[66 量化交易]大盘在牛市中上涨天数概率

最新推荐文章于 2024-07-21 22:27:18 发布

weixin_33595571

最新推荐文章于 2024-07-21 22:27:18 发布

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分类专栏：量化交易文章标签： python

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import tushare as ts
import pymongo
import json
import time
import random
import sys

# 初始化数据库
mongo_client = pymongo.MongoClient('mongodb://localhost:27017/')

# 计算  涨跌  比例   Calculate the ratio of rise and fall
def CalRiseFall(tradeDateList, tradeCloseList, tradeChange):
    dayNum = 0
    add = []
    drop = [] #下跌
    for addDay in tradeChange:
        if addDay > 0 :
            dayNum = dayNum + 1
            add.append(addDay)
        else:
            drop.append(addDay)
    print(add)
    print(drop)
    print('上涨天数:'+str(len(add)))
    print('下跌天数:'+str(len(drop)))
    print('上涨概率: {:.2%}'.format(dayNum / len(tradeChange)))

    # 字符串转float
    add_float = []
    drop_float = []
    for num in add:
        add_float.append(float(num))

    for num in drop:
        drop_float.append(float(num))

    # print(type(add_float[0]))

    print('上涨点数'+str(sum(add_float)))
    print('下跌点数'+str(sum(drop_float)))
    print('比值'+str(sum(add_float)/(sum(add_float)+abs(sum(drop_float)))))

# 读取上证指数
def Read000001(DBname, collection, startDate, endDate):
    mongo_db = mongo_client[DBname]
    mongo_collection = mongo_db[collection]
    tradeDateList = []
    tradeCloseList = []
    tradeChange = []
    # 查找时间大于2020年的数据
    FindResult = mongo_collection.find({'trade_date': {'$lte': endDate, '$gte': startDate}})
    print(FindResult)
    for m in FindResult:
        # print(m['trade_date'])
        tradeDateList.append(m['trade_date'])
        tradeCloseList.append(m['close'])
        tradeChange.append(m['change'])
    return tradeDateList, tradeCloseList, tradeChange


def main():
    # 读取数据 DJI道琼斯指数(类似上证指数)  和SPX标普500
    tradeDateList, tradeCloseList, tradeChange = Read000001('TushreDB', "sh.000001", '20141103', '20150612')
    print(tradeDateList)
    print(tradeCloseList)
    print(tradeChange)

    #计算涨跌天数
    CalRiseFall(tradeDateList, tradeCloseList, tradeChange)


if __name__ == '__main__':
    main()