python 主力资金_真正的主力进场加仓指标源码

import numpy as np

def initialize(context):

g.up_price = {} #向上碎形最高价

g.low_price = {} #向下碎形最低价

g.up_fractal_exists = {} #判断有效向上碎形

g.down_fractal_exists = {} #判断有效向下碎形

g.AO_index = {} #存放连续的AO指标数据

g.cal_AC_index = {} #计算AC指标中转存储

g.AC_index = {} #存放连续的AC指标数据

g.amount = {} #满仓仓位

g.stock = get_index_stocks('000300.XSHG')

g.buy_stock = []

set_benchmark('000300.XSHG')

g.month = context.current_dt.month

run_monthly(select_universe,1,'open')

#重置全局变量

def reset_global():

g.up_price = {} #向上碎形最高价

g.low_price = {} #向下碎形最低价

g.up_fractal_exists = {} #判断有效向上碎形

g.down_fractal_exists = {} #判断有效向下碎形

g.AO_index = {} #存放连续的AO指标数据

g.cal_AC_index = {} #计算AC指标中转存储

g.AC_index = {} #存放连续的AC指标数据

g.amount = {} #满仓仓位

g.buy_stock = []

def initial_stock_global(stock):

g.up_price[stock] = 0

g.low_price[stock] = 0

g.up_fractal_exists[stock] = False

g.down_fractal_exists[stock] = False #判断有效向下碎形

g.AO_index[stock] = [0] #存放连续的AO指标数据

g.cal_AC_index[stock] = [0] #计算AC指标中转存储

g.AC_index[stock] = [0] #存放连续的AC指标数据

g.amount[stock] = 0 #满仓仓位

#轮换选股后清空持仓

def reset_position(context):

for stock in g.buy_stock:

order_target(stock,0)

log.info("sell %s for reset position"%stock)

#选股

def select_universe(context):

#每三个月操作一次

month = context.current_dt.month

if month%6 != g.month%6:

return

#清空全局变量

reset_position(context)

reset_global()

hist = history(30,'1d','close',g.stock,df = False)

for stock in g.stock:

if is_sleeping_alligator(stock,hist,20):

g.buy_stock.append(stock)

#初始化该股票全局变量

initial_stock_global(stock)

print g.buy_stock

return None

#睡着的鳄鱼

def is_sleeping_alligator(stock,hist,nday):

for i in range(nday):

if is_struggle(stock,hist,i) == Fa