python源码分析 人大_RSI实现收益率惊人的反转策略Python源码

核心源码如下：

#统计RSI小于某个数值时收益

def multi_date_profit(rsi1,buy,profit,close,muliti,conent):

i = 0;

totalProfit = 0.0

positiveCount = 0

negativeCount = 0

count = 0

#遍历每一个RSI列表

while i < rsi1.size:

#如果某个RSI数值小于指定数值

if rsi1.iat[i] < rsiValue:

buy.iat[i] = 1

#防止最后的数字超出RSI列表值域

if(i + muliti >= rsi1.size):

return

#得到利润，收盘价相比

profit.iat[i + muliti] = close.iat[i+muliti]/close.iat[i] - 1.0

#单个股票的所有利润和

totalProfit += profit.iat[i + muliti]

count = count + 1

#统计正负收益的次数

if(profit.iat[i + muliti] <= 0):

negativeCount = negativeCount + 1

else:

positiveCount = positiveCount + 1

for j in range(muliti):

buy.iat[i+j+1] = 0

i = i + muliti

else:

i = i + 1

#插入3个记录：每个股票的买入次数，收益率和胜率

if count <= 0 :

return

content.append(count)

content.append(totalProfit)

content.append(float(positiveCount )/count * 100)