K线形态识别_低档盘旋形

最新推荐文章于 2024-06-10 22:18:41 发布

程序猿与金融与科技

最新推荐文章于 2024-06-10 22:18:41 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/127784452

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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

低档盘旋形又称下档盘旋形，是在下跌趋势中先收出若干横盘的小阴线和小阳线，然后再收出一根跳空向下阴线的K线组合形态。

技术特征

1）出现在下跌趋势中。

2）由若干横盘的小阴线、小阳线和一根跳空向下的阴线组成。

技术含义

低档盘旋形是卖出信号，后市看跌。

K线形态策略代码

def excute_strategy(daily_file_path):
    '''
    名称：低档盘旋形
    识别：
    1. 若干横盘的小阴线和小阳线
    2. 再收出一根跳空向下阴线
    自定义：
    1. 若干 =》至少4根小K线
    2. 横盘 =》第一根小K线实体向上向下延展分别扩大一倍作为上边界和下边界，后续小K线实体不超出边界
    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 = '2013-01-01'
    end_date_str = '2014-01-01'
    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['small_yeah'] = 0
    df.loc[(df['body_length']/df['closePrice'].shift(1)>0.005) & (df['body_length']/df['closePrice'].shift(1)<0.015),'small_yeah'] = 1

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

    df['target_yeah'] = 0
    df.loc[df['gap_down_yeah']==1,'target_yeah'] = 1
    df.loc[df['small_yeah']==1,'target_yeah'] = 1

    df.reset_index(inplace=True)
    df['i_row'] = [i for i in range(len(df))]
    df['ext_0'] = df['target_yeah'] - df['target_yeah'].shift(1)
    df['ext_1'] = df['target_yeah'] - df['target_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()
    df_gap = df.loc[df['gap_down_yeah']==1].copy()

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

    if len(s_row_list)>0 and len(e_row_list)>0 and s_row_list[-1]>e_row_list[-1]:
        e_row_list.append(len(df)-1)

    clear_row_list = df_clear['i_row'].values.tolist()
    gap_row_list = df_gap['i_row'].values.tolist()

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

    s_list00 = []
    e_list00 = []
    for s,e in zip(s_list,e_list):
        if e-s < 5:
            continue
        temp_g = []
        for g in gap_row_list:
            if g>e:
                break
            if g>=s and g<=e:
                temp_g.append(g)
            pass
        if len(temp_g)<=0:
            continue
        for i,g0 in enumerate(temp_g):
            if i == 0:
                if g0-s<5:
                    continue
                s_list00.append(s)
                e_list00.append(g0)
            elif i == len(temp_g)-1:
                if e-g0 < 5:
                    continue
                s_list00.append(g0+1)
                e_list00.append(e)
            else:
                if temp_g[i+1]-g0 < 5:
                    continue
                s_list00.append(g0)
                e_list00.append(temp_g[i+1])
                pass
        pass

    df['signal'] = 0
    df['signal_name'] = ''
    for s,e in zip(s_list00,e_list00):
        up_point = df.iloc[s]['highestPrice'] + df.iloc[s]['body_length']
        down_point = df.iloc[s]['lowestPrice'] - df.iloc[s]['body_length']
        enter_yeah = True
        for i in range(s,e):
            if df.iloc[i]['highestPrice'] > up_point or df.iloc[i]['lowestPrice']<down_point:
                enter_yeah = False
                break
        if enter_yeah:
            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