K线形态识别_下跌抵抗

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

        下跌抵抗是指下降行情中，股价或指数收出若干连续跳空低开的阴线和阳线，其中阳线收盘价也低于前一根K线收盘价。

技术特征

1）出现在下跌途中。

2）由若干阴线和阳线组合而成，但阴线大大多于阳线。

3）连续跳空低开，即使是阳线，其收盘价也比前一根K线的收盘价低。

技术含义

        下跌抵抗是卖出信号，后市看跌。

        下跌抵抗表明空方占据了绝对优势，后市不容乐观，持筹的交易者要清仓，持币的交易者不应入场抢反弹。

K线形态策略代码

def excute_strategy(daily_file_path):
    '''
    名称：下跌抵抗
    识别：收出若干连续跳空低开的阴线和阳线，其中阳线收盘价也低于前一根K线的收盘价
    自定义：
    1. 至少4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['gap_val'] = 0
    df.loc[(df['type']==1) & (df['type'].shift(1)==1),'gap_val'] = df['closePrice'] - df['openPrice'].shift(1)
    df.loc[(df['type']==1) & (df['type'].shift(1)==-1),'gap_val'] = df['closePrice'] - df['closePrice'].shift(1)
    df.loc[(df['type']==-1) & (df['type'].shift(1)==1),'gap_val'] = df['openPrice'] - df['openPrice'].shift(1)
    df.loc[(df['type']==-1) & (df['type'].shift(1)==-1),'gap_val'] = df['openPrice'] - df['closePrice'].shift(1)

    df['gap_yeah'] = 0
    df.loc[df['gap_val']<0,'gap_yeah'] = 1

    df.reset_index(inplace=True)
    df['i_row'] = [i for i in range(len(df))]
    df['ext_0'] = df['gap_yeah'] - df['gap_yeah'].shift(1)
    df['ext_1'] = df['gap_yeah'] - df['gap_yeah'].shift(-1)

    df_s = df.loc[df['ext_0']==1].copy()
    df_e = df.loc[df['ext_1']==1].copy()

    df_clear = df.loc[(df['ext_0']==1) & (df['ext_1']==1)].copy()

    s_row_list = df_s['i_row'].values.tolist()
    e_row_list = df_e['i_row'].values.tolist()
    clear_row_list = df_clear['i_row'].values.tolist()

    two_row_list = s_row_list + e_row_list
    two_row_list.sort()
    s_list = []
    e_list = []
    start_yeah = False
    for item in two_row_list:
        if item in clear_row_list:
            continue
        if start_yeah:
            if item in s_row_list:
                s_list.append(item)
            if item in e_row_list:
                e_list.append(item)
        else:
            if item in s_row_list:
                s_list.append(item)
                start_yeah = True
            pass

    df['signal'] = 0
    df['signal_name'] = ''
    # 发现第一个合理的序列就继续下一对 s e
    for s,e in zip(s_list,e_list):
        if e-s < 4:
            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