[024量化交易] python diff函数对比上涨下跌差异signal 买入卖出信号

# http://localhost:8888/lab
# jupyter lab
import tushare as ts
import numpy as np
# 导入画图工具matplotlib
import matplotlib.pyplot as plt

# 初始化pro接口
pro = ts.pro_api('')

print("获取股票数据.")
data = pro.daily(ts_code='000006.SZ', start_date='20190101', end_date='20190301')
# diff函数比较每日股票价格涨跌  比较前一天价格是上涨还是下跌
data['diff'] = data['close'].diff()
print(data['diff'])
# 价格上涨标记signal为1   价格下跌signal为0
data['signal'] = np.where(data['diff'] > 0, 1, 0)

# 设置画布的尺寸为10*5
plt.figure(figsize=(10, 5))
# 使用折线图绘制出每天的收盘价
data['close'].plot(linewidth=2, color='k', grid=True)
# 如果当天股价上涨，标出卖出信号，用倒三角表示
plt.scatter(data['close'].loc[data.signal == 1].index,
            data['close'][data.signal == 1],
            marker='v', s=80, c='g')
# 如果当天股价下跌给出买入信号，用正三角表示
plt.scatter(data['close'].loc[data.signal == 0].index,
            data['close'][data.signal == 0],
            marker='^', s=80, c='r')
# 将图像进行展示
plt.show()

data.to_csv("D:\\history_A_stock_k_datadif.csv", index=False)