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quant/code/analyses-single.ipynb

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2019-11-21 12:02:03 +08:00
{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"import tushare as ts\n",
"import numpy as np\n",
"import matplotlib.pyplot as plt\n",
"import pandas as pd\n",
"import MySQLdb\n",
"import time\n",
"import datetime\n",
"import warnings\n",
"warnings.filterwarnings(\"ignore\")\n",
"from imp import reload\n",
"import chan_series"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {
"collapsed": true
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"data loaded 578535\n",
"开始处理: 0 / 578535\n",
"开始处理: 10000 / 578535\n",
"开始处理: 20000 / 578535\n",
"开始处理: 30000 / 578535\n",
"开始处理: 40000 / 578535\n",
"开始处理: 50000 / 578535\n",
"开始处理: 60000 / 578535\n",
"开始处理: 70000 / 578535\n",
"开始处理: 80000 / 578535\n",
"开始处理: 90000 / 578535\n",
"开始处理: 100000 / 578535\n",
"开始处理: 110000 / 578535\n",
"开始处理: 120000 / 578535\n",
"开始处理: 130000 / 578535\n",
"开始处理: 140000 / 578535\n",
"开始处理: 150000 / 578535\n",
"开始处理: 160000 / 578535\n",
"开始处理: 170000 / 578535\n",
"开始处理: 180000 / 578535\n",
"开始处理: 190000 / 578535\n",
"开始处理: 200000 / 578535\n",
"开始处理: 210000 / 578535\n",
"开始处理: 220000 / 578535\n",
"开始处理: 230000 / 578535\n",
"开始处理: 240000 / 578535\n",
"开始处理: 250000 / 578535\n",
"开始处理: 260000 / 578535\n",
"开始处理: 270000 / 578535\n",
"开始处理: 280000 / 578535\n",
"开始处理: 290000 / 578535\n",
"开始处理: 300000 / 578535\n",
"开始处理: 310000 / 578535\n",
"开始处理: 320000 / 578535\n",
"开始处理: 330000 / 578535\n",
"开始处理: 340000 / 578535\n",
"开始处理: 350000 / 578535\n",
"开始处理: 360000 / 578535\n",
"开始处理: 370000 / 578535\n",
"开始处理: 380000 / 578535\n",
"开始处理: 390000 / 578535\n",
"开始处理: 400000 / 578535\n",
"开始处理: 410000 / 578535\n",
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"开始处理: 430000 / 578535\n",
"开始处理: 440000 / 578535\n",
"开始处理: 450000 / 578535\n",
"开始处理: 460000 / 578535\n",
"开始处理: 470000 / 578535\n",
"开始处理: 480000 / 578535\n",
"开始处理: 490000 / 578535\n",
"开始处理: 500000 / 578535\n",
"开始处理: 510000 / 578535\n",
"开始处理: 520000 / 578535\n",
"开始处理: 530000 / 578535\n",
"开始处理: 540000 / 578535\n",
"开始处理: 550000 / 578535\n",
"开始处理: 560000 / 578535\n",
"开始处理: 570000 / 578535\n"
]
}
],
"source": [
"db = MySQLdb.connect(host=\"127.0.0.1\",user=\"sa\",passwd=\"sasasa\",db=\"quant\",charset=\"utf8\")\n",
"cursor = db.cursor()\n",
"sql = \"select * from stock_min where ts_code='000338.SZ' and trade_time>'2010-01-01' and trade_time<'2020-01-01' order by trade_time\"\n",
"df = pd.read_sql(sql,db)\n",
"cursor.close()\n",
"db.close()\n",
"print('data loaded',len(df))\n",
"reload(chan_series) #重新加载外部chan.py\n",
"df=chan_series.build(df)"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"买入 68.0 2010-01-06 13:04:00 bottom\n",
"卖出 68.54 本次获利 0.5400000000000063 总获利 0.5400000000000063 2010-01-13 11:21:00 100初仓累计 100.79411764705884\n",
"买入 71.5 2010-01-15 13:59:00 bottom\n",
"卖出 74.95 本次获利 3.450000000000003 总获利 3.990000000000009 2010-01-20 11:14:00 100初仓累计 105.65761003702183\n",
"买入 65.22 2010-01-27 14:07:00 bottom\n",
"卖出 66.65 本次获利 1.4300000000000068 总获利 5.420000000000016 2010-03-05 10:20:00 100初仓累计 107.97423656803902\n",
"买入 67.39 2010-03-08 11:24:00 bottom\n",
"卖出 66.5 本次获利 -0.8900000000000006 总获利 4.530000000000015 2010-03-10 10:19:00 100初仓累计 106.5482524376702\n",
"买入 63.8 2010-03-17 14:40:00 bottom\n",
"卖出 62.95 本次获利 -0.8499999999999943 总获利 3.680000000000021 2010-03-25 13:50:00 100初仓累计 105.12872242870438\n",
"买入 69.43 2010-03-30 11:27:00 bottom\n",
"卖出 69.48 本次获利 0.04999999999999716 总获利 3.730000000000018 2010-03-31 10:59:00 100初仓累计 105.20443085620595\n",
"买入 69.65 2010-04-01 11:25:00 bottom\n",
"卖出 69.27 本次获利 -0.38000000000000966 总获利 3.3500000000000085 2010-04-09 09:41:00 100初仓累计 104.63045119037164\n",
"买入 63.34 2010-04-21 13:13:00 bottom\n",
"卖出 63.19 本次获利 -0.15000000000000568 总获利 3.200000000000003 2010-04-22 10:11:00 100初仓累计 104.38266830943454\n",
"买入 66.0 2010-04-26 10:33:00 bottom\n",
"卖出 62.38 本次获利 -3.6199999999999974 总获利 -0.4199999999999946 2010-04-27 10:26:00 100初仓累计 98.6574371082201\n",
"买入 61.82 2010-05-04 09:32:00 bottom\n",
"卖出 62.0 本次获利 0.17999999999999972 总获利 -0.23999999999999488 2010-05-04 14:57:00 100初仓累计 98.94469590277653\n",
"买入 59.3 2010-05-10 14:44:00 bottom\n",
"卖出 59.2 本次获利 -0.09999999999999432 总获利 -0.3399999999999892 2010-05-11 13:59:00 100初仓累计 98.77784144088317\n",
"买入 58.0 2010-05-20 13:05:00 bottom\n",
"卖出 59.5 本次获利 1.5 总获利 1.1600000000000108 2010-05-25 13:58:00 100初仓累计 101.33244078849222\n",
"买入 60.08 2010-05-27 13:32:00 bottom\n",
"卖出 58.15 本次获利 -1.9299999999999997 总获利 -0.7699999999999889 2010-06-01 11:03:00 100初仓累计 98.07725419192448\n",
"买入 58.6 2010-06-22 11:23:00 bottom\n",
"卖出 59.88 本次获利 1.2800000000000011 总获利 0.5100000000000122 2010-06-29 13:36:00 100初仓累计 100.21955598997334\n",
"买入 60.77 2010-07-01 09:56:00 bottom\n",
"卖出 59.58 本次获利 -1.1900000000000048 总获利 -0.6799999999999926 2010-07-05 09:57:00 100初仓累计 98.25705357713694\n",
"买入 60.0 2010-07-06 10:57:00 bottom\n",
"卖出 60.02 本次获利 0.020000000000003126 总获利 -0.6599999999999895 2010-07-07 10:36:00 100初仓累计 98.28980592832932\n",
"买入 63.45 2010-07-09 10:48:00 bottom\n",
"卖出 66.4 本次获利 2.950000000000003 总获利 2.2900000000000134 2010-07-15 09:32:00 100初仓累计 102.85962354044234\n",
"买入 66.9 2010-08-13 14:32:00 bottom\n",
"卖出 73.22 本次获利 6.319999999999993 总获利 8.610000000000007 2010-08-24 10:34:00 100初仓累计 112.57670606324646\n",
"买入 75.45 2010-08-30 10:52:00 bottom\n",
"卖出 77.89 本次获利 2.4399999999999977 总获利 11.050000000000004 2010-09-07 14:08:00 100初仓累计 116.2173576576046\n",
"买入 78.45 2010-09-08 10:20:00 bottom\n",
"卖出 78.32 本次获利 -0.13000000000000966 总获利 10.919999999999995 2010-09-09 10:44:00 100初仓累计 116.02477312611333\n",
"买入 77.9 2010-09-10 14:17:00 bottom\n",
"卖出 79.91 本次获利 2.009999999999991 总获利 12.929999999999986 2010-09-14 10:32:00 100初仓累计 119.0184803659527\n",
"买入 77.37 2010-09-27 14:30:00 bottom\n",
"卖出 75.51 本次获利 -1.8599999999999994 总获利 11.069999999999986 2010-09-29 11:18:00 100初仓累计 116.15723733272701\n",
"买入 75.9 2010-09-30 11:10:00 bottom\n",
"卖出 113.6 本次获利 37.69999999999999 总获利 48.769999999999975 2010-10-29 13:03:00 100初仓累计 173.8532564031329\n",
"买入 116.53 2010-11-02 09:31:00 bottom\n",
"卖出 115.0 本次获利 -1.5300000000000011 总获利 47.239999999999974 2010-11-03 14:29:00 100初仓累计 171.57062118218727\n",
"买入 117.2 2010-11-05 13:48:00 bottom\n",
"卖出 121.6 本次获利 4.3999999999999915 总获利 51.639999999999965 2010-11-12 13:10:00 100初仓累计 178.01183904226937\n",
"买入 126.89 2010-12-01 10:13:00 bottom\n",
"卖出 121.88 本次获利 -5.010000000000005 总获利 46.62999999999996 2010-12-03 13:32:00 100初仓累计 170.9833946132224\n",
"买入 57.08 2010-12-13 11:27:00 bottom\n",
"卖出 55.96 本次获利 -1.1199999999999974 总获利 45.50999999999996 2010-12-17 10:23:00 100初仓累计 167.62842961730775\n",
"买入 54.9 2010-12-21 14:13:00 bottom\n",
"卖出 53.42 本次获利 -1.4799999999999969 总获利 44.029999999999966 2010-12-28 10:39:00 100初仓累计 163.10948470230565\n",
"买入 53.4 2011-01-04 14:10:00 bottom\n",
"卖出 51.63 本次获利 -1.769999999999996 总获利 42.25999999999997 2011-01-06 10:32:00 100初仓累计 157.70304672621802\n",
"买入 48.48 2011-01-12 11:17:00 bottom\n",
"卖出 47.79 本次获利 -0.6899999999999977 总获利 41.56999999999997 2011-01-14 11:12:00 100初仓累计 155.4585107889018\n",
"买入 49.3 2011-01-19 13:32:00 bottom\n",
"卖出 50.71 本次获利 1.4100000000000037 总获利 42.979999999999976 2011-02-01 11:30:00 100初仓累计 159.9046872637974\n",
"买入 54.43 2011-02-11 13:18:00 bottom\n",
"卖出 59.22 本次获利 4.789999999999999 总获利 47.769999999999975 2011-02-18 11:02:00 100初仓累计 173.97676979169728\n",
"买入 56.87 2011-02-25 14:25:00 bottom\n",
"卖出 60.18 本次获利 3.3100000000000023 总获利 51.07999999999998 2011-03-03 14:19:00 100初仓累计 184.1027256209661\n",
"买入 60.5 2011-03-07 10:06:00 bottom\n",
"卖出 60.0 本次获利 -0.5 总获利 50.57999999999998 2011-03-10 09:30:00 100初仓累计 182.58121549186723\n",
"买入 56.85 2011-03-22 13:11:00 bottom\n",
"卖出 57.58 本次获利 0.7299999999999969 总获利 51.309999999999974 2011-03-24 13:16:00 100初仓累计 184.92570603380324\n",
"买入 53.96 2011-04-06 10:53:00 bottom\n",
"卖出 55.71 本次获利 1.75 总获利 53.059999999999974 2011-04-12 14:57:00 100初仓累计 190.9231112517268\n",
"买入 55.65 2011-04-14 13:43:00 bottom\n",
"卖出 55.43 本次获利 -0.21999999999999886 总获利 52.839999999999975 2011-04-19 10:40:00 100初仓累计 190.16833884426265\n",
"买入 50.9 2011-05-03 10:34:00 bottom\n",
"卖出 49.15 本次获利 -1.75 总获利 51.089999999999975 2011-05-05 10:39:00 100初仓累计 183.63013466002965\n",
"买入 43.99 2011-06-24 09:31:00 bottom\n",
"卖出 45.08 本次获利 1.0899999999999963 总获利 52.17999999999997 2011-06-28 10:48:00 100初仓累计 188.18018800805035\n",
"买入 45.69 2011-06-30 11:05:00 bottom\n",
"卖出 47.15 本次获利 1.4600000000000009 总获利 53.63999999999997 2011-07-06 10:04:00 100初仓累计 194.19338727466788\n",
"买入 47.33 2011-07-07 11:14:00 bottom\n",
"卖出 46.54 本次获利 -0.7899999999999991 总获利 52.84999999999997 2011-07-08 11:13:00 100初仓累计 190.95204402626334\n",
"买入 45.87 2011-07-13 11:06:00 bottom\n",
"卖出 45.84 本次获利 -0.02999999999999403 总获利 52.81999999999998 2011-07-14 14:08:00 100初仓累计 190.82715714331616\n",
"买入 44.86 2011-07-22 10:57:00 bottom\n",
"卖出 43.61 本次获利 -1.25 总获利 51.56999999999998 2011-08-04 13:03:00 100初仓累计 185.50986007623757\n",
"买入 40.16 2011-08-09 14:51:00 bottom\n",
"卖出 40.25 本次获利 0.09000000000000341 总获利 51.65999999999998 2011-08-11 10:47:00 100初仓累计 185.9255943244164\n",
"买入 40.52 2011-08-12 10:20:00 bottom\n",
"卖出 41.19 本次获利 0.6699999999999946 总获利 52.32999999999998 2011-08-18 11:30:00 100初仓累计 188.9998822858517\n",
"买入 40.1 2011-08-23 13:14:00 bottom\n",
"卖出 40.79 本次获利 0.6899999999999977 总获利 53.019999999999975 2011-08-29 10:53:00 100初仓累计 192.25199996109455\n",
"买入 40.99 2011-08-30 14:18:00 bottom\n",
"卖出 40.96 本次获利 -0.030000000000001137 总获利 52.989999999999974 2011-09-02 10:59:00 100初仓累计 192.11129344733916\n",
"买入 39.5 2011-09-14 14:42:00 bottom\n",
"卖出 39.25 本次获利 -0.25 总获利 52.739999999999974 2011-09-19 11:00:00 100初仓累计 190.8953991850142\n",
"买入 39.77 2011-09-22 09:36:00 bottom\n",
"卖出 38.3 本次获利 -1.470000000000006 总获利 51.26999999999997 2011-09-23 14:15:00 100初仓累计 183.83942139265886\n",
"买入 37.79 2011-10-12 14:11:00 bottom\n",
"卖出 37.82 本次获利 0.030000000000001137 总获利 51.29999999999997 2011-10-14 10:52:00 100初仓累计 183.9853643045874\n",
"买入 34.91 2011-10-25 13:51:00 bottom\n",
"卖出 38.29 本次获利 3.3800000000000026 总获利 54.67999999999997 2011-11-04 14:56:00 100初仓累计 201.7989000063779\n",
"买入 38.23 2011-11-09 14:24:00 bottom\n",
"卖出 36.02 本次获利 -2.2099999999999937 总获利 52.46999999999998 2011-11-18 14:04:00 100初仓累计 190.13330835024152\n",
"买入 35.35 2011-11-29 10:10:00 bottom\n",
"卖出 34.95 本次获利 -0.3999999999999986 总获利 52.06999999999998 2011-12-05 13:35:00 100初仓累计 187.98187063199268\n",
"买入 30.1 2011-12-19 14:20:00 bottom\n",
"卖出 30.2 本次获利 0.09999999999999787 总获利 52.16999999999997 2011-12-22 10:03:00 100初仓累计 188.60639511914215\n",
"买入 31.17 2011-12-30 10:25:00 bottom\n",
"卖出 30.45 本次获利 -0.7200000000000024 总获利 51.449999999999974 2012-01-05 11:18:00 100初仓累计 184.2497507660532\n",
"买入 31.3 2012-01-09 13:05:00 bottom\n",
"卖出 33.29 本次获利 1.9899999999999984 总获利 53.43999999999997 2012-01-12 13:30:00 100初仓累计 195.96403204478946\n",
"买入 33.32 2012-01-18 10:25:00 bottom\n",
"卖出 33.93 本次获利 0.6099999999999994 总获利 54.04999999999997 2012-01-31 11:02:00 100初仓累计 199.55160886193596\n",
"买入 34.11 2012-02-03 13:07:00 bottom\n",
"卖出 34.7 本次获利 0.5900000000000034 总获利 54.63999999999997 2012-02-24 10:57:00 100初仓累计 203.00324912076164\n",
"买入 35.58 2012-03-05 09:46:00 bottom\n",
"卖出 34.85 本次获利 -0.7299999999999969 总获利 53.909999999999975 2012-03-06 11:19:00 100初仓累计 198.83820213205576\n",
"买入 34.46 2012-03-08 14:12:00 bottom\n",
"卖出 33.77 本次获利 -0.6899999999999977 总获利 53.21999999999998 2012-03-16 11:22:00 100初仓累计 194.85682199650387\n",
"买入 30.8 2012-04-05 13:43:00 bottom\n",
"卖出 30.8 本次获利 0.0 总获利 53.21999999999998 2012-04-10 10:17:00 100初仓累计 194.85682199650387\n",
"买入 30.99 2012-04-12 11:01:00 bottom\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"卖出 31.7 本次获利 0.7100000000000009 总获利 53.92999999999998 2012-04-16 10:40:00 100初仓累计 199.32111188412946\n",
"买入 31.98 2012-04-18 14:10:00 bottom\n",
"卖出 33.1 本次获利 1.120000000000001 总获利 55.04999999999998 2012-04-24 13:46:00 100初仓累计 206.30171367619403\n",
"买入 33.54 2012-04-25 15:00:00 bottom\n",
"卖出 33.54 本次获利 0.0 总获利 55.04999999999998 2012-05-09 14:00:00 100初仓累计 206.30171367619403\n",
"买入 31.89 2012-05-17 14:11:00 bottom\n",
"卖出 31.53 本次获利 -0.35999999999999943 总获利 54.68999999999998 2012-05-21 13:41:00 100初仓累计 203.97281380402626\n",
"买入 32.23 2012-05-23 09:37:00 bottom\n",
"卖出 32.7 本次获利 0.47000000000000597 总获利 55.15999999999999 2012-05-25 13:42:00 100初仓累计 206.9472854915191\n",
"买入 34.32 2012-05-29 13:06:00 bottom\n",
"卖出 34.01 本次获利 -0.3100000000000023 总获利 54.84999999999999 2012-05-30 13:11:00 100初仓累计 205.07800639762715\n",
"买入 32.16 2012-06-07 10:56:00 bottom\n",
"卖出 31.88 本次获利 -0.2799999999999976 总获利 54.56999999999999 2012-06-12 13:30:00 100初仓累计 203.29250136680204\n",
"买入 31.99 2012-06-13 14:13:00 bottom\n",
"卖出 31.86 本次获利 -0.129999999999999 总获利 54.44 2012-06-18 09:31:00 100初仓累计 202.4663674131389\n",
"买入 27.53 2012-07-13 10:51:00 bottom\n",
"卖出 26.89 本次获利 -0.6400000000000006 总获利 53.8 2012-07-16 11:15:00 100初仓累计 197.75955756408663\n",
"买入 23.4 2012-08-01 10:41:00 bottom\n",
"卖出 23.23 本次获利 -0.16999999999999815 总获利 53.629999999999995 2012-08-02 10:47:00 100初仓累计 196.3228428296467\n",
"买入 23.67 2012-08-06 10:22:00 bottom\n",
"卖出 19.24 本次获利 -4.430000000000003 总获利 49.19999999999999 2012-08-17 10:46:00 100初仓累计 159.57969987504868\n",
"买入 17.07 2012-08-31 09:34:00 bottom\n",
"卖出 19.75 本次获利 2.6799999999999997 总获利 51.87999999999999 2012-09-11 10:47:00 100初仓累计 184.63380624090283\n",
"买入 20.05 2012-09-12 10:27:00 bottom\n",
"卖出 19.83 本次获利 -0.22000000000000242 总获利 51.65999999999998 2012-09-14 10:06:00 100初仓累计 182.60789914000512\n",
"买入 18.49 2012-09-24 14:06:00 bottom\n",
"卖出 19.56 本次获利 1.0700000000000003 总获利 52.72999999999998 2012-10-11 10:09:00 100初仓累计 193.17525728385615\n",
"买入 19.83 2012-10-16 10:52:00 bottom\n",
"卖出 21.32 本次获利 1.490000000000002 总获利 54.219999999999985 2012-10-23 14:01:00 100初仓累计 207.69019088713128\n",
"买入 20.2 2012-11-01 10:55:00 bottom\n",
"卖出 20.35 本次获利 0.15000000000000213 总获利 54.36999999999999 2012-11-09 11:01:00 100初仓累计 209.2324447798575\n",
"买入 20.65 2012-11-12 10:19:00 bottom\n",
"卖出 20.5 本次获利 -0.14999999999999858 总获利 54.21999999999999 2012-11-16 10:00:00 100初仓累计 207.71259651269148\n",
"买入 20.8 2012-11-20 09:55:00 bottom\n",
"卖出 21.36 本次获利 0.5599999999999987 总获利 54.77999999999999 2012-11-27 10:31:00 100初仓累计 213.3048587264947\n",
"买入 21.14 2012-11-29 10:49:00 bottom\n",
"卖出 24.97 本次获利 3.8299999999999983 总获利 58.609999999999985 2012-12-18 10:23:00 100初仓累计 251.94996794704696\n",
"买入 25.31 2012-12-31 14:03:00 bottom\n",
"卖出 25.23 本次获利 -0.0799999999999983 总获利 58.52999999999999 2013-01-07 14:40:00 100初仓累计 251.1536029752665\n",
"买入 24.7 2013-01-21 10:58:00 bottom\n",
"卖出 24.4 本次获利 -0.3000000000000007 总获利 58.22999999999999 2013-01-23 09:53:00 100初仓累计 248.1031543561337\n",
"买入 24.19 2013-01-29 11:01:00 bottom\n",
"卖出 26.48 本次获利 2.289999999999999 总获利 60.51999999999999 2013-02-19 13:43:00 100初仓累计 271.5903897209764\n",
"买入 24.95 2013-02-25 11:06:00 bottom\n",
"卖出 24.82 本次获利 -0.129999999999999 总获利 60.389999999999986 2013-02-27 10:54:00 100初仓累计 270.17528949397337\n",
"买入 23.68 2013-03-08 10:40:00 bottom\n",
"卖出 23.3 本次获利 -0.379999999999999 总获利 60.00999999999999 2013-03-11 10:39:00 100初仓累计 265.83970630108024\n",
"买入 23.0 2013-03-20 11:08:00 bottom\n",
"卖出 22.61 本次获利 -0.39000000000000057 总获利 59.61999999999999 2013-03-22 10:34:00 100初仓累计 261.33198954206193\n",
"买入 21.35 2013-04-09 11:23:00 bottom\n",
"卖出 22.71 本次获利 1.3599999999999994 总获利 60.97999999999999 2013-04-15 10:35:00 100初仓累计 277.97889847776236\n",
"买入 22.62 2013-04-15 14:30:00 bottom\n",
"卖出 23.43 本次获利 0.8099999999999987 总获利 61.78999999999999 2013-04-19 10:21:00 100初仓累计 287.93305001476443\n",
"买入 23.57 2013-04-22 10:22:00 bottom\n",
"卖出 22.73 本次获利 -0.8399999999999999 总获利 60.94999999999999 2013-05-13 14:14:00 100初仓累计 277.67154123188783\n",
"买入 22.48 2013-05-17 14:23:00 bottom\n",
"卖出 23.45 本次获利 0.9699999999999989 总获利 61.91999999999999 2013-05-24 09:40:00 100初仓累计 289.65292001280113\n",
"买入 23.77 2013-05-29 10:45:00 bottom\n",
"卖出 23.69 本次获利 -0.0799999999999983 总获利 61.83999999999999 2013-05-30 11:28:00 100初仓累计 288.67806794712914\n",
"买入 22.53 2013-06-06 09:45:00 bottom\n",
"卖出 21.89 本次获利 -0.6400000000000006 总获利 61.19999999999999 2013-06-07 14:47:00 100初仓累计 280.47771448569273\n",
"买入 17.6 2013-06-28 13:06:00 bottom\n",
"卖出 17.18 本次获利 -0.4200000000000017 总获利 60.77999999999999 2013-07-08 10:31:00 100初仓累计 273.78449629910233\n",
"买入 17.98 2013-07-11 10:55:00 bottom\n",
"卖出 18.13 本次获利 0.14999999999999858 总获利 60.929999999999986 2013-07-12 14:31:00 100初仓累计 276.06857162974\n",
"买入 17.23 2013-07-23 11:00:00 bottom\n",
"卖出 17.39 本次获利 0.16000000000000014 总获利 61.08999999999999 2013-07-29 10:21:00 100初仓累计 278.63217995595926\n",
"买入 17.6 2013-07-30 14:33:00 bottom\n",
"卖出 18.04 本次获利 0.4399999999999977 总获利 61.52999999999999 2013-08-05 10:27:00 100初仓累计 285.5979844548582\n",
"买入 18.23 2013-08-06 13:46:00 bottom\n",
"卖出 19.35 本次获利 1.120000000000001 总获利 62.64999999999999 2013-08-16 10:22:00 100初仓累计 303.144322501454\n",
"买入 18.69 2013-08-23 10:17:00 bottom\n",
"卖出 18.64 本次获利 -0.05000000000000071 总获利 62.599999999999994 2013-08-29 09:50:00 100初仓累计 302.3333425054629\n",
"买入 19.01 2013-08-30 11:06:00 bottom\n",
"卖出 19.24 本次获利 0.22999999999999687 总获利 62.82999999999999 2013-09-06 11:07:00 100初仓累计 305.99124196765416\n",
"买入 19.63 2013-09-09 10:57:00 bottom\n",
"卖出 20.69 本次获利 1.0600000000000023 总获利 63.88999999999999 2013-09-12 13:28:00 100初仓累计 322.5144572751281\n",
"买入 20.35 2013-09-16 10:46:00 bottom\n",
"卖出 19.95 本次获利 -0.40000000000000213 总获利 63.489999999999995 2013-09-24 13:36:00 100初仓累计 316.1751067635777\n",
"买入 20.28 2013-10-18 14:07:00 bottom\n",
"卖出 20.18 本次获利 -0.10000000000000142 总获利 63.38999999999999 2013-10-25 09:59:00 100初仓累计 314.61605791365866\n",
"买入 19.18 2013-11-01 11:08:00 bottom\n",
"卖出 19.3 本次获利 0.120000000000001 总获利 63.50999999999999 2013-11-07 11:02:00 100初仓累计 316.5844586930976\n",
"买入 19.16 2013-11-15 10:44:00 bottom\n",
"卖出 19.85 本次获利 0.6900000000000013 总获利 64.19999999999999 2013-11-26 13:45:00 100初仓累计 327.9854647733814\n",
"买入 20.63 2013-11-28 14:06:00 bottom\n",
"卖出 20.46 本次获利 -0.16999999999999815 总获利 64.02999999999999 2013-12-02 13:41:00 100初仓累计 325.28272463710056\n",
"买入 20.78 2013-12-04 09:48:00 bottom\n",
"卖出 21.02 本次获利 0.23999999999999844 总获利 64.26999999999998 2013-12-10 13:28:00 100初仓累计 329.03959922386207\n",
"买入 18.8 2013-12-24 10:01:00 bottom\n",
"卖出 18.38 本次获利 -0.4200000000000017 总获利 63.84999999999998 2013-12-26 14:16:00 100初仓累计 321.68871456035026\n",
"买入 18.86 2013-12-30 10:18:00 bottom\n",
"卖出 18.69 本次获利 -0.16999999999999815 总获利 63.67999999999998 2013-12-31 10:03:00 100初仓累计 318.7890813962326\n",
"买入 17.83 2014-01-16 10:33:00 bottom\n",
"卖出 17.8 本次获利 -0.029999999999997584 总获利 63.64999999999998 2014-01-17 11:27:00 100初仓累计 318.2527004404341\n",
"买入 17.87 2014-01-21 10:22:00 bottom\n",
"卖出 17.73 本次获利 -0.14000000000000057 总获利 63.50999999999998 2014-01-27 10:56:00 100初仓累计 315.75939444929475\n",
"买入 18.19 2014-02-11 14:57:00 bottom\n",
"卖出 17.84 本次获利 -0.3500000000000014 总获利 63.159999999999975 2014-02-21 10:58:00 100初仓累计 309.6837601415843\n",
"买入 16.22 2014-03-13 10:53:00 bottom\n",
"卖出 16.27 本次获利 0.05000000000000071 总获利 63.20999999999998 2014-03-21 10:42:00 100初仓累计 310.6383956537347\n",
"买入 16.69 2014-03-24 13:45:00 bottom\n",
"卖出 16.69 本次获利 0.0 总获利 63.20999999999998 2014-03-26 11:27:00 100初仓累计 310.6383956537347\n",
"买入 16.62 2014-03-28 14:30:00 bottom\n",
"卖出 16.97 本次获利 0.34999999999999787 总获利 63.559999999999974 2014-04-04 09:43:00 100初仓累计 317.1801187872369\n",
"买入 17.26 2014-04-08 13:49:00 bottom\n",
"卖出 18.84 本次获利 1.5799999999999983 总获利 65.13999999999997 2014-04-14 10:29:00 100初仓累计 346.2151470423837\n",
"买入 17.01 2014-04-29 14:38:00 bottom\n",
"卖出 17.36 本次获利 0.34999999999999787 总获利 65.48999999999997 2014-05-15 13:40:00 100初仓累计 353.33891550004586\n",
"买入 17.39 2014-05-21 13:50:00 bottom\n",
"卖出 17.41 本次获利 0.019999999999999574 总获利 65.50999999999996 2014-05-23 10:24:00 100初仓累计 353.7452857306382\n",
"买入 17.47 2014-05-28 13:42:00 bottom\n",
"卖出 18.01 本次获利 0.5400000000000027 总获利 66.04999999999997 2014-06-17 10:47:00 100初仓累计 364.6795990846477\n",
"买入 17.68 2014-06-23 10:37:00 bottom\n",
"卖出 17.6 本次获利 -0.0799999999999983 总获利 65.96999999999997 2014-06-24 14:43:00 100初仓累计 363.029465152138\n",
"买入 17.83 2014-06-30 11:02:00 bottom\n",
"卖出 17.96 本次获利 0.13000000000000256 总获利 66.09999999999997 2014-07-07 14:21:00 100初仓累计 365.6763429126416\n",
"买入 17.83 2014-07-14 10:42:00 bottom\n",
"卖出 18.42 本次获利 0.5900000000000034 总获利 66.68999999999997 2014-07-16 13:12:00 100初仓累计 377.77668179758047\n",
"买入 18.68 2014-07-18 10:52:00 bottom\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"卖出 20.82 本次获利 2.1400000000000006 总获利 68.82999999999997 2014-08-06 10:06:00 100初仓累计 421.05516675726045\n",
"买入 21.03 2014-08-12 09:54:00 bottom\n",
"卖出 20.92 本次获利 -0.10999999999999943 总获利 68.71999999999997 2014-08-14 14:35:00 100初仓累计 418.8527859515877\n",
"买入 21.05 2014-08-18 14:45:00 bottom\n",
"卖出 20.81 本次获利 -0.240000000000002 总获利 68.47999999999996 2014-08-20 11:07:00 100初仓累计 414.0772672519021\n",
"买入 20.44 2014-08-29 10:24:00 bottom\n",
"卖出 20.9 本次获利 0.4599999999999973 总获利 68.93999999999996 2014-09-10 10:38:00 100初仓累计 423.3960315834027\n",
"买入 20.15 2014-09-19 10:22:00 bottom\n",
"卖出 20.28 本次获利 0.13000000000000256 总获利 69.06999999999996 2014-09-26 14:24:00 100初仓累计 426.12761888394084\n",
"买入 20.38 2014-10-08 14:10:00 bottom\n",
"卖出 20.23 本次获利 -0.14999999999999858 总获利 68.91999999999996 2014-10-13 13:27:00 100初仓累计 422.9912526998098\n",
"买入 19.46 2014-10-28 14:31:00 bottom\n",
"卖出 20.3 本次获利 0.8399999999999999 总获利 69.75999999999996 2014-11-06 10:32:00 100初仓累计 441.24986792426205\n",
"买入 20.52 2014-11-10 09:54:00 bottom\n",
"卖出 20.77 本次获利 0.25 总获利 70.00999999999996 2014-11-18 11:10:00 100初仓累计 446.62571914166284\n",
"买入 20.72 2014-11-19 13:36:00 bottom\n",
"卖出 20.64 本次获利 -0.0799999999999983 总获利 69.92999999999996 2014-11-20 10:40:00 100初仓累计 444.9012955156333\n",
"买入 20.97 2014-11-24 09:58:00 bottom\n",
"卖出 21.41 本次获利 0.4400000000000013 总获利 70.36999999999996 2014-11-27 13:21:00 100初仓累计 454.236372770134\n",
"买入 23.31 2014-12-03 10:10:00 bottom\n",
"卖出 25.85 本次获利 2.5400000000000027 总获利 72.90999999999997 2014-12-12 10:48:00 100初仓累计 503.73274286177457\n",
"买入 25.87 2014-12-16 10:19:00 bottom\n",
"卖出 25.72 本次获利 -0.15000000000000213 总获利 72.75999999999996 2014-12-17 10:29:00 100初仓累计 500.81198865113413\n",
"买入 27.66 2014-12-19 14:42:00 bottom\n",
"卖出 27.39 本次获利 -0.2699999999999996 总获利 72.48999999999997 2014-12-22 13:37:00 100初仓累计 495.92336837145933\n",
"买入 27.16 2014-12-26 14:39:00 bottom\n",
"卖出 27.48 本次获利 0.3200000000000003 总获利 72.80999999999997 2014-12-30 10:43:00 100初仓累计 501.76635356582113\n",
"买入 27.26 2014-12-31 10:04:00 bottom\n",
"卖出 29.18 本次获利 1.9199999999999982 总获利 74.72999999999998 2015-01-08 11:10:00 100初仓累计 537.1071972505744\n",
"买入 28.04 2015-01-15 13:42:00 bottom\n",
"卖出 27.47 本次获利 -0.5700000000000003 总获利 74.15999999999997 2015-01-19 09:59:00 100初仓累计 526.1888269783623\n",
"买入 26.86 2015-01-21 10:50:00 bottom\n",
"卖出 27.18 本次获利 0.3200000000000003 总获利 74.47999999999996 2015-01-23 14:19:00 100初仓累计 532.4576439788491\n",
"买入 27.61 2015-01-27 09:57:00 bottom\n",
"卖出 27.4 本次获利 -0.21000000000000085 总获利 74.26999999999995 2015-01-27 14:52:00 100初仓累计 528.4078031517735\n",
"买入 25.45 2015-02-10 10:50:00 bottom\n",
"卖出 26.75 本次获利 1.3000000000000007 总获利 75.56999999999995 2015-03-03 13:01:00 100初仓累计 555.3991644129643\n",
"买入 26.45 2015-03-11 10:19:00 bottom\n",
"卖出 30.33 本次获利 3.879999999999999 总获利 79.44999999999995 2015-03-27 13:01:00 100初仓累计 636.8717072455654\n",
"买入 32.48 2015-03-30 10:15:00 bottom\n",
"卖出 33.07 本次获利 0.5900000000000034 总获利 80.03999999999995 2015-04-08 13:24:00 100初仓累计 648.4404974941765\n",
"买入 32.55 2015-04-10 10:58:00 bottom\n",
"卖出 34.1 本次获利 1.5500000000000043 总获利 81.58999999999995 2015-04-15 10:10:00 100初仓累计 679.3186164224707\n",
"买入 33.78 2015-04-17 13:48:00 bottom\n",
"卖出 34.59 本次获利 0.8100000000000023 总获利 82.39999999999995 2015-04-23 14:57:00 100初仓累计 695.6077839565796\n",
"买入 30.92 2015-05-12 14:30:00 bottom\n",
"卖出 30.72 本次获利 -0.20000000000000284 总获利 82.19999999999995 2015-05-14 13:17:00 100初仓累计 691.1083804381024\n",
"买入 29.86 2015-05-18 10:57:00 bottom\n",
"卖出 33.09 本次获利 3.230000000000004 总获利 85.42999999999995 2015-05-27 10:42:00 100初仓累计 765.8665876991563\n",
"买入 31.41 2015-06-01 10:08:00 bottom\n",
"卖出 34.97 本次获利 3.5599999999999987 总获利 88.98999999999995 2015-06-04 10:55:00 100初仓累计 852.6696775498087\n",
"买入 35.51 2015-06-12 09:59:00 bottom\n",
"卖出 34.39 本次获利 -1.1199999999999974 总获利 87.86999999999995 2015-06-17 10:34:00 100初仓累计 825.7761253432251\n",
"买入 34.89 2015-06-18 09:32:00 bottom\n",
"卖出 34.59 本次获利 -0.29999999999999716 总获利 87.56999999999995 2015-06-18 13:40:00 100初仓累计 818.6757287366626\n",
"买入 32.77 2015-06-24 10:15:00 bottom\n",
"卖出 31.4 本次获利 -1.3700000000000045 总获利 86.19999999999995 2015-06-26 10:23:00 100初仓累计 784.4497370256698\n",
"买入 31.56 2015-07-01 10:15:00 bottom\n",
"卖出 26.68 本次获利 -4.879999999999999 总获利 81.31999999999995 2015-07-06 09:57:00 100初仓累计 663.1533264843115\n",
"买入 25.05 2015-07-22 10:25:00 bottom\n",
"卖出 24.95 本次获利 -0.10000000000000142 总获利 81.21999999999994 2015-07-22 14:48:00 100初仓累计 660.5060078157114\n",
"买入 25.18 2015-07-23 13:57:00 bottom\n",
"卖出 22.3 本次获利 -2.879999999999999 总获利 78.33999999999995 2015-08-03 10:21:00 100初仓累计 584.9596494952488\n",
"买入 23.12 2015-08-07 10:06:00 bottom\n",
"卖出 25.57 本次获利 2.4499999999999993 总获利 80.78999999999995 2015-08-14 14:32:00 100初仓累计 646.9471556052557\n",
"买入 25.92 2015-08-17 14:50:00 bottom\n",
"卖出 24.08 本次获利 -1.8400000000000034 总获利 78.94999999999995 2015-08-20 10:11:00 100初仓累计 601.0218945592036\n",
"买入 8.76 2015-08-28 09:57:00 bottom\n",
"卖出 9.62 本次获利 0.8599999999999994 总获利 79.80999999999995 2015-09-08 09:57:00 100初仓累计 660.0263271300843\n",
"买入 8.84 2015-09-17 10:00:00 bottom\n",
"卖出 8.91 本次获利 0.07000000000000028 总获利 79.87999999999994 2015-09-18 10:14:00 100初仓累计 665.2527799467252\n",
"买入 9.03 2015-09-22 09:35:00 bottom\n",
"卖出 8.9 本次获利 -0.129999999999999 总获利 79.74999999999994 2015-09-24 13:03:00 100初仓累计 655.6754974004269\n",
"买入 8.9 2015-10-08 10:41:00 bottom\n",
"卖出 9.26 本次获利 0.35999999999999943 总获利 80.10999999999994 2015-10-14 10:15:00 100初仓累计 682.1972029132531\n",
"买入 8.96 2015-10-23 11:06:00 bottom\n",
"卖出 9.15 本次获利 0.1899999999999995 总获利 80.29999999999994 2015-10-27 10:03:00 100初仓累计 696.6634382428867\n",
"买入 9.24 2015-11-04 13:54:00 bottom\n",
"卖出 10.08 本次获利 0.8399999999999999 总获利 81.13999999999994 2015-11-10 13:03:00 100初仓累计 759.9964780831491\n",
"买入 10.17 2015-11-20 11:12:00 bottom\n",
"卖出 10.34 本次获利 0.16999999999999993 总获利 81.30999999999995 2015-11-24 09:31:00 100初仓累计 772.7004506764761\n",
"买入 10.22 2015-11-25 11:12:00 bottom\n",
"卖出 10.2 本次获利 -0.02000000000000135 总获利 81.28999999999995 2015-11-26 14:45:00 100初仓累计 771.1883167221189\n",
"买入 9.39 2015-12-01 11:24:00 bottom\n",
"卖出 9.75 本次获利 0.35999999999999943 总获利 81.64999999999995 2015-12-04 13:41:00 100初仓累计 800.7546419638613\n",
"买入 9.8 2015-12-15 09:40:00 bottom\n",
"卖出 9.92 本次获利 0.11999999999999922 总获利 81.76999999999995 2015-12-24 09:59:00 100初仓累计 810.5598008450514\n",
"买入 8.25 2016-01-20 10:24:00 bottom\n",
"卖出 8.0 本次获利 -0.25 总获利 81.51999999999995 2016-01-22 10:24:00 100初仓累计 785.9973826376256\n",
"买入 8.05 2016-01-25 10:33:00 bottom\n",
"卖出 7.5 本次获利 -0.5500000000000007 总获利 80.96999999999996 2016-01-28 14:34:00 100初仓累计 732.295698109589\n",
"买入 7.21 2016-02-02 13:26:00 bottom\n",
"卖出 7.08 本次获利 -0.1299999999999999 总获利 80.83999999999996 2016-02-15 10:59:00 100初仓累计 719.0920308759903\n",
"买入 7.3 2016-02-16 13:43:00 bottom\n",
"卖出 7.72 本次获利 0.41999999999999993 总获利 81.25999999999996 2016-02-25 11:04:00 100初仓累计 760.4644490907734\n",
"买入 7.28 2016-03-01 14:20:00 bottom\n",
"卖出 7.89 本次获利 0.6099999999999994 总获利 81.86999999999996 2016-03-08 10:26:00 100初仓累计 824.1846845228299\n",
"买入 7.97 2016-03-14 10:37:00 bottom\n",
"卖出 7.91 本次获利 -0.05999999999999961 总获利 81.80999999999996 2016-03-16 10:37:00 100初仓累计 817.9800319417296\n",
"买入 7.94 2016-03-17 14:49:00 bottom\n",
"卖出 8.12 本次获利 0.17999999999999883 总获利 81.98999999999995 2016-03-24 10:50:00 100初仓累计 836.5236598698796\n",
"买入 7.98 2016-03-30 10:49:00 bottom\n",
"卖出 8.06 本次获利 0.08000000000000007 总获利 82.06999999999995 2016-04-01 10:53:00 100初仓累计 844.9098619738382\n",
"买入 8.28 2016-04-12 11:21:00 bottom\n",
"卖出 8.5 本次获利 0.22000000000000064 总获利 82.28999999999995 2016-04-18 09:57:00 100初仓累计 867.3591578233847\n",
"买入 8.16 2016-04-27 10:19:00 bottom\n",
"卖出 8.08 本次获利 -0.08000000000000007 总获利 82.20999999999995 2016-04-29 09:55:00 100初仓累计 858.8556366682535\n",
"买入 8.12 2016-05-03 14:10:00 bottom\n",
"卖出 8.1 本次获利 -0.019999999999999574 总获利 82.18999999999996 2016-05-06 14:20:00 100初仓累计 856.7402286961643\n",
"买入 7.69 2016-05-27 13:20:00 bottom\n",
"卖出 7.88 本次获利 0.1899999999999995 总获利 82.37999999999995 2016-06-02 10:26:00 100初仓累计 877.9080626951592\n",
"买入 7.78 2016-06-22 10:27:00 bottom\n",
"卖出 7.73 本次获利 -0.04999999999999982 总获利 82.32999999999996 2016-06-23 11:11:00 100初仓累计 872.2659800300232\n",
"买入 7.85 2016-06-29 10:42:00 bottom\n",
"卖出 8.01 本次获利 0.16000000000000014 总获利 82.48999999999995 2016-07-07 10:34:00 100初仓累计 890.0446496866862\n",
"买入 8.09 2016-07-13 10:29:00 bottom\n",
"卖出 8.32 本次获利 0.23000000000000043 总获利 82.71999999999996 2016-07-25 13:09:00 100初仓累计 915.3487621005228\n",
"买入 8.82 2016-08-02 14:54:00 bottom\n",
"卖出 9.18 本次获利 0.35999999999999943 总获利 83.07999999999996 2016-08-05 13:02:00 100初仓累计 952.7099360638092\n",
"买入 9.17 2016-08-11 10:37:00 bottom\n",
"卖出 8.94 本次获利 -0.23000000000000043 总获利 82.84999999999995 2016-08-12 10:07:00 100初仓累计 928.8142670022305\n",
"买入 9.09 2016-08-15 11:29:00 bottom\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"卖出 8.85 本次获利 -0.2400000000000002 总获利 82.60999999999996 2016-08-24 09:31:00 100初仓累计 904.2911180384752\n",
"买入 9.03 2016-09-06 14:00:00 bottom\n",
"卖出 9.15 本次获利 0.120000000000001 总获利 82.72999999999996 2016-09-08 13:49:00 100初仓累计 916.3082757532724\n",
"买入 8.85 2016-09-14 14:40:00 bottom\n",
"卖出 9.01 本次获利 0.16000000000000014 总获利 82.88999999999996 2016-09-27 10:23:00 100初仓累计 932.8743010776253\n",
"买入 9.03 2016-09-30 10:51:00 bottom\n",
"卖出 9.22 本次获利 0.19000000000000128 总获利 83.07999999999996 2016-10-13 13:14:00 100初仓累计 952.5028854856818\n",
"买入 9.32 2016-10-24 14:47:00 bottom\n",
"卖出 9.63 本次获利 0.3100000000000005 总获利 83.38999999999996 2016-10-31 09:59:00 100初仓累计 984.1848484149265\n",
"买入 9.64 2016-11-01 11:19:00 bottom\n",
"卖出 10.05 本次获利 0.41000000000000014 总获利 83.79999999999995 2016-11-04 13:26:00 100初仓累计 1026.0433326317439\n",
"买入 10.08 2016-11-28 10:17:00 bottom\n",
"卖出 10.84 本次获利 0.7599999999999998 总获利 84.55999999999996 2016-12-08 14:38:00 100初仓累计 1103.4037426317561\n",
"买入 10.23 2016-12-14 10:49:00 bottom\n",
"卖出 10.08 本次获利 -0.15000000000000036 总获利 84.40999999999995 2016-12-19 13:23:00 100初仓累计 1087.224802123959\n",
"买入 10.11 2016-12-21 14:43:00 bottom\n",
"卖出 9.99 本次获利 -0.11999999999999922 总获利 84.28999999999995 2016-12-30 13:56:00 100初仓累计 1074.3200566981554\n",
"买入 10.18 2017-01-04 11:18:00 bottom\n",
"卖出 10.37 本次获利 0.1899999999999995 总获利 84.47999999999995 2017-01-13 09:50:00 100初仓累计 1094.3712168919324\n",
"买入 10.72 2017-01-19 11:09:00 bottom\n",
"卖出 11.42 本次获利 0.6999999999999993 总获利 85.17999999999995 2017-02-20 10:31:00 100初仓累计 1165.8320239650993\n",
"买入 11.47 2017-02-21 10:53:00 bottom\n",
"卖出 11.43 本次获利 -0.040000000000000924 总获利 85.13999999999994 2017-02-23 11:08:00 100初仓累计 1161.766349949528\n",
"买入 11.47 2017-03-01 14:03:00 bottom\n",
"卖出 11.55 本次获利 0.08000000000000007 总获利 85.21999999999994 2017-03-08 15:00:00 100初仓累计 1169.8693410564124\n",
"买入 11.19 2017-03-13 13:34:00 bottom\n",
"卖出 11.31 本次获利 0.120000000000001 总获利 85.33999999999995 2017-03-24 09:42:00 100初仓累计 1182.414856778197\n",
"买入 11.42 2017-04-05 10:16:00 bottom\n",
"卖出 11.37 本次获利 -0.05000000000000071 总获利 85.28999999999995 2017-04-19 13:01:00 100初仓累计 1177.2379090690104\n",
"买入 11.52 2017-04-21 09:33:00 bottom\n",
"卖出 11.05 本次获利 -0.46999999999999886 总获利 84.81999999999995 2017-05-04 11:30:00 100初仓累计 1129.2082374316462\n",
"买入 10.67 2017-05-12 14:36:00 bottom\n",
"卖出 11.0 本次获利 0.33000000000000007 总获利 85.14999999999995 2017-05-19 14:16:00 100初仓累计 1164.1322035377798\n",
"买入 10.85 2017-05-25 10:54:00 bottom\n",
"卖出 11.4 本次获利 0.5500000000000007 总获利 85.69999999999995 2017-06-07 14:21:00 100初仓累计 1223.1435133945338\n",
"买入 11.53 2017-06-09 10:58:00 bottom\n",
"卖出 11.73 本次获利 0.20000000000000107 总获利 85.89999999999995 2017-06-14 13:35:00 100初仓累计 1244.3602265496863\n",
"买入 11.68 2017-06-19 14:32:00 bottom\n",
"卖出 13.01 本次获利 1.33 总获利 87.22999999999995 2017-07-04 10:34:00 100初仓累计 1386.0553550865943\n",
"买入 13.11 2017-07-05 10:16:00 bottom\n",
"卖出 13.17 本次获利 0.0600000000000005 总获利 87.28999999999995 2017-07-12 10:43:00 100初仓累计 1392.3988578558694\n",
"买入 13.54 2017-07-13 10:34:00 bottom\n",
"卖出 13.94 本次获利 0.40000000000000036 总获利 87.68999999999996 2017-07-21 13:38:00 100初仓累计 1433.5332406581108\n",
"买入 6.76 2017-07-28 11:23:00 bottom\n",
"卖出 7.0 本次获利 0.2400000000000002 总获利 87.92999999999995 2017-08-07 10:54:00 100初仓累计 1484.4279119240791\n",
"买入 6.8 2017-08-18 11:20:00 bottom\n",
"卖出 6.8 本次获利 0.0 总获利 87.92999999999995 2017-08-24 14:00:00 100初仓累计 1484.4279119240791\n",
"买入 7.17 2017-08-31 11:18:00 bottom\n",
"卖出 7.39 本次获利 0.21999999999999975 总获利 88.14999999999995 2017-09-07 13:04:00 100初仓累计 1529.9752118715403\n",
"买入 7.47 2017-09-12 10:46:00 bottom\n",
"卖出 7.36 本次获利 -0.10999999999999943 总获利 88.03999999999995 2017-09-22 10:52:00 100初仓累计 1507.4454564089071\n",
"买入 7.38 2017-09-26 14:37:00 bottom\n",
"卖出 7.82 本次获利 0.4400000000000004 总获利 88.47999999999995 2017-10-17 13:37:00 100初仓累计 1597.320253267975\n",
"买入 7.62 2017-10-24 13:42:00 bottom\n",
"卖出 8.56 本次获利 0.9400000000000004 总获利 89.41999999999994 2017-11-02 10:53:00 100初仓累计 1794.365008920455\n",
"买入 8.56 2017-11-06 14:19:00 bottom\n",
"卖出 8.68 本次获利 0.11999999999999922 总获利 89.53999999999995 2017-11-08 14:00:00 100初仓累计 1819.5196585782182\n",
"买入 8.66 2017-11-10 10:10:00 bottom\n",
"卖出 8.98 本次获利 0.3200000000000003 总获利 89.85999999999996 2017-11-14 13:42:00 100初仓累计 1886.753641343233\n",
"买入 8.77 2017-11-17 09:32:00 bottom\n",
"卖出 8.4 本次获利 -0.3699999999999992 总获利 89.48999999999995 2017-11-20 10:53:00 100初仓累计 1807.1528605796077\n",
"买入 8.57 2017-11-21 14:02:00 bottom\n",
"卖出 8.84 本次获利 0.2699999999999996 总获利 89.75999999999995 2017-11-23 10:46:00 100初仓累计 1864.0876648219057\n",
"买入 7.73 2017-12-11 13:43:00 bottom\n",
"卖出 7.6 本次获利 -0.13000000000000078 总获利 89.62999999999995 2017-12-18 10:11:00 100初仓累计 1832.7381956851852\n",
"买入 8.08 2017-12-21 14:48:00 bottom\n",
"卖出 8.77 本次获利 0.6899999999999995 总获利 90.31999999999995 2018-01-11 13:09:00 100初仓累计 1989.2467792276082\n",
"买入 9.06 2018-01-19 10:16:00 bottom\n",
"卖出 8.98 本次获利 -0.08000000000000007 总获利 90.23999999999995 2018-01-26 13:04:00 100初仓累计 1971.6816862542958\n",
"买入 9.03 2018-01-29 11:24:00 bottom\n",
"卖出 8.38 本次获利 -0.6499999999999986 总获利 89.58999999999995 2018-02-08 13:44:00 100初仓累计 1829.7555405106314\n",
"买入 7.92 2018-02-12 13:53:00 bottom\n",
"卖出 8.41 本次获利 0.4900000000000002 总获利 90.07999999999994 2018-03-02 09:47:00 100初仓累计 1942.9601130927285\n",
"买入 8.33 2018-03-06 14:23:00 bottom\n",
"卖出 8.33 本次获利 0.0 总获利 90.07999999999994 2018-03-14 10:32:00 100初仓累计 1942.9601130927285\n",
"买入 8.45 2018-03-16 10:26:00 bottom\n",
"卖出 8.2 本次获利 -0.25 总获利 89.82999999999994 2018-03-21 14:29:00 100初仓累计 1885.4760860781507\n",
"买入 7.93 2018-03-27 11:29:00 bottom\n",
"卖出 8.38 本次获利 0.45000000000000107 总获利 90.27999999999994 2018-04-17 14:32:00 100初仓累计 1992.470315426848\n",
"买入 8.37 2018-04-24 10:54:00 bottom\n",
"卖出 8.23 本次获利 -0.1399999999999988 总获利 90.13999999999994 2018-04-26 13:45:00 100初仓累计 1959.1434523253238\n",
"买入 8.21 2018-05-07 14:06:00 bottom\n",
"卖出 8.49 本次获利 0.27999999999999936 总获利 90.41999999999994 2018-05-24 13:14:00 100初仓累计 2025.959550577588\n",
"买入 8.7 2018-05-28 11:26:00 bottom\n",
"卖出 8.52 本次获利 -0.17999999999999972 总获利 90.23999999999995 2018-05-30 10:06:00 100初仓累计 1984.0431460828795\n",
"买入 8.56 2018-05-31 13:15:00 bottom\n",
"卖出 8.84 本次获利 0.27999999999999936 总获利 90.51999999999995 2018-06-08 11:06:00 100初仓累计 2048.94175366503\n",
"买入 8.96 2018-06-11 14:18:00 bottom\n",
"卖出 9.51 本次获利 0.5499999999999989 总获利 91.06999999999995 2018-06-14 14:19:00 100初仓累计 2174.713847919021\n",
"买入 9.55 2018-06-15 14:09:00 bottom\n",
"卖出 8.73 本次获利 -0.8200000000000003 总获利 90.24999999999994 2018-06-26 13:17:00 100初仓累计 1987.9844913437753\n",
"买入 8.12 2018-07-06 13:52:00 bottom\n",
"卖出 8.7 本次获利 0.5800000000000001 总获利 90.82999999999994 2018-07-27 13:23:00 100初仓累计 2129.983383582616\n",
"买入 8.64 2018-08-01 11:03:00 bottom\n",
"卖出 7.93 本次获利 -0.7100000000000009 总获利 90.11999999999995 2018-08-03 10:31:00 100初仓累计 1954.9500268298777\n",
"买入 7.97 2018-08-08 09:32:00 bottom\n",
"卖出 7.68 本次获利 -0.29000000000000004 总获利 89.82999999999994 2018-08-15 14:34:00 100初仓累计 1883.8163370205095\n",
"买入 7.65 2018-08-27 10:08:00 bottom\n",
"卖出 7.73 本次获利 0.08000000000000007 总获利 89.90999999999994 2018-09-07 13:40:00 100初仓累计 1903.5163771462142\n",
"买入 7.69 2018-09-12 10:12:00 bottom\n",
"卖出 7.97 本次获利 0.27999999999999936 总获利 90.18999999999994 2018-09-18 10:46:00 100初仓累计 1972.8251659109656\n",
"买入 8.36 2018-09-25 09:34:00 bottom\n",
"卖出 8.46 本次获利 0.10000000000000142 总获利 90.28999999999994 2018-10-08 10:13:00 100初仓累计 1996.4235530630108\n",
"买入 8.55 2018-10-10 11:26:00 bottom\n",
"卖出 7.92 本次获利 -0.6300000000000008 总获利 89.65999999999994 2018-10-15 13:35:00 100初仓累计 1849.3186596794203\n",
"买入 7.51 2018-11-02 10:08:00 bottom\n",
"卖出 7.47 本次获利 -0.040000000000000036 总获利 89.61999999999993 2018-11-09 10:15:00 100初仓累计 1839.4687600273328\n",
"买入 7.49 2018-11-14 10:05:00 bottom\n",
"卖出 7.57 本次获利 0.08000000000000007 总获利 89.69999999999993 2018-11-20 14:01:00 100初仓累计 1859.115956396116\n",
"买入 7.54 2018-11-29 10:56:00 bottom\n",
"卖出 7.65 本次获利 0.11000000000000032 总获利 89.80999999999993 2018-12-06 10:32:00 100初仓累计 1886.2383377228498\n",
"买入 7.73 2018-12-13 10:59:00 bottom\n",
"卖出 7.68 本次获利 -0.05000000000000071 总获利 89.75999999999993 2018-12-26 09:43:00 100初仓累计 1874.0375722783292\n",
"买入 7.77 2019-01-09 14:47:00 bottom\n",
"卖出 9.09 本次获利 1.3200000000000003 总获利 91.07999999999993 2019-02-15 11:24:00 100初仓累计 2192.4068895765786\n",
"买入 9.76 2019-03-01 10:26:00 bottom\n",
"卖出 10.46 本次获利 0.7000000000000011 总获利 91.77999999999993 2019-03-07 13:31:00 100初仓累计 2349.6491869847355\n",
"买入 10.4 2019-03-11 10:58:00 bottom\n",
"卖出 10.24 本次获利 -0.16000000000000014 总获利 91.61999999999993 2019-03-14 14:16:00 100初仓累计 2313.5007379542008\n",
"买入 11.0 2019-03-18 10:00:00 bottom\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"卖出 11.62 本次获利 0.6199999999999992 总获利 92.23999999999994 2019-03-22 13:38:00 100初仓累计 2443.898052275256\n",
"买入 11.48 2019-03-27 10:21:00 bottom\n",
"卖出 13.43 本次获利 1.9499999999999993 总获利 94.18999999999994 2019-04-11 13:17:00 100初仓累计 2859.020108193091\n",
"买入 13.5 2019-04-12 10:27:00 bottom\n",
"卖出 13.71 本次获利 0.21000000000000085 总获利 94.39999999999995 2019-04-18 09:55:00 100初仓累计 2903.4937543205388\n",
"买入 13.66 2019-04-19 13:20:00 bottom\n",
"卖出 13.37 本次获利 -0.2900000000000009 总获利 94.10999999999994 2019-04-22 13:18:00 100初仓累计 2841.8529645143194\n",
"买入 12.27 2019-04-29 14:50:00 bottom\n",
"卖出 11.4 本次获利 -0.8699999999999992 总获利 93.23999999999994 2019-05-06 11:24:00 100初仓累计 2640.3523875683163\n",
"买入 11.71 2019-05-07 10:43:00 bottom\n",
"卖出 11.68 本次获利 -0.030000000000001137 总获利 93.20999999999994 2019-05-09 10:10:00 100初仓累计 2633.5880347393622\n",
"买入 11.68 2019-05-10 11:12:00 bottom\n",
"卖出 11.69 本次获利 0.009999999999999787 总获利 93.21999999999994 2019-05-17 13:14:00 100初仓累计 2635.84281901568\n",
"买入 11.25 2019-05-21 10:26:00 bottom\n",
"卖出 11.83 本次获利 0.5800000000000001 总获利 93.79999999999994 2019-05-29 10:36:00 100初仓累计 2771.7351599071553\n",
"买入 11.6 2019-06-10 10:36:00 bottom\n",
"卖出 12.31 本次获利 0.7100000000000009 总获利 94.50999999999993 2019-06-14 13:19:00 100初仓累计 2941.3844671083693\n",
"买入 12.53 2019-06-20 13:31:00 bottom\n",
"卖出 12.15 本次获利 -0.379999999999999 总获利 94.12999999999994 2019-06-25 11:27:00 100初仓累计 2852.1804689039654\n",
"买入 12.37 2019-06-27 10:55:00 bottom\n",
"卖出 12.32 本次获利 -0.049999999999998934 总获利 94.07999999999994 2019-06-28 13:17:00 100初仓累计 2840.6518493853564\n",
"买入 12.15 2019-07-15 13:47:00 bottom\n",
"卖出 12.19 本次获利 0.03999999999999915 总获利 94.11999999999995 2019-07-18 11:05:00 100初仓累计 2850.0037896302465\n",
"买入 12.53 2019-07-19 13:33:00 bottom\n",
"卖出 12.41 本次获利 -0.11999999999999922 总获利 93.99999999999994 2019-07-23 14:05:00 100初仓累计 2822.709260120619\n",
"买入 12.56 2019-07-30 10:11:00 bottom\n",
"卖出 11.94 本次获利 -0.620000000000001 总获利 93.37999999999994 2019-08-01 13:11:00 100初仓累计 2683.371701101926\n",
"买入 11.17 2019-08-19 14:32:00 bottom\n",
"卖出 11.02 本次获利 -0.15000000000000036 总获利 93.22999999999993 2019-08-26 09:52:00 100初仓累计 2647.3371661721776\n",
"买入 11.66 2019-08-30 10:54:00 bottom\n",
"卖出 11.62 本次获利 -0.040000000000000924 总获利 93.18999999999993 2019-09-02 10:48:00 100初仓累计 2638.2553920172127\n",
"买入 12.11 2019-09-06 09:54:00 bottom\n",
"卖出 12.12 本次获利 0.009999999999999787 总获利 93.19999999999993 2019-09-16 11:11:00 100初仓累计 2640.4339678983165\n",
"买入 11.69 2019-10-11 10:49:00 bottom\n",
"卖出 11.95 本次获利 0.2599999999999998 总获利 93.45999999999994 2019-10-18 11:20:00 100初仓累计 2699.1604718892113\n",
"买入 11.93 2019-10-25 13:11:00 bottom\n",
"卖出 11.89 本次获利 -0.03999999999999915 总获利 93.41999999999993 2019-10-29 11:01:00 100初仓累计 2690.1104786892474\n",
"买入 12.95 2019-11-18 13:32:00 bottom\n"
]
}
],
"source": [
"result_df=pd.DataFrame()\n",
"qs_mark_df=pd.DataFrame()\n",
"zs_no_pre=0\n",
"last_zg=0\n",
"last_zd=0\n",
"last_zsg_gg=0\n",
"last_zsg_dd=0\n",
"last_zsg_nos=''\n",
"last_zsg_dir=''\n",
"last_zsg_start_dir=''\n",
"last_zsg_end_dir=''\n",
"is_merge_last=False\n",
"is_buy=False\n",
"last_buy_price=0\n",
"profit=0\n",
"profit_100=100\n",
"for n, k in df.loc[(df[\"line\"]=='bottom') | (df[\"line\"]=='top')].iterrows():\n",
" #print(zs_no_pre,k.zs_no,zs_no_pre==0)\n",
" if zs_no_pre!=0 and (k.zs_no==0 or k.zs_no>zs_no_pre): #中枢结束\n",
" #print('中枢结束',zs_no_pre, '合并',is_merge_last)\n",
" last_zsg_end_dir='down' if k.line=='bottom' else 'up'\n",
" #print(last_zsg_start_dir,last_zsg_end_dir,last_zsg_dir,last_zsg_nos)\n",
" if is_merge_last:\n",
" #update last one\n",
" index=len(qs_mark_df)-1\n",
" qs_mark_df.ix[index,'zsg_gg']=last_zsg_gg \n",
" qs_mark_df.ix[index,'zsg_dd']=last_zsg_dd\n",
" qs_mark_df.ix[index,'zsg_nos']=last_zsg_nos\n",
" qs_mark_df.ix[index,'zsg_end_dir']=last_zsg_end_dir\n",
" else:\n",
" #append to list\n",
" #print(zs_no_pre,k.zs_no)\n",
" qs_mark_df=qs_mark_df.append({'zsg_start_dir':last_zsg_start_dir,'zsg_end_dir':last_zsg_end_dir, 'zsg_dir':last_zsg_dir, 'zsg_gg':last_zsg_gg, 'zsg_dd':last_zsg_dd, 'zsg_nos':last_zsg_nos},ignore_index=True)\n",
" \n",
" last_zs_k=df.loc[0:n].loc[df[\"zs_no\"]>0].iloc[-1] if k.zs_no==0 else df.loc[0:n-1].loc[df[\"zs_no\"]>0].iloc[-1]\n",
" last_zg=last_zs_k.zg\n",
" last_zd=last_zs_k.zd\n",
" #print(last_zs_k.zs_no,last_zg,last_zd)\n",
"\n",
" if k.zs_no!=0 and (zs_no_pre==0 or k.zs_no>zs_no_pre): #新中枢\n",
" #print('新中枢',k.zs_no,k.zg,k.zd)\n",
" #是否与前面中枢需要合并\n",
" if last_zsg_dd!=0 and last_zsg_gg!=0 and max(last_zsg_dd,k.dd)<min(last_zsg_gg,k.gg):\n",
" #print(last_zsg_gg,last_zsg_dd,k.gg,k.dd)\n",
" last_zsg_gg=max(last_zsg_gg,k.gg)\n",
" last_zsg_dd=min(last_zsg_dd,k.dd)\n",
" last_zsg_nos+=(str(int(k.zs_no))+',')\n",
" is_merge_last=True\n",
" else:\n",
" if last_zsg_dd==0:\n",
" last_zsg_dir=''\n",
" else:\n",
" last_zsg_dir='down' if k.gg<last_zsg_dd else 'up'\n",
" last_zsg_gg=k.gg\n",
" last_zsg_dd=k.dd\n",
" last_zsg_nos=(str(int(k.zs_no))+',')\n",
" last_zsg_start_dir='down' if k.line=='bottom' else 'up'\n",
" is_merge_last=False \n",
" \n",
"# if is_buy!=True and k.line=='bottom' and len(qs_mark_df)>=2: #找三买\n",
"# k1_dir=qs_mark_df.iloc[-2].zsg_dir\n",
"# k1_start_dir=qs_mark_df.iloc[-2].zsg_start_dir\n",
"# k1_end_dir=qs_mark_df.iloc[-2].zsg_end_dir\n",
"# k2_dir=qs_mark_df.iloc[-1].zsg_dir\n",
"# k2_start_dir=qs_mark_df.iloc[-1].zsg_start_dir\n",
"# k2_end_dir=qs_mark_df.iloc[-1].zsg_end_dir\n",
"# k2_gg=qs_mark_df.iloc[-1].zsg_gg \n",
"# k2_dd=qs_mark_df.iloc[-1].zsg_dd\n",
"# #print(k1_start_dir,k1_end_dir,k2_start_dir,k2_end_dir,k2_dir)\n",
"# #买点形态\n",
"# is_qs_ok=False\n",
"# if k1_start_dir=='down' and k1_end_dir=='down' and k2_start_dir=='down' and k2_end_dir=='down' and k2_dir=='down':\n",
"# is_qs_ok=True\n",
"# if k1_start_dir=='down' and k1_end_dir=='down' and k2_start_dir=='down' and k2_end_dir=='up' and k2_dir=='down':\n",
"# is_qs_ok=True\n",
"# #print('is_qs_ok')\n",
"# if is_qs_ok and k.low>k2_gg: #没有碰到中枢,反弹\n",
"# print('买入',k.close,k.trade_time, k.line, k2_gg, k2_dd)\n",
"# is_buy=True\n",
"# last_buy_price=k.close\n",
"\n",
" if is_buy!=True and k.line=='bottom' and len(qs_mark_df)>=2: #找买点\n",
" k2_dir=qs_mark_df.iloc[-1].zsg_dir\n",
" k2_start_dir=qs_mark_df.iloc[-1].zsg_start_dir\n",
" k2_end_dir=qs_mark_df.iloc[-1].zsg_end_dir\n",
" #print(k1_start_dir,k1_end_dir,k2_start_dir,k2_end_dir,k2_dir)\n",
" #买点形态\n",
" if k2_end_dir=='up' and k.low>last_zg: #没有碰到中枢,反弹\n",
" print('买入',k.close,k.trade_time, k.line)\n",
" is_buy=True\n",
" last_buy_price=k.close\n",
" \n",
" if is_buy and k.line=='top' and len(qs_mark_df)>=2: #找卖点\n",
" k2_dir=qs_mark_df.iloc[-1].zsg_dir\n",
" k2_start_dir=qs_mark_df.iloc[-1].zsg_start_dir\n",
" k2_end_dir=qs_mark_df.iloc[-1].zsg_end_dir\n",
" #print(k1_end_dir,k.high,last_zd)\n",
" #卖点形态\n",
" if k2_end_dir=='down' and k.high<last_zd: #没有碰到中枢zd下反弹\n",
" #一股变几股\n",
" rate=1\n",
" trade_time=k.trade_time.strftime(\"%Y-%m-%d %H:%M:%S\")\n",
" if trade_time=='2015-08-20 10:11:00':\n",
" rate=2\n",
" elif trade_time=='2017-07-21 13:38:00':\n",
" rate=2\n",
" \n",
" profit+=k.close*rate-last_buy_price\n",
" profit_100=profit_100*(k.close*rate/last_buy_price)\n",
" print('卖出',k.close*rate,'本次获利',k.close*rate-last_buy_price,'总获利',profit,k.trade_time,'100初仓累计',profit_100)\n",
" is_buy=False\n",
" \n",
" zs_no_pre=k.zs_no"
]
},
{
"cell_type": "code",
"execution_count": 228,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"10201"
]
},
"execution_count": 228,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"len(df.loc[(df[\"line\"]=='bottom') | (df[\"line\"]=='top')])"
]
},
{
"cell_type": "code",
"execution_count": 215,
"metadata": {
"collapsed": true
},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>zsg_dd</th>\n",
" <th>zsg_dir</th>\n",
" <th>zsg_end_dir</th>\n",
" <th>zsg_gg</th>\n",
" <th>zsg_nos</th>\n",
" <th>zsg_start_dir</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>23.61</td>\n",
" <td></td>\n",
" <td>up</td>\n",
" <td>24.33</td>\n",
" <td>1,</td>\n",
" <td>up</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>24.37</td>\n",
" <td>up</td>\n",
" <td>down</td>\n",
" <td>27.50</td>\n",
" <td>2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,18,...</td>\n",
" <td>up</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>24.06</td>\n",
" <td>down</td>\n",
" <td>down</td>\n",
" <td>24.19</td>\n",
" <td>31,</td>\n",
" <td>down</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>21.75</td>\n",
" <td>down</td>\n",
" <td>up</td>\n",
" <td>22.60</td>\n",
" <td>31,</td>\n",
" <td>down</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>20.61</td>\n",
" <td>down</td>\n",
" <td>down</td>\n",
" <td>21.23</td>\n",
" <td>32,</td>\n",
" <td>down</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>19.35</td>\n",
" <td>down</td>\n",
" <td>down</td>\n",
" <td>20.50</td>\n",
" <td>33,34,35,</td>\n",
" <td>down</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>17.35</td>\n",
" <td>down</td>\n",
" <td>up</td>\n",
" <td>17.58</td>\n",
" <td>36,</td>\n",
" <td>down</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>18.69</td>\n",
" <td>up</td>\n",
" <td>up</td>\n",
" <td>19.06</td>\n",
" <td>37,</td>\n",
" <td>up</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>19.54</td>\n",
" <td>up</td>\n",
" <td>down</td>\n",
" <td>20.60</td>\n",
" <td>38,</td>\n",
" <td>up</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>12.50</td>\n",
" <td>down</td>\n",
" <td>up</td>\n",
" <td>13.18</td>\n",
" <td>39,40,40,</td>\n",
" <td>down</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" zsg_dd zsg_dir zsg_end_dir zsg_gg \\\n",
"0 23.61 up 24.33 \n",
"1 24.37 up down 27.50 \n",
"2 24.06 down down 24.19 \n",
"3 21.75 down up 22.60 \n",
"4 20.61 down down 21.23 \n",
"5 19.35 down down 20.50 \n",
"6 17.35 down up 17.58 \n",
"7 18.69 up up 19.06 \n",
"8 19.54 up down 20.60 \n",
"9 12.50 down up 13.18 \n",
"\n",
" zsg_nos zsg_start_dir \n",
"0 1, up \n",
"1 2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,18,... up \n",
"2 31, down \n",
"3 31, down \n",
"4 32, down \n",
"5 33,34,35, down \n",
"6 36, down \n",
"7 37, up \n",
"8 38, up \n",
"9 39,40,40, down "
]
},
"execution_count": 215,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"qs_mark_df.loc[0:9]"
]
},
{
"cell_type": "code",
"execution_count": 70,
"metadata": {
"collapsed": true
},
"outputs": [
{
"data": {
"text/plain": [
"direction\n",
"downdown 13.105517\n",
"upup 16.638000\n",
"Name: trade_price, dtype: float64"
]
},
"execution_count": 70,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"result_df.groupby('direction')['trade_price'].mean()"
]
},
{
"cell_type": "code",
"execution_count": 255,
"metadata": {},
"outputs": [],
"source": [
"outputpath='E:/jupyter/000425-10Y.csv'\n",
"df.to_csv(outputpath,sep=',',index=True,header=True)"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python [conda root]",
"language": "python",
"name": "conda-root-py"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.5"
}
},
"nbformat": 4,
"nbformat_minor": 2
}