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“顶天立地,卖出要急”,是指在股价上涨的过程中,出现了长上影K线(或长实体K线),同时放出了成交量的形态组合。这是一种典型的见顶信号,后市的震荡一般很大。
出现“顶天立地,卖出要急” 的形态后,股票投资者需遵循以下操作原则。
1)此形态在股价顶部出现时要坚决迅速卖出,同时不经过较长期的股市震荡,不能轻易进场购入股票
2)如果上述形态出现在下降途中,应按处在天顶部位一样操作,坚决卖出。
3)如果上述形态出现在上升途中波段峰顶部位,卖出股票后二次调整到为就可重新介入。
4)有时大成交量与长上影K线并不在同一天出现,甚至只出现一种情况,但卖出信号并不弱于本形态。
策略代码
def excute_strategy(base_data,data_dir):
'''
卖出口诀 - 顶天立地,卖出要急
解析:
1. 出现上长影K线(或长实体K线),同时放出了大成交量
自定义:
1. 上长影K线 =》上影线是实体1倍以上
2. 长实体K线 =》 K线实体是昨收2%以上
3. 大成交量 =》成交量是昨日的2倍以上
4. 卖出时点 =》 形态出现后下一交易日
5. 胜 =》 卖出后第三个交易日收盘价下跌,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
from tools import stock_factor_caculate
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 = {}
factor_list = ['VOL']
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['body_length'] = abs(df['closePrice']-df['openPrice'])
df['up_shadow'] = 0
df.loc[df['closePrice']>df['openPrice'],'up_shadow'] = df['highestPrice'] - df['closePrice']
df.loc[df['closePrice']<df['openPrice'],'up_shadow'] = df['highestPrice'] - df['openPrice']
df['median_body'] = 0
df.loc[(df['body_length']/df['closePrice'].shift(1)>0.02) & (df['up_shadow']/df['body_length']>=1),'median_body'] = 1
df['vol_yeah'] = 0
df.loc[df['turnoverVol']/df['turnoverVol'].shift(1)>=2,'vol_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_yeah'] = 0
df.loc[(df['median_body']==1) & (df['vol_yeah']==1),'target_yeah'] = 1
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-2,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,
'factor_list':factor_list
}
return results_data
结果
本文校验的数据是随机抽取的81个股票