同花顺Supermind量化交易 技术面分析专题（一）-- 相似k线的形态验证与选股

形态验证并选股-“相似K线”的技术应用:

“W底”，“多头上涨”，“趋势回踩”，”上涨中继“这些都是常见的K线形态，以”上涨中继“为例，当股价快速上涨后，出现盘整形态而非顶部形态，预示股价还会进一步上涨，那么本节主要讲述”上涨中继”形态是否能够预测未来股价上涨，以及如何应用“上涨中继”形态，来快速选股。 

第一步：选取一段标准的“上涨中继”形态K线图
 

 

第二步：形态验证，在历史行情中寻找相似度高达0.8的K线图，并计算后5日、20日、60日的收益率。分析： 1.历史4年中“上涨中继”形态发生后，后5日上涨概率仅为30%，后20上涨概率也仅为50%，但后60日上涨概率高达70% 2.形态发生后，5日收益率均值为-2.45%，20日收益率均值仅为0.97%，但后60日收益率均值高达15.60% 并初步得出结论： 上涨中继形态发生后，技术分析者应该尽量选择低位介入，并且持有一段时间，而不是早早离场。 

 

 

 

第三步：形态选股应用，我们认为“上涨中继”是一个较优质的中线买入机会，我们对全市场个股进行“上涨中继”形态选股，寻找出相似度最高的股票：ST天业，相似度为0.895，K线形态符合“上涨中继”，如下： 

结束语:

"相似K线"技术相比于传统的K线组合而言更具技术性，其还有较多的运用空间，比如：运用顶部形态来监控个股潜在的下跌风险，运用相似度来监控个股是否脱离大盘走势，研究各类形态的上涨预测能力，并应用于选股等等。 注意：文中对股价的预测来源于模型运算结果，不构成投资建议！

参考文献:

-日本蜡烛图技术 [美] 史蒂夫·尼森

点击获取内容完整源码（仅支持PC）:

点击→机器学习

微信扫码，在线阅读~:

形态验证:快速上涨后，出现盘整形态，后续上涨的可能性多大？

data = get_price('603383.SH',None,'20190114','1d',['open','high','low','close'],bar_count=60,is_panel =1)

startdate ='20181019'
enddate ='20190114'

import numpy as np
import matplotlib.pyplot as plt 
from matplotlib.finance import candlestick2_ohlc
import datetime

close1 = data['close']
open1 = data['open']
high1 = data['high']
low1 = data['low']

#画图
fig,ax = plt.subplots(figsize = (10,6.18),facecolor='white')
fig.subplots_adjust() 

ticks = ax.set_xticks([0,60])
labels = ax.set_xticklabels([startdate,enddate], fontsize=10) 


plt.yticks()  
plt.title("{} K线走势图".format('上涨中继'),fontsize = 15)  
plt.ylabel("股价",fontsize = 15)  
candlestick2_ohlc(ax,open1,high1,low1,close1,width=0.6,colorup='red',colordown='green')

(<matplotlib.collections.LineCollection at 0x7f8b266317f0>,
 <matplotlib.collections.PolyCollection at 0x7f8b26983da0>)

data = get_price('603383.SH','20181019','20190211','1d',['open','high','low','close'],is_panel =1)

startdate ='20181019'
enddate ='20190211'

import numpy as np
import matplotlib.pyplot as plt 
from matplotlib.finance import candlestick2_ohlc
import datetime

close1 = data['close']
open1 = data['open']
high1 = data['high']
low1 = data['low']

#画图
fig,ax = plt.subplots(figsize = (10,6.18),facecolor='white')
fig.subplots_adjust() 

ticks = ax.set_xticks([0,60])
labels = ax.set_xticklabels([startdate,enddate], fontsize=10) 

#支撑线
plt.plot([60,60],[np.min(low1),np.max(high1)],'gold',linewidth=3)

plt.yticks()  
plt.title("{}形态发生后，理想中的后续走势".format('上涨中继'),fontsize = 15)  
plt.ylabel("股价",fontsize = 15)  
candlestick2_ohlc(ax,open1,high1,low1,close1,width=0.6,colorup='red',colordown='green')

(<matplotlib.collections.LineCollection at 0x7f8b25d5b978>,
 <matplotlib.collections.PolyCollection at 0x7f8b25d5b780>)

data = get_price('603383.SH',None,'20190114','1d',['open','high','low','close'],bar_count=60,is_panel =1)

close1 = data['close']
open1 = data['open']
high1 = data['high']
low1 = data['low']


indexcode = '000300.SH'
startdate = '20140101'
enddate = '20190201'
stocklist = get_index_stocks(indexcode,enddate)
data = get_price(stocklist,startdate,enddate,'1d',['open','high','low','close'],is_panel =1)
#收盘价
closedf = data['close'].fillna(0)
opendf = data['open'].fillna(0)
highdf = data['high'].fillna(0)
lowdf = data['low'].fillna(0)


dt = pd.DataFrame(columns=['stock','startdate','enddate','T'])

trade = list(closedf.index.strftime('%Y%m%d'))
num = trade.index(enddate)
stocklist = list(closedf.columns)
y=0
import datetime
for d in list(range(60,num-20,20)):
    print(d,num)
    close2 = closedf.iloc[d-59:d+1]
    opens2 = opendf.iloc[d-59:d+1]
    high2 = highdf.iloc[d-59:d+1]
    low2 = lowdf.iloc[d-59:d+1]

    for s in stocklist:
        corropen = round(np.corrcoef(open1,opens2[s])[0][1],3)
        corrhigh = round(np.corrcoef(high1,high2[s])[0][1],3)
        corrlow = round(np.corrcoef(low1,low2[s])[0][1],3)
        corrclose = round(np.corrcoef(close1,close2[s])[0][1],3)

        #综合值
        T = (corropen+corrhigh+corrlow+corrclose)/4
        startdate = trade[d-59]
        enddate = trade[d+1]
        dt.loc[y] = [s,startdate,enddate,T]
        y+=1
        
dt = dt.fillna(0)
dt = dt.sort_values(by='T',ascending=False)
dt

60 1242
80 1242
100 1242
120 1242
140 1242
160 1242
180 1242
200 1242
220 1242
240 1242
260 1242
280 1242
300 1242
320 1242
340 1242
360 1242
380 1242
400 1242
420 1242
440 1242
460 1242
480 1242
500 1242
520 1242
540 1242
560 1242
580 1242
600 1242
620 1242
640 1242
660 1242
680 1242
700 1242
720 1242
740 1242
760 1242
780 1242
800 1242
820 1242
840 1242
860 1242
880 1242
900 1242
920 1242
940 1242
960 1242
980 1242
1000 1242
1020 1242
1040 1242
1060 1242
1080 1242
1100 1242
1120 1242
1140 1242
1160 1242
1180 1242
1200 1242
1220 1242

Out[29]:

	stock	startdate	enddate	T
2046	601328.SH	20140703	20140926	0.92825
2066	601788.SH	20140703	20140926	0.92750
14425	000703.SZ	20171208	20180312	0.92525
13279	002460.SZ	20170811	20171110	0.92400
1859	002142.SZ	20140703	20140926	0.92225
3194	600637.SH	20141031	20150127	0.91750
1916	600000.SH	20140703	20140926	0.91350
9898	603986.SH	20160816	20161117	0.91200
4871	002310.SZ	20150429	20150724	0.91000
4977	600482.SH	20150429	20150724	0.90850
9533	601166.SH	20160719	20161020	0.90450
11941	601228.SH	20170317	20170616	0.90325
14971	601838.SH	20180108	20180411	0.90300
5383	601985.SH	20150528	20150821	0.90200
1921	600015.SH	20140703	20140926	0.90075
6901	000002.SZ	20151124	20160224	0.90000
12625	000703.SZ	20170616	20170908	0.89900
14093	603260.SH	20171013	20180108	0.89825
5310	600886.SH	20150528	20150821	0.89750
3776	600438.SH	20141226	20150331	0.89675
1803	000069.SZ	20140703	20140926	0.89625
2079	601901.SH	20140703	20140926	0.89575
2022	601009.SH	20140703	20140926	0.89500
11382	601939.SH	20170113	20170418	0.89475
2082	601939.SH	20140703	20140926	0.89475
2089	601998.SH	20140703	20140926	0.89350
2453	002044.SZ	20140828	20141128	0.89300
1932	600036.SH	20140703	20140926	0.89125
240	601225.SH	20140103	20140404	0.89075
9416	600000.SH	20160719	20161020	0.88725
...	...	...	...	...
10657	600233.SH	20161117	20170217	-0.86350
16076	600438.SH	20180511	20180806	-0.86425
5164	002230.SZ	20150528	20150821	-0.86425
2738	000895.SZ	20140926	20141226	-0.86475
7396	600674.SH	20151222	20160323	-0.86825
11925	601021.SH	20170317	20170616	-0.86825
14339	601216.SH	20171110	20180205	-0.86850
10763	601688.SH	20161117	20170217	-0.86875
11936	601198.SH	20170317	20170616	-0.86900
14379	601901.SH	20171110	20180205	-0.86900
14863	600339.SH	20180108	20180411	-0.87000
9747	600153.SH	20160816	20161117	-0.87000
365	002236.SZ	20140207	20140507	-0.87075
15448	600157.SH	20180312	20180608	-0.87100
12086	002558.SZ	20170418	20170714	-0.87575
12015	000503.SZ	20170418	20170714	-0.87675
15385	002555.SZ	20180312	20180608	-0.87825
10725	601021.SH	20161117	20170217	-0.87975
14711	000413.SZ	20180108	20180411	-0.88000
16123	601012.SH	20180511	20180806	-0.88050
16553	002044.SZ	20180709	20181009	-0.88150
16244	000983.SZ	20180608	20180903	-0.88225
15977	002450.SZ	20180511	20180806	-0.88375
16209	000402.SZ	20180608	20180903	-0.88650
15993	002673.SZ	20180511	20180806	-0.89125
3392	002625.SZ	20141128	20150303	-0.89250
209	600867.SH	20140103	20140404	-0.90050
10890	002602.SZ	20161215	20170317	-0.90350
12097	002797.SZ	20170418	20170714	-0.91150
8847	600153.SH	20160520	20160816	-0.91225

17700 rows × 4 columns

In [30]:

for s in [0,-1]:
    stock = dt.iloc[s].stock
    startdate = dt.iloc[s].startdate
    enddate = dt.iloc[s].enddate

    import numpy as np
    import matplotlib.pyplot as plt 
    from matplotlib.finance import candlestick2_ohlc
    import datetime
    s = stock

    trade = list(closedf.index.strftime('%Y%m%d'))
    num = trade.index(enddate)
    close1 = closedf[s].iloc[num-59:num+21]
    open1 = opendf[s].iloc[num-59:num+21]
    high1 = highdf[s].iloc[num-59:num+21]
    low1 = lowdf[s].iloc[num-59:num+21]

    #画图
    fig,ax = plt.subplots(figsize = (10,6.18),facecolor='white')
    fig.subplots_adjust() 
    #支撑线
    plt.plot([60,60],[np.min(low1),np.max(high1)],'gold',linewidth=3)
    ticks = ax.set_xticks([0,60])
    labels = ax.set_xticklabels([startdate,enddate], fontsize=10) 

    plt.yticks()  
    plt.title("{} K线走势图".format(s),fontsize = 15)  
    plt.ylabel("股价",fontsize = 15)  
    candlestick2_ohlc(ax,open1,high1,low1,close1,width=0.6,colorup='red',colordown='green')

highdt = dt[dt['T']>0.8]
highdt['code'] = highdt.index
highdt['buyprice'] = highdt['code'].apply(lambda x:closedf[list(highdt['stock'])[list(highdt['code']).index(x)]].iloc[list(highdt['code']).index(x)])
highdt = highdt[highdt['buyprice']!=0]
highdt['5day'] = highdt['code'].apply(lambda x:closedf[list(highdt['stock'])[list(highdt['code']).index(x)]].iloc[list(highdt['code']).index(x)+5])
highdt['20day'] = highdt['code'].apply(lambda x:closedf[list(highdt['stock'])[list(highdt['code']).index(x)]].iloc[list(highdt['code']).index(x)+20])
highdt['60day'] = highdt['code'].apply(lambda x:closedf[list(highdt['stock'])[list(highdt['code']).index(x)]].iloc[list(highdt['code']).index(x)+60])
highdt['5day']=highdt['5day']/highdt['buyprice']-1
highdt['20day']=highdt['20day']/highdt['buyprice']-1
highdt['60day']=highdt['60day']/highdt['buyprice']-1
highdt

stock	startdate	enddate	T	code	buyprice	5day	20day	60day
2046	601328.SH	20140703	20140926	0.92825	2046	2.46	-0.012195	-0.016260	-0.032520
2066	601788.SH	20140703	20140926	0.92750	2066	7.42	-0.084906	-0.060647	-0.080863
14425	000703.SZ	20171208	20180312	0.92525	14425	4.88	-0.096311	-0.008197	-0.026639
13279	002460.SZ	20170811	20171110	0.92400	13279	3.46	-0.031792	0.309249	0.462428
1859	002142.SZ	20140703	20140926	0.92225	1859	4.32	-0.064815	-0.004630	-0.002315
3194	600637.SH	20141031	20150127	0.91750	3194	31.28	-0.026535	-0.039003	-0.158568
1916	600000.SH	20140703	20140926	0.91350	1916	4.98	-0.042169	0.024096	0.098394
4871	002310.SZ	20150429	20150724	0.91000	4871	7.44	-0.026882	0.056452	-0.134409
4977	600482.SH	20150429	20150724	0.90850	4977	8.69	-0.002301	0.146145	0.215190
9533	601166.SH	20160719	20161020	0.90450	9533	6.61	0.007564	0.039334	0.077156
1921	600015.SH	20140703	20140926	0.90075	1921	4.46	-0.020179	0.006726	0.044843
6901	000002.SZ	20151124	20160224	0.90000	6901	4.17	0.071942	-0.079137	0.040767
12625	000703.SZ	20170616	20170908	0.89900	12625	4.91	0.008147	0.032587	-0.075356
5310	600886.SH	20150528	20150821	0.89750	5310	2.98	0.000000	0.010067	0.204698
3776	600438.SH	20141226	20150331	0.89675	3776	3.94	0.000000	0.043147	0.025381
1803	000069.SZ	20140703	20140926	0.89625	1803	4.29	0.000000	-0.116550	-0.053613
2079	601901.SH	20140703	20140926	0.89575	2079	5.57	0.000000	0.007181	-0.016158
2022	601009.SH	20140703	20140926	0.89500	2022	2.09	0.000000	0.000000	-0.038278
11382	601939.SH	20170113	20170418	0.89475	11382	2.56	0.000000	-0.062500	-0.015625
2082	601939.SH	20140703	20140926	0.89475	2082	2.54	0.000000	-0.059055	-0.011811
2089	601998.SH	20140703	20140926	0.89350	2089	4.02	0.000000	-0.024876	-0.069652
2453	002044.SZ	20140828	20141128	0.89300	2453	2.27	0.000000	-0.057269	-0.136564
1932	600036.SH	20140703	20140926	0.89125	1932	6.95	0.000000	-0.149640	-0.089209
240	601225.SH	20140103	20140404	0.89075	240	4.27	0.000000	-0.182670	-0.206089
9416	600000.SH	20160719	20161020	0.88725	9416	5.03	0.000000	-0.129225	0.061630
4780	601919.SH	20150331	20150626	0.88725	4780	3.38	0.000000	0.000000	-0.076923
2474	002411.SZ	20140828	20141128	0.88700	2474	10.03	0.000000	-0.103689	-0.325025
1986	600547.SH	20140703	20140926	0.88675	1986	16.10	0.000000	0.140373	-0.037888
1842	000961.SZ	20140703	20140926	0.88575	1842	2.57	0.000000	0.054475	0.058366
9561	601668.SH	20160719	20161020	0.88525	9561	1.33	0.000000	-0.022556	0.067669
...	...	...	...	...	...	...	...	...	...
4205	000157.SZ	20150303	20150528	0.80525	4205	5.52	0.018116	-0.003623	0.369565
12840	601225.SH	20170616	20170908	0.80475	12840	5.34	0.131086	0.011236	0.625468
14872	600398.SH	20180108	20180411	0.80450	14872	10.45	0.023923	0.035407	0.408612
3786	600547.SH	20141226	20150331	0.80425	3786	24.61	0.089395	-0.042259	0.225518
9564	601727.SH	20160719	20161020	0.80425	9564	9.96	0.134538	-0.022088	0.867470
1837	000876.SZ	20140703	20140926	0.80425	1837	6.92	-0.049133	-0.013006	0.575145
9917	000553.SZ	20160913	20161215	0.80425	9917	14.45	-0.010381	-0.005536	0.074048
14583	600519.SH	20171208	20180312	0.80425	14583	142.24	-0.056384	-0.007944	0.400028
11170	002304.SZ	20170113	20170418	0.80400	11170	46.80	0.064957	0.010470	0.259829
12889	601998.SH	20170616	20170908	0.80400	12889	5.89	0.023769	-0.003396	0.234295
9509	600867.SH	20160719	20161020	0.80375	9509	9.63	-0.164071	-0.046729	0.470405
7875	002415.SZ	20160224	20160520	0.80375	7875	11.21	-0.068689	-0.033898	0.134701
9016	000538.SZ	20160621	20160913	0.80375	9016	59.77	-0.041660	0.010708	0.061904
8415	000503.SZ	20160421	20160719	0.80375	8415	40.70	-0.057740	-0.004914	0.094595
6401	300017.SZ	20150922	20151222	0.80350	6401	12.25	-0.166531	-0.025306	0.462041
14115	000503.SZ	20171110	20180205	0.80350	14115	43.64	-0.121448	-0.060495	0.112511
11144	000983.SZ	20170113	20170418	0.80350	11144	8.07	-0.078067	-0.006196	0.080545
12722	600016.SH	20170616	20170908	0.80325	12722	7.33	-0.042292	-0.020464	0.099591
3310	000408.SZ	20141128	20150303	0.80275	3310	13.40	-0.140299	0.007463	0.567164
12791	600585.SH	20170616	20170908	0.80275	12791	18.66	-0.051447	-0.004287	0.087889
13280	002466.SZ	20170811	20171110	0.80250	13280	13.35	0.068165	0.003745	0.240449
3567	601800.SH	20141128	20150303	0.80250	3567	14.60	-0.121918	-0.002055	0.276712
2784	002508.SZ	20140926	20141226	0.80250	2784	13.53	-0.073910	0.003695	0.481153
9513	600900.SH	20160719	20161020	0.80200	9513	8.68	-0.101382	-0.002304	0.267281
4762	601669.SH	20150331	20150626	0.80175	4762	8.83	-0.163080	-0.046433	0.921857
852	601398.SH	20140307	20140605	0.80150	852	3.96	-0.146465	-0.053030	0.131313
9587	601992.SH	20160719	20161020	0.80125	9587	5.45	-0.183486	0.020183	0.170642
9360	002146.SZ	20160719	20161020	0.80025	9360	10.29	-0.376093	-0.081633	-0.124393
6408	300124.SZ	20150922	20151222	0.80025	6408	20.78	-0.162175	-0.026949	0.446583
13613	300296.SZ	20170908	20171208	0.80025	13613	5.59	-0.273703	-0.051878	0.329159

284 rows × 9 columns

highdt.describe()

Out[32]:

	T	code	buyprice	5day	20day	60day
count	284.000000	284.000000	284.000000	284.000000	284.000000	284.000000
mean	0.839151	6365.904930	10.044085	-0.025943	0.008055	0.157349
std	0.030846	4523.933308	14.091066	0.086513	0.063017	0.220266
min	0.800250	4.000000	1.330000	-0.507956	-0.186047	-0.325025
25%	0.814625	2054.750000	4.057500	-0.050792	-0.022619	0.000000
50%	0.830625	4756.000000	6.615000	-0.008753	0.002213	0.118084
75%	0.856938	9569.750000	11.180000	0.007572	0.034661	0.262899
max	0.928250	17491.000000	142.240000	0.289093	0.314885	1.057554

In [33]:

import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
fig = plt.figure()
axes = fig.add_axes([0.1, 0.1, 1, 0.618]) #插入面板2
x1_list = list(highdt['5day'])
y=np.array(x1_list)
x=np.array(range(0,len(x1_list)))
axes.plot(x, y, 'r')
axes.set_xlabel('相似度递减',fontsize=15)
axes.set_ylabel('收益率',fontsize=15)
axes.set_title('上涨中继买入后五日收益率',fontsize=15)

<matplotlib.text.Text at 0x7f8b26065f60>

import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
fig = plt.figure()
axes = fig.add_axes([0.1, 0.1, 1, 0.618]) #插入面板2
x1_list = list(highdt['20day'])
y=np.array(x1_list)
x=np.array(range(0,len(x1_list)))
axes.plot(x, y, 'r')
axes.set_xlabel('相似度递减',fontsize=15)
axes.set_ylabel('收益率',fontsize=15)
axes.set_title('上涨中继买入后二十日收益率',fontsize=15)

<matplotlib.text.Text at 0x7f8b273dcc18>

import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
fig = plt.figure()
axes = fig.add_axes([0.1, 0.1, 1, 0.618]) #插入面板2
x1_list = list(highdt['60day'])
y=np.array(x1_list)
x=np.array(range(0,len(x1_list)))
axes.plot(x, y, 'r')
axes.set_xlabel('相似度递减',fontsize=15)
axes.set_ylabel('收益率',fontsize=15)
axes.set_title('上涨中继买入后六十日收益率',fontsize=15)

<matplotlib.text.Text at 0x7f8b25cb0748>

形态选股应用

以上涨中继作为筛选形态，从历史行情中挑出一段行情。

data = get_price('603383.SH',None,'20190114','1d',['open','high','low','close'],bar_count=60,is_panel =1)

startdate ='20181019'
enddate ='20190114'

import numpy as np
import matplotlib.pyplot as plt 
from matplotlib.finance import candlestick2_ohlc
import datetime

close1 = data['close']
open1 = data['open']
high1 = data['high']
low1 = data['low']

#画图
fig,ax = plt.subplots(figsize = (10,6.18),facecolor='white')
fig.subplots_adjust() 

ticks = ax.set_xticks([0,60])
labels = ax.set_xticklabels([startdate,enddate], fontsize=10) 


plt.yticks()  
plt.title("{} K线走势图".format('趋势上涨'),fontsize = 15)  
plt.ylabel("股价",fontsize = 15)  
candlestick2_ohlc(ax,open1,high1,low1,close1,width=0.6,colorup='red',colordown='green')

(<matplotlib.collections.LineCollection at 0x7f8b273c4a90>,
 <matplotlib.collections.PolyCollection at 0x7f8b273c4e80>)

全市场中寻找目前趋势上涨的股票

date = '20190211'
stocklist = list(get_all_securities('stock',date).index)
stocklist

['300056.SZ',
 '300674.SZ',
 '300108.SZ',
 '300357.SZ',
 '600841.SH',
 '600495.SH',
 '300249.SZ',
 '002852.SZ',
 '000058.SZ',
 '002568.SZ',
 '300199.SZ',
 '300490.SZ',
 '000893.SZ',
 '603859.SH',
 '600565.SH',
 '603063.SH',
 '600117.SH',
 '300036.SZ',
 '300746.SZ',
 '002906.SZ',
 '600052.SH',
 '002187.SZ',
 '300613.SZ',
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 '002351.SZ',
 '000736.SZ',
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 '002767.SZ',
 '601318.SH',
 '300183.SZ',
 '002755.SZ',
 '002502.SZ',
 '603722.SH',
 '002298.SZ',
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 '002055.SZ',
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 '000639.SZ',
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 '300543.SZ',
 '000823.SZ',
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 '000762.SZ',
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 '000826.SZ',
 '300680.SZ',
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 '603611.SH',
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 '300575.SZ',
 '000726.SZ',
 '002920.SZ',
 '002081.SZ',
 '002797.SZ',
 '002383.SZ',
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 '600011.SH',
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 '300488.SZ',
 '300539.SZ',
 '000831.SZ',
 '000539.SZ',
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 '300332.SZ',
 '600775.SH',
 '603886.SH',
 '000963.SZ',
 '300535.SZ',
 '000656.SZ',
 '002261.SZ',
 '603029.SH',
 '300369.SZ',
 '600326.SH',
 '600811.SH',
 '300451.SZ',
 '600488.SH',
 '600392.SH',
 '603966.SH',
 '600597.SH',
 '002651.SZ',
 '002733.SZ',
 '600509.SH',
 '600477.SH',
 '300485.SZ',
 '600978.SH',
 '603712.SH',
 '601179.SH',
 '600055.SH',
 '002903.SZ',
 '000968.SZ',
 '002526.SZ',
 '000088.SZ',
 '603260.SH',
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 '600185.SH',
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 '600398.SH',
 '300444.SZ',
 '002865.SZ',
 '002897.SZ',
 '002057.SZ',
 '603678.SH',
 '002510.SZ',
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 '002484.SZ',
 '300065.SZ',
 '002943.SZ',
 '002276.SZ',
 '000510.SZ',
 '300431.SZ',
 '300097.SZ',
 '600022.SH',
 '600171.SH',
 '000014.SZ',
 '300124.SZ',
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 '600983.SH',
 '002915.SZ',
 '600010.SH',
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 '600621.SH',
 '002476.SZ',
 '300368.SZ',
 '300525.SZ',
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 '300453.SZ',
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 '300003.SZ',
 '600777.SH',
 '002144.SZ',
 '002584.SZ',
 '002592.SZ',
 '600220.SH',
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 '002832.SZ',
 '603603.SH',
 '002381.SZ',
 '300195.SZ',
 '000806.SZ',
 '002451.SZ',
 '300224.SZ',
 '600088.SH',
 '002418.SZ',
 '300347.SZ',
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 '002743.SZ',
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 '300320.SZ',
 '000922.SZ',
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 '300045.SZ',
 '600187.SH',
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 '603311.SH',
 '600846.SH',
 '000760.SZ',
 '002033.SZ',
 '603585.SH',
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 '002438.SZ',
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 '603986.SH',
 '000925.SZ',
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 '000068.SZ',
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 '603383.SH',
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 '002137.SZ',
 '300505.SZ',
 '002788.SZ',
 '300026.SZ',
 '000055.SZ',
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 '300545.SZ',
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 '600059.SH',
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 '300307.SZ',
 '300620.SZ',
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 '000403.SZ',
 '600086.SH',
 '000070.SZ',
 '002009.SZ',
 '002302.SZ',
 '300705.SZ',
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 '300581.SZ',
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 '603059.SH',
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 '002761.SZ',
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 '300091.SZ',
 '002689.SZ',
 '300079.SZ',
 '300161.SZ',
 '600280.SH',
 '300321.SZ',
 '600579.SH',
 '300423.SZ',
 '603917.SH',
 '000533.SZ',
 '300151.SZ',
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 '603037.SH',
 '002181.SZ',
 '002461.SZ',
 '002305.SZ',
 '002112.SZ',
 '600338.SH',
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 '300514.SZ',
 '600248.SH',
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 '603897.SH',
 '300568.SZ',
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 '300311.SZ',
 '600724.SH',
 '300532.SZ',
 '600284.SH',
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 '000521.SZ',
 '300114.SZ',
 '603589.SH',
 '002329.SZ',
 '002024.SZ',
 '600779.SH',
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 '300573.SZ',
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 '603668.SH',
 '000937.SZ',
 '603908.SH',
 '002156.SZ',
 '000531.SZ',
 '601668.SH',
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 '603500.SH',
 '000528.SZ',
 '002026.SZ',
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 '000777.SZ',
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 '603111.SH',
 '002653.SZ',
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 '600063.SH',
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 '300176.SZ',
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 '002268.SZ',
 '300326.SZ',
 '002323.SZ',
 '300638.SZ',
 '600606.SH',
 '300603.SZ',
 '603227.SH',
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 '000835.SZ',
 '002106.SZ',
 '000421.SZ',
 '000666.SZ',
 '002478.SZ',
 '300381.SZ',
 '603033.SH',
 '600998.SH',
 '600479.SH',
 '600079.SH',
 '600875.SH',
 '002095.SZ',
 '300295.SZ',
 '600819.SH',
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 '300044.SZ',
 '600848.SH',
 '603936.SH',
 '600635.SH',
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 '000407.SZ',
 '002931.SZ',
 '300258.SZ',
 '600029.SH',
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 '600240.SH',
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 '601211.SH',
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 '600196.SH',
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 '600099.SH',
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 '600385.SH',
 '002100.SZ',
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 '603222.SH',
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 '300319.SZ',
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 '600235.SH',
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 '000619.SZ',
 '603968.SH',
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 '601808.SH',
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 '000655.SZ',
 '002695.SZ',
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 '603810.SH',
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 '600871.SH',
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 '002013.SZ',
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 '603919.SH',
 '002444.SZ',
 '300134.SZ',
 '300480.SZ',
 '600461.SH',
 '300256.SZ',
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 '603158.SH',
 '600363.SH',
 '603638.SH',
 '300443.SZ',
 '603667.SH',
 '600559.SH',
 '002420.SZ',
 '002528.SZ',
 '002909.SZ',
 '000710.SZ',
 '002765.SZ',
 '002929.SZ',
 '603626.SH',
 '600372.SH',
 '300526.SZ',
 '002223.SZ',
 '000166.SZ',
 '600098.SH',
 '603700.SH',
 '600379.SH',
 '002002.SZ',
 '300467.SZ',
 '002311.SZ',
 '600222.SH',
 '601857.SH',
 '603933.SH',
 '600586.SH',
 '002334.SZ',
 '002198.SZ',
 '300229.SZ',
 '300283.SZ',
 '000921.SZ',
 '600436.SH',
 '002366.SZ',
 '600845.SH',
 '000532.SZ',
 '600810.SH',
 '300136.SZ',
 '300601.SZ',
 '601929.SH',
 '002927.SZ',
 '600959.SH',
 '603366.SH',
 '603555.SH',
 '600201.SH',
 '603583.SH',
 '603797.SH',
 '601226.SH',
 '300017.SZ',
 '601901.SH',
 '002875.SZ',
 '300404.SZ',
 '603077.SH',
 '600682.SH',
 '002547.SZ',
 '300665.SZ',
 '002244.SZ',
 '600225.SH',
 '300066.SZ',
 '300555.SZ',
 '002191.SZ',
 '601162.SH',
 '603556.SH',
 '002154.SZ',
 '600735.SH',
 '601958.SH',
 '603607.SH',
 '600754.SH',
 '002473.SZ',
 '601118.SH',
 '002254.SZ',
 '600890.SH',
 '002426.SZ',
 '300379.SZ',
 '000593.SZ',
 '002696.SZ',
 '000901.SZ',
 '300692.SZ',
 '002801.SZ',
 '603396.SH',
 '002333.SZ',
 '000712.SZ',
 '002910.SZ',
 '000158.SZ',
 '002722.SZ',
 '600901.SH',
 '600667.SH',
 '603533.SH',
 '002837.SZ',
 '002738.SZ',
 '600072.SH',
 '600423.SH',
 '603167.SH',
 '300509.SZ',
 '600452.SH',
 '002210.SZ',
 '000018.SZ',
 '600366.SH',
 '603336.SH',
 '000581.SZ',
 '002212.SZ',
 '300276.SZ',
 '000818.SZ',
 '300722.SZ',
 '002088.SZ',
 '300112.SZ',
 '601699.SH',
 '600885.SH',
 '600546.SH',
 '300126.SZ',
 '600685.SH',
 '601606.SH',
 '601615.SH',
 '600356.SH',
 '601158.SH',
 '002945.SZ',
 '002753.SZ',
 '600766.SH',
 '600829.SH',
 '600148.SH',
 '300495.SZ',
 '601798.SH',
 '000607.SZ',
 '300504.SZ',
 '601766.SH',
 '603363.SH',
 '600686.SH',
 '002911.SZ',
 '300222.SZ',
 '600179.SH',
 '600723.SH',
 '002708.SZ',
 '300548.SZ',
 '300618.SZ',
 '603939.SH',
 '300164.SZ',
 '300344.SZ',
 '601811.SH',
 '300481.SZ',
 '300389.SZ',
 '600337.SH',
 '002076.SZ',
 '000790.SZ',
 '300455.SZ',
 '002011.SZ',
 '002602.SZ',
 '000998.SZ',
 '600076.SH',
 '000852.SZ',
 '603629.SH',
 '000962.SZ',
 '002590.SZ',
 '600183.SH',
 '601007.SH',
 '002327.SZ',
 '002864.SZ',
 '002068.SZ',
 '603018.SH',
 '300375.SZ',
 '601021.SH',
 '600567.SH',
 '600860.SH',
 '603666.SH',
 '601928.SH',
 '002559.SZ',
 '002678.SZ',
 '603816.SH',
 ...]

data = get_price(stocklist,None,date,'1d',['open','high','low','close'],bar_count = 60,is_panel =1)
data

<class 'pandas.core.panel.Panel'>
Dimensions: 4 (items) x 60 (major_axis) x 3585 (minor_axis)
Items axis: close to open
Major_axis axis: 2018-11-09 00:00:00 to 2019-02-11 00:00:00
Minor_axis axis: 000001.SZ to 603999.SH

closedf = data['close'].fillna(0)
opendf = data['open'].fillna(0)
highdf = data['high'].fillna(0)
lowdf = data['low'].fillna(0)
lowdf

lowdf

Out[39]:

	000001.SZ	000002.SZ	000004.SZ	000005.SZ	000006.SZ	000007.SZ	000008.SZ	000009.SZ	000010.SZ	000011.SZ	...	603987.SH	603988.SH	603989.SH	603990.SH	603991.SH	603993.SH	603996.SH	603997.SH	603998.SH	603999.SH
2018-11-09	10.40	23.53	16.00	2.86	5.03	6.71	4.43	4.27	4.26	8.92	...	6.04	9.92	22.10	30.01	17.70	4.10	8.40	7.95	5.18	4.75
2018-11-12	10.38	23.40	16.15	2.79	4.97	7.06	3.99	4.26	4.20	8.82	...	6.01	10.99	22.30	30.15	17.90	4.04	8.44	7.91	5.20	4.74
2018-11-13	10.38	23.44	16.50	2.93	5.05	8.03	4.12	4.37	4.23	9.08	...	6.09	10.86	22.33	30.50	18.18	4.06	8.40	7.93	5.33	4.82
2018-11-14	10.42	23.96	17.00	3.04	5.24	7.92	4.19	4.50	4.33	9.29	...	6.25	10.64	22.51	32.03	19.14	4.13	8.72	8.16	5.58	5.08
2018-11-15	10.42	23.96	16.80	3.01	5.24	7.70	4.15	4.59	4.34	9.39	...	6.28	10.60	22.51	31.99	19.51	4.10	8.87	8.18	5.53	5.11
2018-11-16	10.49	24.02	16.93	3.04	5.45	7.75	4.15	4.87	4.40	9.58	...	6.43	10.62	22.80	32.70	20.30	4.15	8.96	8.26	5.64	5.21
2018-11-19	10.57	24.68	17.30	3.11	5.51	8.15	4.13	5.33	4.42	10.04	...	6.45	10.82	22.55	32.26	20.07	4.11	8.85	8.26	5.68	5.25
2018-11-20	10.52	25.23	16.80	3.03	5.47	7.88	4.00	5.02	4.30	10.16	...	6.27	10.70	22.08	31.85	19.34	4.10	8.74	8.00	5.52	5.11
2018-11-21	10.48	25.35	16.65	2.97	5.39	8.23	3.96	5.04	4.25	9.98	...	6.19	10.60	21.00	31.50	19.35	3.97	8.53	7.88	5.42	4.98
2018-11-22	10.48	25.28	17.04	3.03	5.45	9.05	4.12	5.00	4.32	10.25	...	6.43	10.75	21.18	31.66	19.45	4.05	8.72	8.19	5.57	5.11
2018-11-23	10.31	24.68	16.49	2.88	5.25	9.37	4.01	4.74	4.31	9.66	...	6.06	10.35	21.01	31.21	18.51	3.85	7.96	8.36	5.21	5.04
2018-11-26	10.30	24.74	16.35	2.87	5.25	8.64	3.95	4.75	4.34	9.65	...	6.07	10.11	20.68	31.50	18.35	3.79	7.95	8.20	5.15	5.12
2018-11-27	10.16	24.78	16.46	2.89	5.26	8.14	3.95	4.84	4.47	9.70	...	6.14	10.01	20.70	31.76	18.53	3.80	8.02	8.21	5.13	5.17
2018-11-28	10.16	24.99	16.67	2.89	5.17	7.93	3.89	4.74	4.42	9.49	...	6.03	10.12	20.50	31.88	18.13	3.77	7.88	8.25	5.08	5.02
2018-11-29	10.19	25.00	16.32	2.99	5.32	7.29	3.75	4.69	4.45	9.54	...	6.40	9.80	19.70	31.70	17.73	3.86	7.96	8.00	5.11	5.10
2018-11-30	10.17	25.03	15.96	2.90	5.22	6.87	3.66	4.58	4.02	9.40	...	6.60	8.87	19.80	31.70	17.80	3.82	7.86	7.96	5.06	4.80
2018-12-03	10.47	24.81	16.39	3.03	5.44	7.26	3.85	4.85	4.06	9.85	...	6.70	10.80	20.72	32.66	18.68	4.05	8.25	8.16	5.25	5.05
2018-12-04	10.53	24.86	16.52	3.03	5.49	7.39	3.96	4.89	4.06	9.93	...	6.77	10.71	21.05	32.76	18.91	4.03	8.34	8.11	5.27	5.05
2018-12-05	10.40	24.76	16.55	2.98	5.47	7.84	3.91	4.80	4.01	9.92	...	6.61	10.70	21.38	31.35	18.80	3.97	8.19	8.15	5.47	5.35
2018-12-06	10.23	24.90	16.64	2.95	5.55	7.76	3.91	4.75	4.02	10.15	...	6.66	10.38	21.46	32.42	18.50	4.05	8.18	8.10	5.30	5.80
2018-12-07	10.27	25.12	16.30	3.00	5.62	7.91	3.90	4.76	3.86	10.47	...	6.55	10.20	21.25	32.60	18.63	4.03	8.21	8.00	5.20	5.46
2018-12-10	10.13	24.90	15.80	2.91	5.53	7.20	3.80	4.65	3.82	10.20	...	6.35	10.19	21.10	32.08	18.03	3.97	8.16	7.66	5.05	5.12
2018-12-11	10.17	24.91	16.07	2.93	5.62	7.38	3.83	4.66	3.70	10.36	...	6.43	10.23	21.20	32.12	18.20	3.97	8.22	7.65	5.07	5.19
2018-12-12	10.20	26.14	16.52	2.99	5.76	8.25	3.85	4.71	3.61	10.76	...	6.40	10.28	21.26	31.74	18.31	4.03	8.24	7.79	5.10	5.25
2018-12-13	10.20	26.40	16.41	2.99	5.72	8.34	3.86	4.73	3.52	10.88	...	6.71	10.42	21.28	31.53	18.35	4.07	8.16	8.15	5.09	5.21
2018-12-14	10.16	26.31	16.46	2.92	5.66	8.10	3.96	4.58	3.38	10.61	...	6.46	9.96	20.88	31.20	18.03	4.07	8.01	8.10	5.03	5.10
2018-12-17	10.10	25.94	17.25	2.91	5.72	8.05	3.90	4.52	3.38	10.58	...	6.31	9.90	20.30	31.51	17.75	4.04	7.94	7.92	4.88	5.03
2018-12-18	10.10	25.34	16.83	2.87	5.38	8.22	3.82	4.56	3.45	9.92	...	6.33	9.83	20.21	32.19	17.66	4.09	7.68	7.82	4.89	5.08
2018-12-19	9.90	25.15	16.32	2.86	5.42	8.79	3.81	4.55	3.47	9.97	...	6.33	9.98	20.21	32.10	17.61	4.08	7.71	7.80	4.88	5.08
2018-12-20	9.63	24.91	16.30	2.84	5.40	8.61	3.79	4.53	3.45	9.81	...	6.36	9.95	20.19	31.90	17.51	4.01	7.75	7.71	4.84	5.06
2018-12-21	9.33	23.70	16.17	2.83	5.33	8.23	3.80	4.48	3.46	9.67	...	6.54	9.89	20.32	31.28	17.55	3.91	7.62	7.70	4.86	5.11
2018-12-24	9.31	23.33	16.08	2.82	5.27	8.18	3.80	4.50	3.45	9.60	...	6.61	9.80	20.20	31.80	17.61	3.92	7.65	7.72	4.91	5.09
2018-12-25	9.21	23.38	15.92	2.72	5.03	8.01	3.85	4.23	3.32	9.27	...	6.35	9.80	20.07	31.60	17.45	3.76	7.33	7.38	4.79	4.80
2018-12-26	9.27	23.58	16.16	2.73	5.15	8.46	3.96	4.37	3.40	9.41	...	6.43	10.06	20.45	32.26	18.36	3.84	7.56	7.46	4.85	4.90
2018-12-27	9.28	23.44	16.03	2.66	5.16	8.10	3.84	4.30	3.26	9.13	...	6.42	9.95	20.10	32.79	18.37	3.75	7.43	7.50	4.65	4.81
2018-12-28	9.31	23.67	15.73	2.65	5.15	7.90	3.85	4.30	3.20	9.12	...	6.34	9.98	20.00	32.60	18.18	3.74	7.36	7.40	4.67	4.81
2019-01-02	9.16	23.67	16.01	2.66	5.10	7.99	3.81	4.26	3.25	9.20	...	6.42	9.82	19.25	32.15	18.06	3.65	7.48	7.65	4.52	4.75
2019-01-03	9.15	23.71	16.00	2.65	5.11	7.58	3.83	4.23	3.26	9.29	...	6.40	9.66	18.75	31.80	17.82	3.67	7.47	7.70	4.53	4.72
2019-01-04	9.22	23.85	16.01	2.66	5.06	7.50	3.80	4.18	3.22	9.14	...	6.36	9.62	18.59	31.79	17.42	3.67	7.36	7.72	4.50	4.66
2019-01-07	9.63	24.99	16.46	2.76	5.28	7.93	3.92	4.41	3.32	9.68	...	6.58	9.95	19.39	31.80	18.36	3.83	7.73	7.75	4.74	4.92
2019-01-08	9.62	24.63	16.80	2.82	5.31	7.82	4.03	4.44	3.35	9.63	...	6.55	10.03	19.20	31.81	18.56	3.85	7.74	7.78	4.86	5.01
2019-01-09	9.70	25.11	16.72	2.84	5.34	7.80	4.06	4.46	3.36	9.72	...	6.80	10.18	19.53	31.87	18.85	3.83	8.01	7.85	4.92	5.00
2019-01-10	9.86	25.03	16.66	2.84	5.29	7.77	4.00	4.41	3.36	9.52	...	6.72	10.22	19.16	31.81	18.85	3.80	7.89	7.90	4.98	4.96
2019-01-11	10.05	25.01	16.49	2.91	5.30	7.63	3.98	4.40	3.34	9.55	...	6.68	10.19	19.23	31.55	18.79	3.80	7.91	7.70	5.00	4.95
2019-01-14	10.07	24.92	16.49	2.97	5.28	6.97	4.00	4.44	3.52	9.52	...	6.35	9.94	18.76	31.50	19.06	3.80	7.87	7.64	5.00	4.93
2019-01-15	10.09	24.32	16.40	3.04	5.23	7.05	3.98	4.44	3.47	9.53	...	6.35	10.01	18.90	31.52	18.88	3.80	7.91	7.77	5.00	4.94
2019-01-16	10.23	24.83	16.55	2.96	5.31	7.07	4.00	4.43	3.51	9.64	...	6.40	10.24	19.38	31.56	19.14	3.81	8.08	7.77	5.03	4.97
2019-01-17	10.17	24.94	16.40	2.95	5.25	6.77	3.95	4.37	3.42	9.66	...	6.28	9.88	18.80	31.50	18.69	3.78	7.99	7.62	4.96	4.95
2019-01-18	10.28	24.99	16.44	2.95	5.24	6.56	3.80	4.33	3.27	9.51	...	6.34	9.75	18.86	31.50	18.58	3.81	7.95	7.61	4.98	4.86
2019-01-21	10.32	25.40	16.42	2.96	5.33	6.72	3.89	4.40	3.31	9.62	...	6.42	9.81	18.91	31.05	18.28	3.91	7.99	7.66	5.02	5.07
2019-01-22	10.26	25.23	16.28	2.92	5.25	6.70	3.89	4.25	3.34	9.53	...	6.42	9.68	18.82	31.36	18.89	3.85	7.87	7.65	4.97	5.03
2019-01-23	10.29	25.20	16.20	2.97	5.23	6.62	3.86	4.26	3.31	9.53	...	6.37	9.66	18.71	31.53	18.75	3.83	7.86	7.61	4.93	4.97
2019-01-24	10.37	24.93	16.22	2.90	5.20	6.45	3.84	4.28	3.28	9.43	...	6.39	9.68	17.95	31.85	18.59	3.83	8.07	7.62	4.94	4.97
2019-01-25	10.55	25.49	16.27	2.91	5.25	6.20	3.85	4.28	3.25	9.48	...	6.36	9.59	17.73	32.03	18.43	3.83	8.02	7.63	4.93	4.93
2019-01-28	10.88	25.86	16.01	2.90	5.20	5.61	3.85	4.22	3.24	9.25	...	6.12	9.32	17.75	32.22	18.23	3.83	7.93	7.54	4.86	4.93
2019-01-29	10.77	25.87	15.00	2.78	5.10	5.05	3.80	4.08	3.02	8.93	...	5.92	9.07	17.63	32.27	17.53	3.62	7.23	7.41	4.71	5.10
2019-01-30	10.86	26.63	15.03	2.80	5.12	4.61	3.82	4.12	2.82	8.99	...	6.05	9.22	17.51	32.39	17.27	3.73	7.28	7.33	4.65	4.92
2019-01-31	10.94	27.00	14.05	2.82	5.11	4.75	3.50	4.02	2.85	8.94	...	5.85	8.41	17.50	32.60	16.57	3.78	7.25	7.01	4.61	4.72
2019-02-01	10.96	26.98	14.70	2.85	5.17	4.88	3.65	4.08	2.91	9.07	...	5.96	8.75	17.56	33.13	16.80	3.83	7.46	7.12	4.66	4.73
2019-02-11	10.97	26.89	14.85	2.97	5.25	5.12	3.61	4.26	3.04	9.29	...	6.19	9.04	18.12	34.91	17.45	3.89	7.92	7.45	4.77	4.86

dt = pd.DataFrame(columns=['stock','startdate','enddate','T'])


data = get_price('603383.SH',None,'20190114','1d',['open','high','low','close'],bar_count=60,is_panel =1)

close1 = data['close']
open1 = data['open']
high1 = data['high']
low1 = data['low']

stocklist = list(closedf.columns)
y=0
for s in stocklist:
    corropen = round(np.corrcoef(open1,opendf[s])[0][1],3)
    corrhigh = round(np.corrcoef(high1,highdf[s])[0][1],3)
    corrlow = round(np.corrcoef(low1,lowdf[s])[0][1],3)
    corrclose = round(np.corrcoef(close1,closedf[s])[0][1],3)

    #综合值
    T = (corropen+corrhigh+corrlow+corrclose)/4
    startdate = '20181109'
    enddate = '20190211'
    dt.loc[y] = [s,startdate,enddate,T]
    y+=1
dt = dt.fillna(0)
dt = dt.sort_values(by='T',ascending=False)
dt

dt

Out[40]:

	stock	startdate	enddate	T
2810	600807.SH	20181109	20190211	0.89650
1385	002943.SZ	20181109	20190211	0.89125
2125	300752.SZ	20181109	20190211	0.87300
510	002047.SZ	20181109	20190211	0.84575
3237	603187.SH	20181109	20190211	0.84575
1384	002942.SZ	20181109	20190211	0.83925
3450	603711.SH	20181109	20190211	0.83775
74	000401.SZ	20181109	20190211	0.83650
2382	600298.SH	20181109	20190211	0.83650
1564	300176.SZ	20181109	20190211	0.81875
3357	603520.SH	20181109	20190211	0.81850
2575	600547.SH	20181109	20190211	0.81725
1403	300014.SZ	20181109	20190211	0.81275
3445	603703.SH	20181109	20190211	0.80975
2526	600489.SH	20181109	20190211	0.80850
3152	603026.SH	20181109	20190211	0.80850
1165	002705.SZ	20181109	20190211	0.79425
3568	603976.SH	20181109	20190211	0.79150
1461	300073.SZ	20181109	20190211	0.78925
1568	300180.SZ	20181109	20190211	0.78800
2713	600702.SH	20181109	20190211	0.78725
1649	300262.SZ	20181109	20190211	0.78250
2492	600436.SH	20181109	20190211	0.77825
3242	603197.SH	20181109	20190211	0.77450
134	000543.SZ	20181109	20190211	0.76650
2080	300702.SZ	20181109	20190211	0.75825
2561	600529.SH	20181109	20190211	0.75750
552	002089.SZ	20181109	20190211	0.75500
3392	603605.SH	20181109	20190211	0.75350
3367	603558.SH	20181109	20190211	0.75275
...	...	...	...	...
2240	600131.SH	20181109	20190211	-0.78025
2699	600687.SH	20181109	20190211	-0.78100
201	000629.SZ	20181109	20190211	-0.78225
3158	603032.SH	20181109	20190211	-0.78300
1624	300237.SZ	20181109	20190211	-0.78350
444	000981.SZ	20181109	20190211	-0.78600
3492	603811.SH	20181109	20190211	-0.78775
2701	600689.SH	20181109	20190211	-0.79025
2330	600235.SH	20181109	20190211	-0.79200
2294	600195.SH	20181109	20190211	-0.79450
3105	601918.SH	20181109	20190211	-0.79450
2695	600683.SH	20181109	20190211	-0.79550
3267	603269.SH	20181109	20190211	-0.80200
2237	600128.SH	20181109	20190211	-0.80400
2646	600624.SH	20181109	20190211	-0.80500
1108	002647.SZ	20181109	20190211	-0.80700
656	002193.SZ	20181109	20190211	-0.80850
3042	601577.SH	20181109	20190211	-0.80975
517	002054.SZ	20181109	20190211	-0.81150
2801	600796.SH	20181109	20190211	-0.81350
103	000504.SZ	20181109	20190211	-0.81375
610	002147.SZ	20181109	20190211	-0.81500
2370	600283.SH	20181109	20190211	-0.82150
1382	002940.SZ	20181109	20190211	-0.82250
1381	002939.SZ	20181109	20190211	-0.82825
1492	300104.SZ	20181109	20190211	-0.83000
2399	600317.SH	20181109	20190211	-0.83900
1711	300324.SZ	20181109	20190211	-0.84800
1046	002585.SZ	20181109	20190211	-0.85300
2926	600981.SH	20181109	20190211	-0.87450

3585 rows × 4 columns

查看相似最高的股票和最低的股票

for s in [0,-1]:
    stock = dt.iloc[s].stock
    startdate = dt.iloc[s].startdate
    enddate = dt.iloc[s].enddate

    import numpy as np
    import matplotlib.pyplot as plt 
    from matplotlib.finance import candlestick2_ohlc
    import datetime
    s = stock

    trade = list(closedf.index.strftime('%Y%m%d'))
    num = trade.index(enddate)
    close1 = closedf[s]
    open1 = opendf[s]
    high1 = highdf[s]
    low1 = lowdf[s]
    
    #画图
    fig,ax = plt.subplots(figsize = (10,6.18),facecolor='white')
    fig.subplots_adjust() 
    
    
    ticks = ax.set_xticks([0,60])
    labels = ax.set_xticklabels([startdate,enddate], fontsize=10) 

    plt.yticks()  
    plt.title("{} K线走势图".format(s),fontsize = 15)  
    plt.ylabel("股价",fontsize = 15)  
    candlestick2_ohlc(ax,open1,high1,low1,close1,width=0.6,colorup='red',colordown='green')

查看以上策略详细请 到 supermind量化交易官网查看：技术面分析专题（一）-- 相似k线的形态验证与选股