Python提供了数据挖掘和许多机器学习算法的实现。
准备数据
Tickhistory的数据可以精确到每个tick,我就导出一个月的XAU日线OHLC数据,样本如下:
Date | Open | High | Low | Close | Volume |
---|---|---|---|---|---|
20170927 | 1293.231 | 1296.208 | 1281.451 | 1283.511 | 108.903715221408 |
20170928 | 1283.512 | 1288.741 | 1277.682 | 1286.932 | 105.861770183576 |
20170929 | 1286.931 | 1290.332 | 1275.751 | 1278.502 | 105.976955427706 |
20171001 | 1279.541 | 1280.072 | 1276.771 | 1277.868 | 3.52173000181574 |
20171002 | 1277.861 | 1277.878 | 1269.328 | 1271.092 | 95.848550074621 |
20171003 | 1271.071 | 1274.701 | 1268.298 | 1272.439 | 85.1280900694219 |
20171004 | 1272.439 | 1282.172 | 1270.592 | 1273.959 | 92.5239001664886 |
20171005 | 1273.952 | 1278.962 | 1266.328 | 1269.052 | 92.4760702919739 |
20171006 | 1269.051 | 1276.492 | 1260.581 | 1276.262 | 92.658720124633 |
20171008 | 1276.051 | 1277.722 | 1275.332 | 1276.591 | 2.77864000279806 |
20171009 | 1276.592 | 1285.431 | 1275.251 | 1283.169 | 8 |