pandas tushare双均线策略

最新推荐文章于 2024-05-22 23:00:00 发布

玄学调参侠

最新推荐文章于 2024-05-22 23:00:00 发布

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本文链接：https://blog.csdn.net/weixin_45774059/article/details/108004341

版权

import pandas as pd  #导入需要用到的包
import numpy as np
import matplotlib.pyplot as plt
import tushare as ts
#pro=ts.pro_api('e4b96d472ce94a6fd8763c1deac5058ed3c365bd574b9ff24403ba67')
ts.set_token('e4b96d472ce94a6fd8763c1deac5058ed3c365bd574b9ff24403ba67')

df=pd.read_csv('C:\\Users\86666\Desktop\python文件处理\\a002094.csv')#从csv文件中读取dataframe数据
print('读取成功')
df

读取成功

	Unnamed: 0	ts_code	trade_date	open	high	low	close	pre_close	change	pct_chg	vol	amount
0	0	002094.SZ	20200812	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850
1	1	002094.SZ	20200811	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140
2	2	002094.SZ	20200810	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390
3	3	002094.SZ	20200807	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920
4	4	002094.SZ	20200806	4.71	4.89	4.68	4.72	4.68	0.04	0.8547	319919.20	152489.2340
...	...	...	...	...	...	...	...	...	...	...	...	...
3087	3087	002094.SZ	20061221	13.33	13.50	13.10	13.12	13.35	-0.23	-1.7200	27489.50	36622.3038
3088	3088	002094.SZ	20061220	13.45	13.50	13.12	13.35	13.55	-0.20	-1.4800	28936.27	38466.0406
3089	3089	002094.SZ	20061219	13.15	13.75	13.03	13.55	13.34	0.21	1.5700	46970.06	63095.9578
3090	3090	002094.SZ	20061218	13.95	13.95	12.87	13.34	14.30	-0.96	-6.7100	71580.75	94609.3316
3091	3091	002094.SZ	20061215	14.61	15.50	14.00	14.30	7.69	6.61	85.9600	187662.29	279062.9609

3092 rows × 12 columns

df1=df.drop('Unnamed: 0',axis=1)#删除无用的Unnamed:0 列
df1

	ts_code	trade_date	open	high	low	close	pre_close	change	pct_chg	vol	amount
0	002094.SZ	20200812	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850
1	002094.SZ	20200811	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140
2	002094.SZ	20200810	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390
3	002094.SZ	20200807	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920
4	002094.SZ	20200806	4.71	4.89	4.68	4.72	4.68	0.04	0.8547	319919.20	152489.2340
...	...	...	...	...	...	...	...	...	...	...	...
3087	002094.SZ	20061221	13.33	13.50	13.10	13.12	13.35	-0.23	-1.7200	27489.50	36622.3038
3088	002094.SZ	20061220	13.45	13.50	13.12	13.35	13.55	-0.20	-1.4800	28936.27	38466.0406
3089	002094.SZ	20061219	13.15	13.75	13.03	13.55	13.34	0.21	1.5700	46970.06	63095.9578
3090	002094.SZ	20061218	13.95	13.95	12.87	13.34	14.30	-0.96	-6.7100	71580.75	94609.3316
3091	002094.SZ	20061215	14.61	15.50	14.00	14.30	7.69	6.61	85.9600	187662.29	279062.9609

3092 rows × 11 columns

df1['trade_date']

0       20200812
1       20200811
2       20200810
3       20200807
4       20200806
          ...   
3087    20061221
3088    20061220
3089    20061219
3090    20061218
3091    20061215
Name: trade_date, Length: 3092, dtype: int64

df1['trade_date']=pd.to_datetime(df1['trade_date'],format='%Y%m%d')#时间序列的转化
df1['trade_date']

0      2020-08-12
1      2020-08-11
2      2020-08-10
3      2020-08-07
4      2020-08-06
          ...    
3087   2006-12-21
3088   2006-12-20
3089   2006-12-19
3090   2006-12-18
3091   2006-12-15
Name: trade_date, Length: 3092, dtype: datetime64[ns]

df1

	ts_code	trade_date	open	high	low	close	pre_close	change	pct_chg	vol	amount
0	002094.SZ	2020-08-12	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850
1	002094.SZ	2020-08-11	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140
2	002094.SZ	2020-08-10	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390
3	002094.SZ	2020-08-07	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920
4	002094.SZ	2020-08-06	4.71	4.89	4.68	4.72	4.68	0.04	0.8547	319919.20	152489.2340
...	...	...	...	...	...	...	...	...	...	...	...
3087	002094.SZ	2006-12-21	13.33	13.50	13.10	13.12	13.35	-0.23	-1.7200	27489.50	36622.3038
3088	002094.SZ	2006-12-20	13.45	13.50	13.12	13.35	13.55	-0.20	-1.4800	28936.27	38466.0406
3089	002094.SZ	2006-12-19	13.15	13.75	13.03	13.55	13.34	0.21	1.5700	46970.06	63095.9578
3090	002094.SZ	2006-12-18	13.95	13.95	12.87	13.34	14.30	-0.96	-6.7100	71580.75	94609.3316
3091	002094.SZ	2006-12-15	14.61	15.50	14.00	14.30	7.69	6.61	85.9600	187662.29	279062.9609

3092 rows × 11 columns

df2=df1.set_index('trade_date')#将交易日转化为行索引
df2

	ts_code	open	high	low	close	pre_close	change	pct_chg	vol	amount
trade_date
2020-08-12	002094.SZ	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850
2020-08-11	002094.SZ	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140
2020-08-10	002094.SZ	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390
2020-08-07	002094.SZ	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920
2020-08-06	002094.SZ	4.71	4.89	4.68	4.72	4.68	0.04	0.8547	319919.20	152489.2340
...	...	...	...	...	...	...	...	...	...	...
2006-12-21	002094.SZ	13.33	13.50	13.10	13.12	13.35	-0.23	-1.7200	27489.50	36622.3038
2006-12-20	002094.SZ	13.45	13.50	13.12	13.35	13.55	-0.20	-1.4800	28936.27	38466.0406
2006-12-19	002094.SZ	13.15	13.75	13.03	13.55	13.34	0.21	1.5700	46970.06	63095.9578
2006-12-18	002094.SZ	13.95	13.95	12.87	13.34	14.30	-0.96	-6.7100	71580.75	94609.3316
2006-12-15	002094.SZ	14.61	15.50	14.00	14.30	7.69	6.61	85.9600	187662.29	279062.9609

3092 rows × 10 columns

#将dataframe数句进行排序
df2=df2.sort_index()
df2

	ts_code	open	high	low	close	pre_close	change	pct_chg	vol	amount
trade_date
2006-12-15	002094.SZ	14.61	15.50	14.00	14.30	7.69	6.61	85.9600	187662.29	279062.9609
2006-12-18	002094.SZ	13.95	13.95	12.87	13.34	14.30	-0.96	-6.7100	71580.75	94609.3316
2006-12-19	002094.SZ	13.15	13.75	13.03	13.55	13.34	0.21	1.5700	46970.06	63095.9578
2006-12-20	002094.SZ	13.45	13.50	13.12	13.35	13.55	-0.20	-1.4800	28936.27	38466.0406
2006-12-21	002094.SZ	13.33	13.50	13.10	13.12	13.35	-0.23	-1.7200	27489.50	36622.3038
...	...	...	...	...	...	...	...	...	...	...
2020-08-06	002094.SZ	4.71	4.89	4.68	4.72	4.68	0.04	0.8547	319919.20	152489.2340
2020-08-07	002094.SZ	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920
2020-08-10	002094.SZ	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390
2020-08-11	002094.SZ	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140
2020-08-12	002094.SZ	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850

3092 rows × 10 columns

五日均线前四日没有均值 30日均线前29天没有均值

#添加两列数据 用缺失值填充
df2['ma5']=np.nan
df2['ma30']=np.nan
df2

	ts_code	open	high	low	close	pre_close	change	pct_chg	vol	amount	ma5	ma30
trade_date
2006-12-15	002094.SZ	14.61	15.50	14.00	14.30	7.69	6.61	85.9600	187662.29	279062.9609	NaN	NaN
2006-12-18	002094.SZ	13.95	13.95	12.87	13.34	14.30	-0.96	-6.7100	71580.75	94609.3316	NaN	NaN
2006-12-19	002094.SZ	13.15	13.75	13.03	13.55	13.34	0.21	1.5700	46970.06	63095.9578	NaN	NaN
2006-12-20	002094.SZ	13.45	13.50	13.12	13.35	13.55	-0.20	-1.4800	28936.27	38466.0406	NaN	NaN
2006-12-21	002094.SZ	13.33	13.50	13.10	13.12	13.35	-0.23	-1.7200	27489.50	36622.3038	NaN	NaN
...	...	...	...	...	...	...	...	...	...	...	...	...
2020-08-06	002094.SZ	4.71	4.89	4.68	4.72	4.68	0.04	0.8547	319919.20	152489.2340	NaN	NaN
2020-08-07	002094.SZ	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920	NaN	NaN
2020-08-10	002094.SZ	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390	NaN	NaN
2020-08-11	002094.SZ	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140	NaN	NaN
2020-08-12	002094.SZ	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850	NaN	NaN

3092 rows × 12 columns

用dataframe的rolling（）函数来计算均线

df2['ma5']=df2.rolling(5).mean()#计算五日均线并赋值到ma5里面面
df2['ma30']=df2.rolling(10).mean()
df2

	ts_code	open	high	low	close	pre_close	change	pct_chg	vol	amount	ma5	ma30
trade_date
2006-12-15	002094.SZ	14.61	15.50	14.00	14.30	7.69	6.61	85.9600	187662.29	279062.9609	NaN	NaN
2006-12-18	002094.SZ	13.95	13.95	12.87	13.34	14.30	-0.96	-6.7100	71580.75	94609.3316	NaN	NaN
2006-12-19	002094.SZ	13.15	13.75	13.03	13.55	13.34	0.21	1.5700	46970.06	63095.9578	NaN	NaN
2006-12-20	002094.SZ	13.45	13.50	13.12	13.35	13.55	-0.20	-1.4800	28936.27	38466.0406	NaN	NaN
2006-12-21	002094.SZ	13.33	13.50	13.10	13.12	13.35	-0.23	-1.7200	27489.50	36622.3038	13.698	NaN
...	...	...	...	...	...	...	...	...	...	...	...	...
2020-08-06	002094.SZ	4.71	4.89	4.68	4.72	4.68	0.04	0.8547	319919.20	152489.2340	4.542	4.479
2020-08-07	002094.SZ	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920	4.612	4.497
2020-08-10	002094.SZ	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390	4.664	4.521
2020-08-11	002094.SZ	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140	4.712	4.563
2020-08-12	002094.SZ	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850	4.706	4.595

3092 rows × 12 columns

用for循环来求五日和三十日均线

for i in range(4,len(df2)):
df2.loc[df2.index[i],‘ma5’]=df2[‘close’][i-4:i+1].mean()
for i in range(30,len(df2)):
df2.loc[df2.index[i],‘ma30’]=df2[‘close’][i-29:i+1].mean()
df2

通用行情接口获取股票的数据

#前复权
dfb=ts.pro_bar(ts_code='002094.SZ',asset='E',adj='qfq',freq='D',ma=[5,30])
dfb

	ts_code	trade_date	open	high	low	close	pre_close	change	pct_chg	vol	amount	ma5	ma_v_5	ma30	ma_v_30
0	002094.SZ	20200813	4.7100	4.9500	4.6700	4.8200	4.6700	0.1500	3.2120	418954.22	201812.7100	4.7200	412576.290	4.5150	300147.1873
1	002094.SZ	20200812	4.6600	4.7400	4.5200	4.6700	4.8400	-0.1700	-3.5124	498934.88	230502.0850	4.7000	392769.286	4.4917	290509.2700
2	002094.SZ	20200811	4.7800	5.1600	4.7100	4.8400	4.6900	0.1500	3.1983	734090.75	368740.7140	4.7020	351562.666	4.4720	277569.8207
3	002094.SZ	20200810	4.6600	4.8600	4.6200	4.6900	4.5800	0.1100	2.4017	198384.00	93422.6390	4.6680	284537.652	4.4477	255973.1023
4	002094.SZ	20200807	4.7200	4.7200	4.5100	4.5800	4.7200	-0.1400	-2.9661	212517.60	97453.5920	4.6560	342421.688	4.4287	251703.9597
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
3088	002094.SZ	20061221	2.5132	2.5452	2.4698	2.4736	2.5170	-0.0434	-1.7243	27489.50	36622.3038	2.5513	72527.774	NaN	NaN
3089	002094.SZ	20061220	2.5358	2.5452	2.4736	2.5170	2.5547	-0.0377	-1.4757	28936.27	38466.0406	NaN	NaN	NaN	NaN
3090	002094.SZ	20061219	2.4793	2.5924	2.4566	2.5547	2.5151	0.0396	1.5745	46970.06	63095.9578	NaN	NaN	NaN	NaN
3091	002094.SZ	20061218	2.6301	2.6301	2.4265	2.5151	2.6961	-0.1810	-6.7134	71580.75	94609.3316	NaN	NaN	NaN	NaN
3092	002094.SZ	20061215	2.7545	2.9223	2.6395	2.6961	1.4498	1.2463	85.9636	187662.29	279062.9609	NaN	NaN	NaN	NaN

3093 rows × 15 columns

#通用行情接口获取股票的数据
#pro=ts.pro_api('7240fde9e07a9cc82db49161b8f85769186c321ca754a13ded7722f0')
dfa=ts.pro_bar(ts_code='002094.SZ',asset='E',freq='D',ma=[5,30,80,255])#未复权
dfa

	ts_code	trade_date	open	high	low	close	pre_close	change	pct_chg	vol	amount	ma5	ma_v_5	ma30	ma_v_30	ma80	ma_v_80	ma255	ma_v_255
0	002094.SZ	20200813	4.71	4.95	4.67	4.82	4.67	0.15	3.2120	418954.22	201812.7100	4.720	412576.290	4.5150	300147.1873	4.2628	230130.6018	4.5637	178117.1263
1	002094.SZ	20200812	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850	4.700	392769.286	4.4917	290509.2700	4.2539	226857.3108	4.5645	176640.3976
2	002094.SZ	20200811	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140	4.702	351562.666	4.4720	277569.8207	4.2480	223185.0464	4.5661	174858.6661
3	002094.SZ	20200810	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390	4.668	284537.652	4.4477	255973.1023	4.2419	216076.2075	4.5669	172237.3755
4	002094.SZ	20200807	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920	4.656	342421.688	4.4287	251703.9597	4.2366	215140.6233	4.5680	171626.7182
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
3088	002094.SZ	20061221	13.33	13.50	13.10	13.12	13.35	-0.23	-1.7200	27489.50	36622.3038	13.532	72527.774	NaN	NaN	NaN	NaN	NaN	NaN
3089	002094.SZ	20061220	13.45	13.50	13.12	13.35	13.55	-0.20	-1.4800	28936.27	38466.0406	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
3090	002094.SZ	20061219	13.15	13.75	13.03	13.55	13.34	0.21	1.5700	46970.06	63095.9578	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
3091	002094.SZ	20061218	13.95	13.95	12.87	13.34	14.30	-0.96	-6.7100	71580.75	94609.3316	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
3092	002094.SZ	20061215	14.61	15.50	14.00	14.30	7.69	6.61	85.9600	187662.29	279062.9609	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN

3093 rows × 19 columns

print(dfa['trade_date'])
dfa['trade_date']=pd.to_datetime(dfa['trade_date'],format='%Y%m%d')#将trade_date转化为时间序列对象

0       20200813
1       20200812
2       20200811
3       20200810
4       20200807
          ...   
3088    20061221
3089    20061220
3090    20061219
3091    20061218
3092    20061215
Name: trade_date, Length: 3093, dtype: object

dfa['trade_date']

0      2020-08-13
1      2020-08-12
2      2020-08-11
3      2020-08-10
4      2020-08-07
          ...    
3088   2006-12-21
3089   2006-12-20
3090   2006-12-19
3091   2006-12-18
3092   2006-12-15
Name: trade_date, Length: 3093, dtype: datetime64[ns]

dfa=dfa.set_index('trade_date')#将trade_date列设置为行索引
dfa

	ts_code	open	high	low	close	pre_close	change	pct_chg	vol	amount	ma5	ma_v_5	ma30	ma_v_30	ma80	ma_v_80	ma255	ma_v_255
trade_date
2020-08-13	002094.SZ	4.71	4.95	4.67	4.82	4.67	0.15	3.2120	418954.22	201812.7100	4.720	412576.290	4.5150	300147.1873	4.2628	230130.6018	4.5637	178117.1263
2020-08-12	002094.SZ	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850	4.700	392769.286	4.4917	290509.2700	4.2539	226857.3108	4.5645	176640.3976
2020-08-11	002094.SZ	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140	4.702	351562.666	4.4720	277569.8207	4.2480	223185.0464	4.5661	174858.6661
2020-08-10	002094.SZ	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390	4.668	284537.652	4.4477	255973.1023	4.2419	216076.2075	4.5669	172237.3755
2020-08-07	002094.SZ	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920	4.656	342421.688	4.4287	251703.9597	4.2366	215140.6233	4.5680	171626.7182
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
2006-12-21	002094.SZ	13.33	13.50	13.10	13.12	13.35	-0.23	-1.7200	27489.50	36622.3038	13.532	72527.774	NaN	NaN	NaN	NaN	NaN	NaN
2006-12-20	002094.SZ	13.45	13.50	13.12	13.35	13.55	-0.20	-1.4800	28936.27	38466.0406	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
2006-12-19	002094.SZ	13.15	13.75	13.03	13.55	13.34	0.21	1.5700	46970.06	63095.9578	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
2006-12-18	002094.SZ	13.95	13.95	12.87	13.34	14.30	-0.96	-6.7100	71580.75	94609.3316	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
2006-12-15	002094.SZ	14.61	15.50	14.00	14.30	7.69	6.61	85.9600	187662.29	279062.9609	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN

3093 rows × 18 columns

dfa=dfa.dropna()#删除所有包含缺失值的行
dfa

	ts_code	open	high	low	close	pre_close	change	pct_chg	vol	amount	ma5	ma_v_5	ma30	ma_v_30	ma80	ma_v_80	ma255	ma_v_255
trade_date
2020-08-13	002094.SZ	4.71	4.95	4.67	4.82	4.67	0.15	3.2120	418954.22	201812.7100	4.720	412576.290	4.5150	300147.1873	4.2628	230130.6018	4.5637	178117.1263
2020-08-12	002094.SZ	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850	4.700	392769.286	4.4917	290509.2700	4.2539	226857.3108	4.5645	176640.3976
2020-08-11	002094.SZ	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140	4.702	351562.666	4.4720	277569.8207	4.2480	223185.0464	4.5661	174858.6661
2020-08-10	002094.SZ	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390	4.668	284537.652	4.4477	255973.1023	4.2419	216076.2075	4.5669	172237.3755
2020-08-07	002094.SZ	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920	4.656	342421.688	4.4287	251703.9597	4.2366	215140.6233	4.5680	171626.7182
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
2008-01-18	002094.SZ	22.37	22.78	21.31	22.00	22.37	-0.37	-1.6500	7117.75	15626.5612	22.410	11176.288	20.1280	14591.4590	18.6705	10446.1029	19.2786	15113.6755
2008-01-17	002094.SZ	22.83	23.60	21.71	22.37	22.95	-0.58	-2.5300	12843.00	29122.5679	22.464	11789.694	19.9713	14669.2713	18.6728	10440.1544	19.2447	15199.2383
2008-01-16	002094.SZ	22.49	23.75	22.23	22.95	22.73	0.22	0.9700	16961.21	39352.0179	22.480	11688.748	19.7987	14734.2013	18.6803	10428.4375	19.2101	15333.0699
2008-01-15	002094.SZ	22.00	22.87	21.81	22.73	22.00	0.73	3.3200	10131.17	22875.4656	22.380	11286.864	19.5857	14598.3543	18.6721	10328.7040	19.1724	15547.2642
2008-01-14	002094.SZ	21.90	22.44	21.75	22.00	22.27	-0.27	-1.2100	8828.31	19441.6871	22.232	12640.078	19.3907	14789.4103	18.6669	10240.7640	19.1394	16243.4646

2839 rows × 18 columns

删除不需要的列数据

dfa=dfa.drop('ma_v_5',axis=1)
dfa=dfa.drop('ma_v_30',axis=1)
dfa=dfa.drop('ma_v_80',axis=1)
dfa=dfa.drop('ma_v_255',axis=1)

dfa

	ts_code	open	high	low	close	pre_close	change	pct_chg	vol	amount	ma5	ma30	ma80	ma255
trade_date
2020-08-13	002094.SZ	4.71	4.95	4.67	4.82	4.67	0.15	3.2120	418954.22	201812.7100	4.720	4.5150	4.2628	4.5637
2020-08-12	002094.SZ	4.66	4.74	4.52	4.67	4.84	-0.17	-3.5124	498934.88	230502.0850	4.700	4.4917	4.2539	4.5645
2020-08-11	002094.SZ	4.78	5.16	4.71	4.84	4.69	0.15	3.1983	734090.75	368740.7140	4.702	4.4720	4.2480	4.5661
2020-08-10	002094.SZ	4.66	4.86	4.62	4.69	4.58	0.11	2.4017	198384.00	93422.6390	4.668	4.4477	4.2419	4.5669
2020-08-07	002094.SZ	4.72	4.72	4.51	4.58	4.72	-0.14	-2.9661	212517.60	97453.5920	4.656	4.4287	4.2366	4.5680
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
2008-01-18	002094.SZ	22.37	22.78	21.31	22.00	22.37	-0.37	-1.6500	7117.75	15626.5612	22.410	20.1280	18.6705	19.2786
2008-01-17	002094.SZ	22.83	23.60	21.71	22.37	22.95	-0.58	-2.5300	12843.00	29122.5679	22.464	19.9713	18.6728	19.2447
2008-01-16	002094.SZ	22.49	23.75	22.23	22.95	22.73	0.22	0.9700	16961.21	39352.0179	22.480	19.7987	18.6803	19.2101
2008-01-15	002094.SZ	22.00	22.87	21.81	22.73	22.00	0.73	3.3200	10131.17	22875.4656	22.380	19.5857	18.6721	19.1724
2008-01-14	002094.SZ	21.90	22.44	21.75	22.00	22.27	-0.27	-1.2100	8828.31	19441.6871	22.232	19.3907	18.6669	19.1394

2839 rows × 14 columns

dfa[['ma5','ma30','ma80','ma255']].plot()
plt.show()

[外链图片转存失败,源站可能有防盗链机制,建议将图片保存下来直接上传(img-afO9Enpq-1597387434793)(output_23_0.png)]

找出所有金叉和死叉日期

#用循环找出金叉和死叉
jincha=[]
shicha=[]
for i in range(1,len(dfa)):
    if dfa['ma5'][i] >= dfa['ma30'][i] and dfa['ma5'][i-1] < dfa['ma30'][i-1]:
        jincha.append(str(dfa.index[i]))
    if dfa['ma5'][i] <= dfa['ma30'][i] and dfa['ma5'][i-1] > dfa['ma30'][i-1]:
        shicha.append(str(dfa.index[i]))
    
print(jincha)
print(shicha)

['2020-06-29 00:00:00', '2020-05-21 00:00:00', '2020-04-16 00:00:00', '2020-03-12 00:00:00', '2020-01-23 00:00:00', '2019-11-01 00:00:00', '2019-09-27 00:00:00', '2019-07-18 00:00:00', '2019-04-24 00:00:00', '2018-12-13 00:00:00', '2018-07-30 00:00:00', '2018-05-30 00:00:00', '2018-05-10 00:00:00', '2018-03-27 00:00:00', '2017-11-09 00:00:00', '2017-10-20 00:00:00', '2017-09-25 00:00:00', '2017-07-13 00:00:00', '2017-05-22 00:00:00', '2017-03-29 00:00:00', '2017-01-23 00:00:00', '2016-12-12 00:00:00', '2016-07-07 00:00:00', '2016-06-27 00:00:00', '2016-04-21 00:00:00', '2016-02-26 00:00:00', '2016-01-12 00:00:00', '2015-08-24 00:00:00', '2015-06-25 00:00:00', '2015-04-20 00:00:00', '2014-10-23 00:00:00', '2014-10-10 00:00:00', '2014-09-19 00:00:00', '2014-04-28 00:00:00', '2014-03-19 00:00:00', '2013-12-24 00:00:00', '2013-11-08 00:00:00', '2013-06-04 00:00:00', '2013-04-17 00:00:00', '2012-11-08 00:00:00', '2012-10-30 00:00:00', '2012-09-24 00:00:00', '2012-07-27 00:00:00', '2012-06-04 00:00:00', '2012-05-25 00:00:00', '2012-03-27 00:00:00', '2012-03-09 00:00:00', '2011-11-29 00:00:00', '2011-09-09 00:00:00', '2011-09-07 00:00:00', '2011-07-20 00:00:00', '2011-05-24 00:00:00', '2011-04-20 00:00:00', '2011-03-29 00:00:00', '2011-03-14 00:00:00', '2011-01-25 00:00:00', '2010-12-03 00:00:00', '2010-11-22 00:00:00', '2010-09-30 00:00:00', '2010-06-30 00:00:00', '2010-05-12 00:00:00', '2010-01-22 00:00:00', '2010-01-06 00:00:00', '2009-10-29 00:00:00', '2009-09-24 00:00:00', '2009-08-31 00:00:00', '2009-08-18 00:00:00', '2009-06-15 00:00:00', '2009-04-29 00:00:00', '2009-03-13 00:00:00', '2009-03-03 00:00:00', '2008-12-22 00:00:00', '2008-12-18 00:00:00', '2008-08-07 00:00:00', '2008-05-28 00:00:00', '2008-03-11 00:00:00', '2008-02-28 00:00:00', '2008-01-25 00:00:00']
['2020-07-06 00:00:00', '2020-06-02 00:00:00', '2020-05-15 00:00:00', '2020-03-30 00:00:00', '2020-03-06 00:00:00', '2019-12-17 00:00:00', '2019-10-09 00:00:00', '2019-08-27 00:00:00', '2019-07-02 00:00:00', '2019-02-15 00:00:00', '2018-11-09 00:00:00', '2018-07-19 00:00:00', '2018-05-18 00:00:00', '2018-04-03 00:00:00', '2018-01-05 00:00:00', '2017-10-23 00:00:00', '2017-10-11 00:00:00', '2017-08-17 00:00:00', '2017-07-04 00:00:00', '2017-05-05 00:00:00', '2017-03-07 00:00:00', '2016-12-27 00:00:00', '2016-11-04 00:00:00', '2016-07-01 00:00:00', '2016-05-03 00:00:00', '2016-03-18 00:00:00', '2016-02-17 00:00:00', '2015-12-14 00:00:00', '2015-08-13 00:00:00', '2015-05-13 00:00:00', '2015-01-19 00:00:00', '2014-10-15 00:00:00', '2014-10-08 00:00:00', '2014-06-03 00:00:00', '2014-04-03 00:00:00', '2014-01-24 00:00:00', '2013-12-11 00:00:00', '2013-08-30 00:00:00', '2013-05-13 00:00:00', '2012-12-19 00:00:00', '2012-11-06 00:00:00', '2012-10-19 00:00:00', '2012-08-03 00:00:00', '2012-07-25 00:00:00', '2012-05-29 00:00:00', '2012-05-14 00:00:00', '2012-03-14 00:00:00', '2012-02-07 00:00:00', '2011-10-31 00:00:00', '2011-09-08 00:00:00', '2011-08-15 00:00:00', '2011-06-09 00:00:00', '2011-05-11 00:00:00', '2011-03-31 00:00:00', '2011-03-28 00:00:00', '2011-01-31 00:00:00', '2011-01-11 00:00:00', '2010-11-24 00:00:00', '2010-11-09 00:00:00', '2010-07-09 00:00:00', '2010-05-31 00:00:00', '2010-01-26 00:00:00', '2010-01-14 00:00:00', '2009-11-04 00:00:00', '2009-10-16 00:00:00', '2009-09-17 00:00:00', '2009-08-21 00:00:00', '2009-06-19 00:00:00', '2009-05-05 00:00:00', '2009-03-20 00:00:00', '2009-03-05 00:00:00', '2009-01-20 00:00:00', '2008-12-19 00:00:00', '2008-10-21 00:00:00', '2008-07-22 00:00:00', '2008-04-30 00:00:00', '2008-03-04 00:00:00', '2008-02-04 00:00:00']

不用循环来找出金叉和死叉

dfa['ma5']>dfa['ma30']

trade_date
2020-08-13    True
2020-08-12    True
2020-08-11    True
2020-08-10    True
2020-08-07    True
              ... 
2008-01-18    True
2008-01-17    True
2008-01-16    True
2008-01-15    True
2008-01-14    True
Length: 2839, dtype: bool

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pandas tushare双均线策略

import pandas as pd #导入需要用到的包import numpy as npimport matplotlib.pyplot as pltimport tushare as ts#pro=ts.pro_api('e4b96d472ce94a6fd8763c1deac5058ed3c365bd574b9ff24403ba67')ts.set_token('e4b96d472ce94a6fd8763c1deac5058ed3c365bd574b9ff24403ba67')df=
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