1)<df['openPrice']),'four_yeah'] = 1

    df['signal'] = 0
    df['signal_name'] = ''
    df.loc[df['four_yeah']==1,'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