写在前面:
1. 本文中提到的“股票策略校验工具”的具体使用操作请查看该博文;
2. 文中知识内容来自书籍《同花顺炒股软件从入门到精通》
3. 本系列文章是用来学习技法,文中所得内容都仅仅只是作为演示功能使用
目录
解说
所谓“身抱多线”是指股价跌到低位后,出现一条较长实体的K线,将前面两条以上的K线包裹起来。该形态预示着做空动能释放完毕,是非常可靠的见底讯号。
出现“身抱多线”的形态后,股票投资者需要遵循以下操作原则。
1)“身抱多线”的形态如果出现在股价暴跌后的底部低位区域为买入信号。
2)“身抱多线”的形态如果出现在股票拉升的初期和中期也是很强的买入信号。
3)“身抱多线”的形态如果出现在高位或下降通道中则不宜参与。
“身抱多线”具有两种形态:一是大阳线包裹前面的多条小K线,二是大阴线包裹前面的多条小K线。两种形态的性质是一样的,均是蓄势待升的信号,可积极关注。
策略代码
def excute_strategy(base_data,data_dir):
'''
买入口诀 - 身抱多线,好景出现
解析:
1. 出现一条较长实体的K线,将前面两条以上的K线包裹起来
自定义:
1. 两条以上 =》检验三条
2. 买入点 =》五阳后一个交易日收盘价
3. 胜 =》 买入后第三日收盘价涨跌幅,正为胜
只计算最近两年的数据
:param base_data:股票代码与股票简称 键值对
:param data_dir:股票日数据文件所在目录
:return:
'''
import pandas as pd
import numpy as np
import talib,os
from datetime import datetime
from dateutil.relativedelta import relativedelta
def res_pre_two_year_first_day():
pre_year_day = (datetime.now() - relativedelta(years=2)).strftime('%Y-%m-%d')
return pre_year_day
caculate_start_date_str = res_pre_two_year_first_day()
dailydata_file_list = os.listdir(data_dir)
total_count = 0
total_win = 0
check_count = 0
list_list = []
detail_map = {}
for item in dailydata_file_list:
item_arr = item.split('.')
ticker = item_arr[0]
secName = base_data[ticker]
file_path = data_dir + item
df = pd.read_csv(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'] >= caculate_start_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']
if len(df)<=0:
continue
# 开始计算
df.reset_index(inplace=True)
df['i_row'] = [i for i in range(len(df))]
df['up_val'] = 0
df.loc[df['closePrice']>=df['openPrice'],'up_val'] = df['closePrice']
df.loc[df['closePrice']<df['openPrice'],'up_val'] = df['openPrice']
df['down_val'] = 0
df.loc[df['closePrice']<df['openPrice'],'down_val'] = df['closePrice']
df.loc[df['closePrice']>=df['openPrice'],'down_val'] = df['openPrice']
df['target_yeah'] = 0
df.loc[(df['up_val']>=df['up_val'].shift(1)) & (df['up_val']>=df['up_val'].shift(2)) & (df['up_val']>=df['up_val'].shift(3)) & (df['down_val']<=df['down_val'].shift(1)) & (df['down_val']<=df['down_val'].shift(2)) & (df['down_val']<=df['down_val'].shift(3)),'target_yeah'] = 1
df['three_chg'] = round(((df['close'].shift(-3) - df['close']) / df['close']) * 100, 4)
df['three_after_close'] = df['close'].shift(-3)
df_target = df.loc[df['target_yeah']==1].copy()
node_count = 0
node_win = 0
duration_list = []
table_list = []
i_row_list = df_target['i_row'].values.tolist()
for i,row0 in enumerate(i_row_list):
row = row0 + 1
if row >= len(df):
continue
date_str = df.iloc[row]['tradeDate']
cur_close = df.iloc[row]['close']
three_after_close = df.iloc[row]['three_after_close']
three_chg = df.iloc[row]['three_chg']
table_list.append([
i,date_str,cur_close,three_after_close,three_chg
])
duration_list.append([row-4,row+3])
node_count += 1
if three_chg>0:
node_win +=1
pass
list_list.append({
'ticker':ticker,
'secName':secName,
'count':node_count,
'win':0 if node_count<=0 else round((node_win/node_count)*100,2)
})
detail_map[ticker] = {
'table_list': table_list,
'duration_list': duration_list
}
total_count += node_count
total_win += node_win
check_count += 1
pass
df = pd.DataFrame(list_list)
results_data = {
'check_count':check_count,
'total_count':total_count,
'total_win':0 if total_count<=0 else round((total_win/total_count)*100,2),
'start_date_str':caculate_start_date_str,
'df':df,
'detail_map':detail_map
}
return results_data
结果
本文校验的数据是随机抽取的81个股票