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code/.ipynb_checkpoints/Untitled-checkpoint.ipynb
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code/.ipynb_checkpoints/Untitled-checkpoint.ipynb
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code/.ipynb_checkpoints/Untitled1-checkpoint.ipynb
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code/.ipynb_checkpoints/Untitled1-checkpoint.ipynb
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code/.ipynb_checkpoints/Untitled2-Copy1-checkpoint.ipynb
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code/.ipynb_checkpoints/Untitled2-Copy1-checkpoint.ipynb
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code/.ipynb_checkpoints/Untitled2-checkpoint.ipynb
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code/.ipynb_checkpoints/Untitled2-checkpoint.ipynb
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{
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||||
"cells": [
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||||
{
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||||
"cell_type": "code",
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||||
"execution_count": 3,
|
||||
"metadata": {},
|
||||
"outputs": [],
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||||
"source": [
|
||||
"import random\n",
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||||
"import pandas as pd"
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]
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},
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{
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"cell_type": "code",
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||||
"execution_count": 142,
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||||
"metadata": {},
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"outputs": [],
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||||
"source": []
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},
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{
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"cell_type": "code",
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"execution_count": 57,
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"metadata": {},
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"outputs": [
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{
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"ename": "ValueError",
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||||
"evalue": "could not convert string to float: '1.5 总获利'",
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"output_type": "error",
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"traceback": [
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"\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
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||||
"\u001b[1;31mValueError\u001b[0m Traceback (most recent call last)",
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||||
"\u001b[1;32m<ipython-input-57-ee6c3b7ef107>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m()\u001b[0m\n\u001b[0;32m 14\u001b[0m \u001b[0msell\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mfloat\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mline\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;36m3\u001b[0m\u001b[1;33m:\u001b[0m\u001b[0mindex_spa\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 15\u001b[0m \u001b[1;31m#print(index_bchl,index_spa2)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m---> 16\u001b[1;33m \u001b[0mprofit\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mfloat\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mline\u001b[0m\u001b[1;33m[\u001b[0m\u001b[0mindex_bchl\u001b[0m\u001b[1;33m+\u001b[0m\u001b[1;36m5\u001b[0m\u001b[1;33m:\u001b[0m\u001b[0mindex_spa2\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 17\u001b[0m \u001b[0mbuy\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0msell\u001b[0m\u001b[1;33m-\u001b[0m\u001b[0mprofit\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 18\u001b[0m \u001b[0mvalue\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mvalue\u001b[0m\u001b[1;33m*\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0msell\u001b[0m\u001b[1;33m/\u001b[0m\u001b[0mbuy\u001b[0m\u001b[1;33m-\u001b[0m\u001b[1;36m0.002\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
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"\u001b[1;31mValueError\u001b[0m: could not convert string to float: '1.5 总获利'"
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]
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||||
}
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||||
],
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"source": [
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"df2=pd.DataFrame(columns=['i','value'])\n",
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||||
"df3=pd.DataFrame(columns=['year','value'])\n",
|
||||
"f = open('C:/Users/lenovo/Desktop/000338-3.txt')\n",
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"i=0\n",
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||||
"value=100\n",
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"year=2000\n",
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||||
"for line in f.readlines():\n",
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||||
" index_spa=line.find(' ',3)\n",
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||||
" index_bchl=line.find('本次获利')\n",
|
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" index_spa2=line.find(' ',index_bchl+6)\n",
|
||||
" index_zhl=line.find('总获利')\n",
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" index_year=line.find(' ',index_zhl+5)+1\n",
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" if index_bchl>0:\n",
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" sell=float(line[3:index_spa])\n",
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" #print(index_bchl,index_spa2)\n",
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" profit=float(line[index_bchl+5:index_spa2])\n",
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" buy=sell-profit\n",
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" value=value*(sell/buy-0.002)\n",
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" i+=1\n",
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" df2=df2.append({'i':i, 'value':value},ignore_index=True)\n",
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" if year!=line[index_year:index_year+4]:\n",
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" df3=df3.append({'year':int(line[index_year:index_year+4]), 'value':value},ignore_index=True) \n",
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" year=line[index_year:index_year+4]\n",
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"df3=df3.append({'year':2020, 'value':value},ignore_index=True) \n",
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"f.close()\n",
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"print(value)\n",
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"df2.plot(x='i',y='value',figsize=(16,3))\n",
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"df3.plot(x='year',y='value',figsize=(16,3))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 40,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"4.39999999999999"
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]
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},
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||||
"execution_count": 40,
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"metadata": {},
|
||||
"output_type": "execute_result"
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}
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],
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"source": [
|
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"float('4.39999999999999')"
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]
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}
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],
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"metadata": {
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"kernelspec": {
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||||
"display_name": "Python [conda root]",
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"language": "python",
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"name": "conda-root-py"
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},
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"language_info": {
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||||
"codemirror_mode": {
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"name": "ipython",
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||||
"version": 3
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||||
},
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||||
"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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||||
"nbconvert_exporter": "python",
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||||
"pygments_lexer": "ipython3",
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||||
"version": "3.6.5"
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||||
}
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},
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||||
"nbformat": 4,
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||||
"nbformat_minor": 2
|
||||
}
|
||||
566
code/.ipynb_checkpoints/analyses-checkpoint.ipynb
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code/.ipynb_checkpoints/analyses-checkpoint.ipynb
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code/.ipynb_checkpoints/analyses-single-checkpoint.ipynb
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code/.ipynb_checkpoints/analyses-single-checkpoint.ipynb
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||||
{
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||||
"cells": [
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||||
{
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||||
"cell_type": "code",
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||||
"execution_count": 97,
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||||
"metadata": {},
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||||
"outputs": [],
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||||
"source": [
|
||||
"import tushare as ts\n",
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||||
"import numpy as np\n",
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||||
"import matplotlib.pyplot as plt\n",
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||||
"import pandas as pd\n",
|
||||
"import MySQLdb\n",
|
||||
"import time\n",
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||||
"import datetime\n",
|
||||
"import warnings\n",
|
||||
"warnings.filterwarnings(\"ignore\")\n",
|
||||
"from imp import reload\n",
|
||||
"import chan_series"
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||||
]
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||||
},
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||||
{
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||||
"cell_type": "code",
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"execution_count": 254,
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"metadata": {},
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||||
"outputs": [
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||||
{
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||||
"name": "stdout",
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||||
"output_type": "stream",
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"text": [
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||||
"data loaded 578535\n",
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"开始处理： 0 / 578535\n",
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"开始处理： 10000 / 578535\n",
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"开始处理： 90000 / 578535\n",
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"开始处理： 100000 / 578535\n",
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"开始处理： 180000 / 578535\n",
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"开始处理： 190000 / 578535\n",
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"开始处理： 200000 / 578535\n",
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"开始处理： 350000 / 578535\n",
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"开始处理： 370000 / 578535\n",
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]
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||||
}
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||||
],
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||||
"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='000425.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)"
|
||||
]
|
||||
},
|
||||
{
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||||
"cell_type": "code",
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||||
"execution_count": 265,
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||||
"metadata": {},
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||||
"outputs": [
|
||||
{
|
||||
"name": "stdout",
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||||
"output_type": "stream",
|
||||
"text": [
|
||||
"买入 35.48 2010-01-15 09:52:00 bottom\n",
|
||||
"卖出 35.28 本次获利 -0.19999999999999574 总获利 -0.19999999999999574 2010-01-26 13:29:00 100初仓累计： 99.43630214205187\n",
|
||||
"买入 34.98 2010-02-11 13:13:00 bottom\n",
|
||||
"卖出 36.24 本次获利 1.2600000000000051 总获利 1.0600000000000094 2010-03-05 10:15:00 100初仓累计： 103.01805573550486\n",
|
||||
"买入 36.35 2010-03-09 13:34:00 bottom\n",
|
||||
"卖出 35.79 本次获利 -0.5600000000000023 总获利 0.5000000000000071 2010-03-11 11:23:00 100初仓累计： 101.43098252472404\n",
|
||||
"买入 34.91 2010-03-17 14:41:00 bottom\n",
|
||||
"卖出 35.9 本次获利 0.990000000000002 总获利 1.490000000000009 2010-03-25 09:32:00 100初仓累计： 104.30742688735586\n",
|
||||
"买入 36.23 2010-03-26 14:54:00 bottom\n",
|
||||
"卖出 40.75 本次获利 4.520000000000003 总获利 6.010000000000012 2010-04-13 14:36:00 100初仓累计： 117.32066369472126\n",
|
||||
"买入 41.11 2010-04-15 10:24:00 bottom\n",
|
||||
"卖出 41.6 本次获利 0.490000000000002 总获利 6.500000000000014 2010-04-22 13:43:00 100初仓累计： 118.71903696668463\n",
|
||||
"买入 30.5 2010-05-13 10:37:00 bottom\n",
|
||||
"卖出 32.7 本次获利 2.200000000000003 总获利 8.700000000000017 2010-05-17 09:59:00 100初仓累计： 127.28237733805204\n",
|
||||
"买入 33.8 2010-05-20 13:09:00 bottom\n",
|
||||
"卖出 35.49 本次获利 1.6900000000000048 总获利 10.390000000000022 2010-05-26 11:23:00 100初仓累计： 133.64649620495464\n",
|
||||
"买入 32.92 2010-06-03 10:18:00 bottom\n",
|
||||
"卖出 32.3 本次获利 -0.6200000000000045 总获利 9.770000000000017 2010-06-07 14:03:00 100初仓累计： 131.1294601281906\n",
|
||||
"买入 32.35 2010-06-09 14:26:00 bottom\n",
|
||||
"卖出 31.83 本次获利 -0.5200000000000031 总获利 9.250000000000014 2010-06-18 14:18:00 100初仓累计： 129.02166045997856\n",
|
||||
"买入 32.29 2010-06-21 13:15:00 bottom\n",
|
||||
"卖出 32.63 本次获利 0.3400000000000034 总获利 9.590000000000018 2010-06-23 13:16:00 100初仓累计： 130.38020380331685\n",
|
||||
"买入 30.62 2010-07-05 14:19:00 bottom\n",
|
||||
"卖出 32.71 本次获利 2.09 总获利 11.680000000000017 2010-07-13 10:06:00 100初仓累计： 139.27944044436623\n",
|
||||
"买入 32.0 2010-07-19 11:15:00 bottom\n",
|
||||
"卖出 35.56 本次获利 3.5600000000000023 总获利 15.24000000000002 2010-07-29 14:37:00 100初仓累计： 154.774278193802\n",
|
||||
"买入 36.88 2010-08-02 10:27:00 bottom\n",
|
||||
"卖出 37.0 本次获利 0.11999999999999744 总获利 15.360000000000017 2010-08-04 14:53:00 100初仓累计： 155.27788213586425\n",
|
||||
"买入 36.61 2010-08-09 14:29:00 bottom\n",
|
||||
"卖出 35.33 本次获利 -1.2800000000000011 总获利 14.080000000000016 2010-08-20 10:28:00 100初仓累计： 149.84888215952154\n",
|
||||
"买入 34.46 2010-08-27 13:33:00 bottom\n",
|
||||
"卖出 35.86 本次获利 1.3999999999999986 总获利 15.480000000000015 2010-09-08 10:54:00 100初仓累计： 155.93676477772613\n",
|
||||
"买入 37.0 2010-09-13 14:42:00 bottom\n",
|
||||
"卖出 36.93 本次获利 -0.07000000000000028 总获利 15.410000000000014 2010-09-15 10:25:00 100初仓累计： 155.6417492767953\n",
|
||||
"买入 36.4 2010-09-21 10:58:00 bottom\n",
|
||||
"卖出 42.13 本次获利 5.730000000000004 总获利 21.14000000000002 2010-10-19 10:57:00 100初仓累计： 180.14249717119196\n",
|
||||
"买入 43.2 2010-10-20 10:38:00 bottom\n",
|
||||
"卖出 47.39 本次获利 4.189999999999998 总获利 25.330000000000016 2010-10-27 10:11:00 100初仓累计： 197.61465141071264\n",
|
||||
"买入 48.02 2010-10-29 11:17:00 bottom\n",
|
||||
"卖出 48.6 本次获利 0.5799999999999983 总获利 25.910000000000014 2010-11-17 10:02:00 100初仓累计： 200.0015005947654\n",
|
||||
"买入 48.6 2010-11-18 14:28:00 bottom\n",
|
||||
"卖出 48.05 本次获利 -0.5500000000000043 总获利 25.36000000000001 2010-11-19 13:39:00 100初仓累计： 197.73810912712915\n",
|
||||
"买入 52.18 2010-11-24 13:31:00 bottom\n",
|
||||
"卖出 53.0 本次获利 0.8200000000000003 总获利 26.18000000000001 2010-11-26 14:34:00 100初仓累计： 200.84553054307867\n",
|
||||
"买入 53.91 2010-11-29 10:17:00 bottom\n",
|
||||
"卖出 51.2 本次获利 -2.7099999999999937 总获利 23.470000000000017 2010-12-01 10:57:00 100初仓累计： 190.7492332369807\n",
|
||||
"买入 53.94 2010-12-02 10:40:00 bottom\n",
|
||||
"卖出 50.65 本次获利 -3.289999999999999 总获利 20.180000000000017 2010-12-07 10:36:00 100初仓累计： 179.11473235915966\n",
|
||||
"买入 51.1 2010-12-08 11:25:00 bottom\n",
|
||||
"卖出 50.8 本次获利 -0.30000000000000426 总获利 19.880000000000013 2010-12-09 10:25:00 100初仓累计： 178.06317815744248\n",
|
||||
"买入 53.99 2010-12-13 10:53:00 bottom\n",
|
||||
"卖出 53.5 本次获利 -0.490000000000002 总获利 19.39000000000001 2010-12-23 14:21:00 100初仓累计： 176.44712041902523\n",
|
||||
"买入 51.15 2010-12-27 14:38:00 bottom\n",
|
||||
"卖出 51.14 本次获利 -0.00999999999999801 总获利 19.380000000000013 2010-12-29 10:11:00 100初仓累计： 176.41262440330306\n",
|
||||
"买入 52.0 2010-12-30 11:15:00 bottom\n",
|
||||
"卖出 59.3 本次获利 7.299999999999997 总获利 26.68000000000001 2011-01-07 14:54:00 100初仓累计： 201.17824282915137\n",
|
||||
"买入 51.03 2011-01-27 14:34:00 bottom\n",
|
||||
"卖出 50.96 本次获利 -0.07000000000000028 总获利 26.61000000000001 2011-02-01 13:17:00 100初仓累计： 200.90227816134734\n",
|
||||
"买入 56.0 2011-02-16 14:26:00 bottom\n",
|
||||
"卖出 54.97 本次获利 -1.0300000000000011 总获利 25.58000000000001 2011-02-22 13:14:00 100初仓累计： 197.20711125945112\n",
|
||||
"买入 56.1 2011-03-04 10:49:00 bottom\n",
|
||||
"卖出 58.67 本次获利 2.5700000000000003 总获利 28.15000000000001 2011-03-10 14:06:00 100初仓累计： 206.24137642766485\n",
|
||||
"买入 63.17 2011-03-14 14:42:00 bottom\n",
|
||||
"卖出 30.86 本次获利 -32.31 总获利 26.700000000000006 2011-03-16 10:04:00 100初仓累计： 201.50732552027029\n",
|
||||
"买入 30.81 2011-03-23 13:57:00 bottom\n",
|
||||
"卖出 28.77 本次获利 -2.039999999999999 总获利 24.660000000000007 2011-03-30 14:28:00 100初仓累计： 188.16506832905472\n",
|
||||
"买入 28.47 2011-04-07 11:26:00 bottom\n",
|
||||
"卖出 28.8 本次获利 0.33000000000000185 总获利 24.99000000000001 2011-04-12 11:09:00 100初仓累计： 190.34611759314282\n",
|
||||
"买入 25.12 2011-05-03 14:07:00 bottom\n",
|
||||
"卖出 23.2 本次获利 -1.9200000000000017 总获利 23.070000000000007 2011-05-06 09:59:00 100初仓累计： 175.7973697516287\n",
|
||||
"买入 23.69 2011-05-17 13:37:00 bottom\n",
|
||||
"卖出 23.3 本次获利 -0.39000000000000057 总获利 22.680000000000007 2011-05-20 11:16:00 100初仓累计： 172.90328050708945\n",
|
||||
"买入 22.89 2011-06-07 14:18:00 bottom\n",
|
||||
"卖出 23.49 本次获利 0.5999999999999979 总获利 23.280000000000005 2011-06-10 13:03:00 100初仓累计： 177.43547658853345\n",
|
||||
"买入 23.43 2011-06-14 13:18:00 bottom\n",
|
||||
"卖出 23.52 本次获利 0.08999999999999986 总获利 23.370000000000005 2011-06-16 14:11:00 100初仓累计： 178.11704692113983\n",
|
||||
"买入 23.2 2011-06-21 14:13:00 bottom\n",
|
||||
"卖出 24.07 本次获利 0.870000000000001 总获利 24.240000000000006 2011-06-28 11:13:00 100初仓累计： 184.7964361806826\n",
|
||||
"买入 24.45 2011-06-29 13:13:00 bottom\n",
|
||||
"卖出 25.0 本次获利 0.5500000000000007 总获利 24.790000000000006 2011-07-06 10:22:00 100初仓累计： 188.95341122769182\n",
|
||||
"买入 25.02 2011-07-11 14:07:00 bottom\n",
|
||||
"卖出 24.85 本次获利 -0.16999999999999815 总获利 24.620000000000008 2011-07-18 15:00:00 100初仓累计： 187.6695551162327\n",
|
||||
"买入 24.61 2011-07-21 10:43:00 bottom\n",
|
||||
"卖出 24.52 本次获利 -0.08999999999999986 总获利 24.53000000000001 2011-07-22 11:17:00 100初仓累计： 186.98323817350774\n",
|
||||
"买入 23.16 2011-07-27 13:05:00 bottom\n",
|
||||
"卖出 22.2 本次获利 -0.9600000000000009 总获利 23.570000000000007 2011-08-05 10:11:00 100初仓累计： 179.2326376274556\n",
|
||||
"买入 21.52 2011-08-10 10:37:00 bottom\n",
|
||||
"卖出 23.7 本次获利 2.1799999999999997 总获利 25.750000000000007 2011-08-17 11:00:00 100初仓累计： 197.3891037068168\n",
|
||||
"买入 23.18 2011-08-25 13:40:00 bottom\n",
|
||||
"卖出 23.04 本次获利 -0.14000000000000057 总获利 25.610000000000007 2011-08-29 10:13:00 100初仓累计： 196.19693483196974\n",
|
||||
"买入 20.59 2011-09-13 14:57:00 bottom\n",
|
||||
"卖出 20.24 本次获利 -0.3500000000000014 总获利 25.260000000000005 2011-09-19 10:33:00 100初仓累计： 192.86187280228592\n",
|
||||
"买入 20.83 2011-09-21 13:53:00 bottom\n",
|
||||
"卖出 19.5 本次获利 -1.3299999999999983 总获利 23.930000000000007 2011-09-27 11:03:00 100初仓累计： 180.5476005590291\n",
|
||||
"买入 18.2 2011-10-12 13:56:00 bottom\n",
|
||||
"卖出 18.13 本次获利 -0.07000000000000028 总获利 23.860000000000007 2011-10-14 10:52:00 100初仓累计： 179.85318671072514\n",
|
||||
"买入 16.33 2011-10-26 10:48:00 bottom\n",
|
||||
"卖出 16.86 本次获利 0.5300000000000011 总获利 24.390000000000008 2011-11-07 13:51:00 100初仓累计： 185.69043037004448\n",
|
||||
"买入 16.55 2011-11-15 11:11:00 bottom\n",
|
||||
"卖出 16.25 本次获利 -0.3000000000000007 总获利 24.090000000000007 2011-11-17 13:48:00 100初仓累计： 182.324440695663\n",
|
||||
"买入 13.42 2011-12-12 10:22:00 bottom\n",
|
||||
"卖出 13.63 本次获利 0.21000000000000085 总获利 24.300000000000008 2011-12-15 13:01:00 100初仓累计： 185.1775057140005\n",
|
||||
"买入 13.37 2011-12-20 10:31:00 bottom\n",
|
||||
"卖出 12.75 本次获利 -0.6199999999999992 总获利 23.680000000000007 2011-12-22 11:30:00 100初仓累计： 176.59036633160107\n",
|
||||
"买入 14.06 2011-12-29 13:46:00 bottom\n",
|
||||
"卖出 14.01 本次获利 -0.05000000000000071 总获利 23.630000000000006 2012-01-05 11:15:00 100初仓累计： 175.96237783113307\n",
|
||||
"买入 13.86 2012-01-09 11:01:00 bottom\n",
|
||||
"卖出 14.53 本次获利 0.6699999999999999 总获利 24.300000000000004 2012-01-13 11:10:00 100初仓累计： 184.46849566279678\n",
|
||||
"买入 15.29 2012-01-19 14:54:00 bottom\n",
|
||||
"卖出 16.02 本次获利 0.7300000000000004 总获利 25.030000000000005 2012-01-31 11:02:00 100初仓累计： 193.2756900273384\n",
|
||||
"买入 15.75 2012-02-09 09:32:00 bottom\n",
|
||||
"卖出 15.99 本次获利 0.2400000000000002 总获利 25.270000000000003 2012-02-14 14:29:00 100初仓累计： 196.22084339918356\n",
|
||||
"买入 16.1 2012-02-15 13:35:00 bottom\n",
|
||||
"卖出 15.9 本次获利 -0.20000000000000107 总获利 25.07 2012-02-17 10:06:00 100初仓累计： 193.78331739422475\n",
|
||||
"买入 16.15 2012-02-23 10:23:00 bottom\n",
|
||||
"卖出 16.23 本次获利 0.08000000000000185 总获利 25.150000000000002 2012-02-29 10:59:00 100初仓累计： 194.74323475592993\n",
|
||||
"买入 16.18 2012-03-02 14:40:00 bottom\n",
|
||||
"卖出 15.88 本次获利 -0.29999999999999893 总获利 24.85 2012-03-06 11:07:00 100初仓累计： 191.13242076169144\n",
|
||||
"买入 15.65 2012-03-08 13:23:00 bottom\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "stdout",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"卖出 14.7 本次获利 -0.9500000000000011 总获利 23.9 2012-03-26 09:49:00 100初仓累计： 179.53013323941624\n",
|
||||
"买入 13.92 2012-04-05 13:39:00 bottom\n",
|
||||
"卖出 14.48 本次获利 0.5600000000000005 总获利 24.46 2012-04-16 13:58:00 100初仓累计： 186.75260986399047\n",
|
||||
"买入 14.6 2012-04-18 14:12:00 bottom\n",
|
||||
"卖出 14.95 本次获利 0.34999999999999964 总获利 24.810000000000002 2012-04-24 14:34:00 100初仓累计： 191.22955599086694\n",
|
||||
"买入 15.1 2012-04-26 09:31:00 bottom\n",
|
||||
"卖出 15.52 本次获利 0.41999999999999993 总获利 25.230000000000004 2012-05-07 13:05:00 100初仓累计： 196.54852377339435\n",
|
||||
"买入 14.33 2012-05-17 14:20:00 bottom\n",
|
||||
"卖出 14.56 本次获利 0.23000000000000043 总获利 25.460000000000004 2012-05-25 13:28:00 100初仓累计： 199.70317558552838\n",
|
||||
"买入 15.27 2012-05-28 14:09:00 bottom\n",
|
||||
"卖出 15.58 本次获利 0.3100000000000005 总获利 25.770000000000003 2012-05-30 09:53:00 100初仓累计： 203.75739853454695\n",
|
||||
"买入 15.28 2012-06-01 10:07:00 bottom\n",
|
||||
"卖出 15.0 本次获利 -0.27999999999999936 总获利 25.490000000000002 2012-06-04 10:51:00 100初仓累计： 200.02362421585107\n",
|
||||
"买入 14.69 2012-06-11 14:31:00 bottom\n",
|
||||
"卖出 14.79 本次获利 0.09999999999999964 总获利 25.590000000000003 2012-06-15 14:42:00 100初仓累计： 201.38525542222175\n",
|
||||
"买入 14.12 2012-06-27 13:25:00 bottom\n",
|
||||
"卖出 13.95 本次获利 -0.16999999999999993 总获利 25.42 2012-07-03 10:30:00 100初仓累计： 198.9606454065151\n",
|
||||
"买入 13.3 2012-07-09 09:40:00 bottom\n",
|
||||
"卖出 13.21 本次获利 -0.08999999999999986 总获利 25.330000000000002 2012-07-12 10:33:00 100初仓累计： 197.61429517444094\n",
|
||||
"买入 12.68 2012-08-01 11:27:00 bottom\n",
|
||||
"卖出 12.68 本次获利 0.0 总获利 25.330000000000002 2012-08-09 10:04:00 100初仓累计： 197.61429517444094\n",
|
||||
"买入 12.5 2012-08-16 14:40:00 bottom\n",
|
||||
"卖出 12.38 本次获利 -0.11999999999999922 总获利 25.21 2012-08-20 10:28:00 100初仓累计： 195.7171979407663\n",
|
||||
"买入 12.46 2012-08-21 11:08:00 bottom\n",
|
||||
"卖出 12.4 本次获利 -0.0600000000000005 总获利 25.15 2012-08-22 10:47:00 100初仓累计： 194.77473952371605\n",
|
||||
"买入 10.76 2012-09-07 10:10:00 bottom\n",
|
||||
"卖出 11.06 本次获利 0.3000000000000007 总获利 25.45 2012-09-14 10:00:00 100初仓累计： 200.2052620011431\n",
|
||||
"买入 10.33 2012-09-28 09:32:00 bottom\n",
|
||||
"卖出 10.52 本次获利 0.1899999999999995 总获利 25.64 2012-10-08 10:46:00 100初仓累计： 203.88764339322606\n",
|
||||
"买入 10.91 2012-10-10 13:57:00 bottom\n",
|
||||
"卖出 10.83 本次获利 -0.08000000000000007 总获利 25.560000000000002 2012-10-11 13:06:00 100初仓累计： 202.3925919292977\n",
|
||||
"买入 10.92 2012-10-18 13:07:00 bottom\n",
|
||||
"卖出 10.86 本次获利 -0.0600000000000005 总获利 25.5 2012-10-25 14:14:00 100初仓累计： 201.28054472089497\n",
|
||||
"买入 10.74 2012-11-01 13:16:00 bottom\n",
|
||||
"卖出 10.85 本次获利 0.10999999999999943 总获利 25.61 2012-11-07 14:51:00 100初仓累计： 203.34207730183525\n",
|
||||
"买入 10.23 2012-11-19 14:01:00 bottom\n",
|
||||
"卖出 10.2 本次获利 -0.030000000000001137 总获利 25.58 2012-11-26 10:35:00 100初仓累计： 202.74576622470374\n",
|
||||
"买入 10.03 2012-11-30 13:53:00 bottom\n",
|
||||
"卖出 10.34 本次获利 0.3100000000000005 总获利 25.89 2012-12-06 10:58:00 100初仓累计： 209.0120860182888\n",
|
||||
"买入 10.64 2012-12-07 10:48:00 bottom\n",
|
||||
"卖出 10.87 本次获利 0.22999999999999865 总获利 26.119999999999997 2012-12-12 13:11:00 100初仓累计： 213.53020441906006\n",
|
||||
"买入 11.59 2013-01-10 11:00:00 bottom\n",
|
||||
"卖出 11.45 本次获利 -0.14000000000000057 总获利 25.979999999999997 2013-01-11 10:49:00 100初仓累计： 210.9508922000205\n",
|
||||
"买入 11.81 2013-01-15 13:47:00 bottom\n",
|
||||
"卖出 13.43 本次获利 1.6199999999999992 总获利 27.599999999999994 2013-02-06 10:55:00 100初仓累计： 239.88742440696655\n",
|
||||
"买入 13.42 2013-02-08 11:21:00 bottom\n",
|
||||
"卖出 12.74 本次获利 -0.6799999999999997 总获利 26.919999999999995 2013-02-19 13:12:00 100初仓累计： 227.7321748841098\n",
|
||||
"买入 12.16 2013-02-25 11:21:00 bottom\n",
|
||||
"卖出 11.93 本次获利 -0.23000000000000043 总获利 26.689999999999994 2013-02-27 10:22:00 100初仓累计： 223.42474065521628\n",
|
||||
"买入 11.97 2013-02-28 10:18:00 bottom\n",
|
||||
"卖出 11.53 本次获利 -0.4400000000000013 总获利 26.249999999999993 2013-03-11 11:12:00 100初仓累计： 215.21196823347063\n",
|
||||
"买入 11.48 2013-03-14 10:54:00 bottom\n",
|
||||
"卖出 11.42 本次获利 -0.0600000000000005 总获利 26.18999999999999 2013-03-19 10:08:00 100初仓累计： 214.08716700576954\n",
|
||||
"买入 11.56 2013-03-20 13:10:00 bottom\n",
|
||||
"卖出 11.55 本次获利 -0.009999999999999787 总获利 26.179999999999993 2013-03-22 14:42:00 100初仓累计： 213.90197049451888\n",
|
||||
"买入 10.67 2013-04-02 14:46:00 bottom\n",
|
||||
"卖出 10.54 本次获利 -0.13000000000000078 总获利 26.04999999999999 2013-04-12 14:09:00 100初仓累计： 211.29585464032135\n",
|
||||
"买入 10.22 2013-04-18 14:11:00 bottom\n",
|
||||
"卖出 10.32 本次获利 0.09999999999999964 总获利 26.14999999999999 2013-04-26 09:31:00 100初仓累计： 213.36332875617575\n",
|
||||
"买入 10.33 2013-05-08 11:00:00 bottom\n",
|
||||
"卖出 10.54 本次获利 0.20999999999999908 总获利 26.359999999999992 2013-05-24 10:47:00 100初仓累计： 217.70082140271947\n",
|
||||
"买入 10.64 2013-05-29 10:40:00 bottom\n",
|
||||
"卖出 10.39 本次获利 -0.25 总获利 26.109999999999992 2013-06-04 14:25:00 100初仓累计： 212.58567052389617\n",
|
||||
"买入 7.85 2013-06-27 10:05:00 bottom\n",
|
||||
"卖出 7.67 本次获利 -0.17999999999999972 总获利 25.929999999999993 2013-07-02 10:59:00 100初仓累计： 207.7110946392718\n",
|
||||
"买入 7.73 2013-07-05 09:32:00 bottom\n",
|
||||
"卖出 7.55 本次获利 -0.1800000000000006 总获利 25.749999999999993 2013-07-22 10:20:00 100初仓累计： 202.8743550487066\n",
|
||||
"买入 7.47 2013-07-30 13:35:00 bottom\n",
|
||||
"卖出 8.2 本次获利 0.7299999999999995 总获利 26.479999999999993 2013-08-14 13:50:00 100初仓累计： 222.7000952341893\n",
|
||||
"买入 8.34 2013-09-03 09:31:00 bottom\n",
|
||||
"卖出 8.2 本次获利 -0.14000000000000057 总获利 26.339999999999993 2013-09-05 10:22:00 100初仓累计： 218.96172433097746\n",
|
||||
"买入 8.36 2013-09-09 14:04:00 bottom\n",
|
||||
"卖出 8.86 本次获利 0.5 总获利 26.839999999999993 2013-09-13 13:49:00 100初仓累计： 232.0575212407249\n",
|
||||
"买入 8.59 2013-09-23 10:48:00 bottom\n",
|
||||
"卖出 8.23 本次获利 -0.35999999999999943 总获利 26.479999999999993 2013-09-26 10:45:00 100初仓累计： 222.33217692795878\n",
|
||||
"买入 8.29 2013-09-30 10:51:00 bottom\n",
|
||||
"卖出 8.27 本次获利 -0.019999999999999574 总获利 26.459999999999994 2013-10-10 13:37:00 100初仓累计： 221.79579049387445\n",
|
||||
"买入 8.32 2013-10-11 14:48:00 bottom\n",
|
||||
"卖出 8.4 本次获利 0.08000000000000007 总获利 26.539999999999992 2013-10-15 11:26:00 100初仓累计： 223.9284423255463\n",
|
||||
"买入 7.84 2013-10-31 09:44:00 bottom\n",
|
||||
"卖出 7.89 本次获利 0.04999999999999982 总获利 26.589999999999993 2013-11-08 14:51:00 100初仓累计： 225.35655739139798\n",
|
||||
"买入 7.73 2013-11-15 13:34:00 bottom\n",
|
||||
"卖出 7.85 本次获利 0.11999999999999922 总获利 26.709999999999994 2013-11-26 10:10:00 100初仓累计： 228.8549774285219\n",
|
||||
"买入 8.04 2013-11-28 14:54:00 bottom\n",
|
||||
"卖出 7.98 本次获利 -0.05999999999999872 总获利 26.649999999999995 2013-12-10 14:55:00 100初仓累计： 227.14710446263746\n",
|
||||
"买入 7.77 2013-12-18 14:39:00 bottom\n",
|
||||
"卖出 7.59 本次获利 -0.17999999999999972 总获利 26.469999999999995 2013-12-20 14:51:00 100初仓累计： 221.88500937856094\n",
|
||||
"买入 7.53 2013-12-30 10:01:00 bottom\n",
|
||||
"卖出 7.49 本次获利 -0.040000000000000036 总获利 26.429999999999996 2014-01-03 14:22:00 100初仓累计： 220.70633734998955\n",
|
||||
"买入 6.95 2014-01-14 14:12:00 bottom\n",
|
||||
"卖出 6.81 本次获利 -0.14000000000000057 总获利 26.289999999999996 2014-01-17 14:53:00 100初仓累计： 216.26045429545738\n",
|
||||
"买入 6.87 2014-01-21 10:49:00 bottom\n",
|
||||
"卖出 6.93 本次获利 0.05999999999999961 总获利 26.349999999999994 2014-02-24 13:48:00 100初仓累计： 218.14919188755744\n",
|
||||
"买入 6.91 2014-03-03 09:31:00 bottom\n",
|
||||
"卖出 6.83 本次获利 -0.08000000000000007 总获利 26.269999999999996 2014-03-06 10:50:00 100初仓累计： 215.6235861927666\n",
|
||||
"买入 6.59 2014-03-12 14:32:00 bottom\n",
|
||||
"卖出 6.65 本次获利 0.0600000000000005 总获利 26.33 2014-03-19 13:43:00 100初仓累计： 217.5867751414109\n",
|
||||
"买入 6.85 2014-03-25 10:39:00 bottom\n",
|
||||
"卖出 6.78 本次获利 -0.0699999999999994 总获利 26.259999999999998 2014-03-27 11:13:00 100初仓累计： 215.36326065091473\n",
|
||||
"买入 6.75 2014-04-01 11:04:00 bottom\n",
|
||||
"卖出 6.93 本次获利 0.17999999999999972 总获利 26.439999999999998 2014-04-15 11:15:00 100初仓累计： 221.1062809349391\n",
|
||||
"买入 6.89 2014-04-24 11:20:00 bottom\n",
|
||||
"卖出 6.58 本次获利 -0.3099999999999996 总获利 26.13 2014-04-28 11:24:00 100初仓累计： 211.15810283772123\n",
|
||||
"买入 6.62 2014-05-05 10:36:00 bottom\n",
|
||||
"卖出 7.03 本次获利 0.41000000000000014 总获利 26.54 2014-05-19 11:23:00 100初仓累计： 224.23587053612994\n",
|
||||
"买入 6.86 2014-06-03 13:30:00 bottom\n",
|
||||
"卖出 6.8 本次获利 -0.0600000000000005 总获利 26.479999999999997 2014-06-17 11:06:00 100初仓累计： 222.2746238550559\n",
|
||||
"买入 6.72 2014-06-26 13:31:00 bottom\n",
|
||||
"卖出 6.83 本次获利 0.11000000000000032 总获利 26.589999999999996 2014-07-04 10:20:00 100初仓累计： 225.9130477574452\n",
|
||||
"买入 6.86 2014-07-08 14:19:00 bottom\n",
|
||||
"卖出 7.73 本次获利 0.8700000000000001 总获利 27.459999999999997 2014-07-23 13:29:00 100初仓累计： 254.5638278666256\n",
|
||||
"买入 7.99 2014-07-25 13:12:00 bottom\n",
|
||||
"卖出 7.91 本次获利 -0.08000000000000007 总获利 27.379999999999995 2014-07-30 10:18:00 100初仓累计： 252.015003557573\n",
|
||||
"买入 8.1 2014-08-01 10:34:00 bottom\n",
|
||||
"卖出 7.85 本次获利 -0.25 总获利 27.129999999999995 2014-08-08 10:17:00 100初仓累计： 244.23676270703064\n",
|
||||
"买入 7.94 2014-08-11 10:36:00 bottom\n",
|
||||
"卖出 8.1 本次获利 0.15999999999999925 总获利 27.289999999999996 2014-08-18 14:34:00 100初仓累计： 249.15841031825542\n",
|
||||
"买入 7.81 2014-08-29 13:13:00 bottom\n",
|
||||
"卖出 8.78 本次获利 0.9699999999999998 总获利 28.259999999999994 2014-10-10 14:10:00 100初仓累计： 280.1038210748121\n",
|
||||
"买入 8.24 2014-10-28 10:07:00 bottom\n",
|
||||
"卖出 9.6 本次获利 1.3599999999999994 总获利 29.619999999999994 2014-11-11 13:48:00 100初仓累计： 326.33454882502383\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "stdout",
|
||||
"output_type": "stream",
|
||||
"text": [
|
||||
"买入 9.7 2014-11-21 10:47:00 bottom\n",
|
||||
"卖出 10.23 本次获利 0.5300000000000011 总获利 30.149999999999995 2014-11-28 10:29:00 100初仓累计： 344.1651994309272\n",
|
||||
"买入 10.41 2014-12-01 11:12:00 bottom\n",
|
||||
"卖出 13.54 本次获利 3.129999999999999 总获利 33.279999999999994 2014-12-17 11:22:00 100初仓累计： 447.6461863875844\n",
|
||||
"买入 14.07 2014-12-19 11:25:00 bottom\n",
|
||||
"卖出 14.71 本次获利 0.6400000000000006 总获利 33.919999999999995 2014-12-22 14:25:00 100初仓累计： 468.00820197308934\n",
|
||||
"买入 14.79 2014-12-25 10:40:00 bottom\n",
|
||||
"卖出 14.49 本次获利 -0.29999999999999893 总获利 33.62 2015-01-06 10:36:00 100初仓累计： 458.5151349959476\n",
|
||||
"买入 13.18 2015-01-23 10:48:00 bottom\n",
|
||||
"卖出 12.93 本次获利 -0.25 总获利 33.37 2015-01-29 09:55:00 100初仓累计： 449.81795868722327\n",
|
||||
"买入 11.49 2015-02-09 10:20:00 bottom\n",
|
||||
"卖出 13.75 本次获利 2.26 总获利 35.629999999999995 2015-03-04 13:38:00 100初仓累计： 538.2939018232654\n",
|
||||
"买入 13.94 2015-03-10 10:18:00 bottom\n",
|
||||
"卖出 13.85 本次获利 -0.08999999999999986 总获利 35.53999999999999 2015-03-12 14:22:00 100初仓累计： 534.8185466465011\n",
|
||||
"买入 13.98 2015-03-16 09:59:00 bottom\n",
|
||||
"卖出 14.68 本次获利 0.6999999999999993 总获利 36.239999999999995 2015-03-24 10:45:00 100初仓累计： 561.5977299549811\n",
|
||||
"买入 14.53 2015-03-25 14:56:00 bottom\n",
|
||||
"卖出 15.61 本次获利 1.08 总获利 37.31999999999999 2015-03-31 10:05:00 100初仓累计： 603.340713323968\n",
|
||||
"买入 15.3 2015-04-07 10:17:00 bottom\n",
|
||||
"卖出 15.17 本次获利 -0.13000000000000078 总获利 37.18999999999999 2015-04-14 14:46:00 100初仓累计： 598.2142889623917\n",
|
||||
"买入 14.47 2015-04-17 10:05:00 bottom\n",
|
||||
"卖出 15.53 本次获利 1.0599999999999987 总获利 38.249999999999986 2015-04-28 10:49:00 100初仓累计： 642.0364829015856\n",
|
||||
"买入 13.86 2015-05-11 13:56:00 bottom\n",
|
||||
"卖出 13.82 本次获利 -0.03999999999999915 总获利 38.20999999999999 2015-05-14 13:02:00 100初仓累计： 640.1835637590125\n",
|
||||
"买入 14.01 2015-05-15 13:51:00 bottom\n",
|
||||
"卖出 16.91 本次获利 2.9000000000000004 总获利 41.109999999999985 2015-06-11 10:32:00 100初仓累计： 772.6983628240472\n",
|
||||
"买入 17.2 2015-06-12 10:01:00 bottom\n",
|
||||
"卖出 16.9 本次获利 -0.3000000000000007 总获利 40.80999999999999 2015-06-16 10:52:00 100初仓累计： 759.2210657980463\n",
|
||||
"买入 15.51 2015-06-24 10:05:00 bottom\n",
|
||||
"卖出 13.34 本次获利 -2.17 总获利 38.639999999999986 2015-07-22 11:12:00 100初仓累计： 652.9986471789773\n",
|
||||
"买入 11.45 2015-07-30 11:16:00 bottom\n",
|
||||
"卖出 10.9 本次获利 -0.5499999999999989 总获利 38.08999999999999 2015-07-31 11:20:00 100初仓累计： 621.6318999345724\n",
|
||||
"买入 10.96 2015-08-03 09:56:00 bottom\n",
|
||||
"卖出 11.87 本次获利 0.9099999999999984 总获利 38.999999999999986 2015-08-06 13:25:00 100初仓累计： 673.2454974656363\n",
|
||||
"买入 11.98 2015-08-10 10:44:00 bottom\n",
|
||||
"卖出 12.17 本次获利 0.1899999999999995 总获利 39.18999999999998 2015-08-13 10:19:00 100初仓累计： 683.9230137025704\n",
|
||||
"买入 12.36 2015-08-14 10:38:00 bottom\n",
|
||||
"卖出 10.71 本次获利 -1.6499999999999986 总获利 37.539999999999985 2015-08-21 10:34:00 100初仓累计： 592.6226113879069\n",
|
||||
"买入 11.5 2015-08-25 11:14:00 bottom\n",
|
||||
"卖出 12.34 本次获利 0.8399999999999999 总获利 38.37999999999998 2015-09-01 09:55:00 100初仓累计： 635.9098282197192\n",
|
||||
"买入 11.36 2015-09-07 10:46:00 bottom\n",
|
||||
"卖出 11.28 本次获利 -0.08000000000000007 总获利 38.29999999999998 2015-09-08 09:49:00 100初仓累计： 631.4315899928198\n",
|
||||
"买入 12.12 2015-09-09 09:56:00 bottom\n",
|
||||
"卖出 11.12 本次获利 -1.0 总获利 37.29999999999998 2015-09-15 14:34:00 100初仓累计： 579.3332739868116\n",
|
||||
"买入 14.2 2015-09-22 09:31:00 bottom\n",
|
||||
"卖出 4.72 本次获利 -9.48 总获利 37.259999999999984 2015-09-23 10:12:00 100初仓累计： 577.7013492713559\n",
|
||||
"买入 4.73 2015-09-23 14:05:00 bottom\n",
|
||||
"卖出 4.57 本次获利 -0.16000000000000014 总获利 37.09999999999998 2015-09-25 10:21:00 100初仓累计： 558.1596545814157\n",
|
||||
"买入 4.19 2015-10-09 09:57:00 bottom\n",
|
||||
"卖出 4.48 本次获利 0.29000000000000004 总获利 37.38999999999998 2015-10-14 14:12:00 100初仓累计： 596.7912297195089\n",
|
||||
"买入 4.5 2015-10-19 10:27:00 bottom\n",
|
||||
"卖出 4.43 本次获利 -0.07000000000000028 总获利 37.31999999999998 2015-10-30 10:40:00 100初仓累计： 587.5078105905387\n",
|
||||
"买入 4.32 2015-11-04 10:52:00 bottom\n",
|
||||
"卖出 4.5 本次获利 0.17999999999999972 总获利 37.49999999999998 2015-11-12 11:20:00 100初仓累计： 611.9873026984777\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
"ename": "KeyboardInterrupt",
|
||||
"evalue": "",
|
||||
"output_type": "error",
|
||||
"traceback": [
|
||||
"\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
|
||||
"\u001b[1;31mKeyboardInterrupt\u001b[0m Traceback (most recent call last)",
|
||||
"\u001b[1;32m<ipython-input-265-93545bb80dc0>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m()\u001b[0m\n\u001b[0;32m 33\u001b[0m \u001b[0mqs_mark_df\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mqs_mark_df\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mappend\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m{\u001b[0m\u001b[1;34m'zsg_start_dir'\u001b[0m\u001b[1;33m:\u001b[0m\u001b[0mlast_zsg_start_dir\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;34m'zsg_end_dir'\u001b[0m\u001b[1;33m:\u001b[0m\u001b[0mlast_zsg_end_dir\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;34m'zsg_dir'\u001b[0m\u001b[1;33m:\u001b[0m\u001b[0mlast_zsg_dir\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;34m'zsg_gg'\u001b[0m\u001b[1;33m:\u001b[0m\u001b[0mlast_zsg_gg\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;34m'zsg_dd'\u001b[0m\u001b[1;33m:\u001b[0m\u001b[0mlast_zsg_dd\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;34m'zsg_nos'\u001b[0m\u001b[1;33m:\u001b[0m\u001b[0mlast_zsg_nos\u001b[0m\u001b[1;33m}\u001b[0m\u001b[1;33m,\u001b[0m\u001b[0mignore_index\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;32mTrue\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 34\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m---> 35\u001b[1;33m \u001b[0mlast_zs_k\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mdf\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mloc\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;36m0\u001b[0m\u001b[1;33m:\u001b[0m\u001b[0mn\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mloc\u001b[0m\u001b[1;33m[\u001b[0m\u001b[0mdf\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;34m\"zs_no\"\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m>\u001b[0m\u001b[1;36m0\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0miloc\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;33m-\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m]\u001b[0m \u001b[1;32mif\u001b[0m \u001b[0mk\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mzs_no\u001b[0m\u001b[1;33m==\u001b[0m\u001b[1;36m0\u001b[0m \u001b[1;32melse\u001b[0m \u001b[0mdf\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mloc\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;36m0\u001b[0m\u001b[1;33m:\u001b[0m\u001b[0mn\u001b[0m\u001b[1;33m-\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mloc\u001b[0m\u001b[1;33m[\u001b[0m\u001b[0mdf\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;34m\"zs_no\"\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m>\u001b[0m\u001b[1;36m0\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0miloc\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;33m-\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 36\u001b[0m \u001b[0mlast_zg\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mlast_zs_k\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mzg\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 37\u001b[0m \u001b[0mlast_zd\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mlast_zs_k\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mzd\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
|
||||
"\u001b[1;32me:\\app\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m__getitem__\u001b[1;34m(self, key)\u001b[0m\n\u001b[0;32m 1476\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1477\u001b[0m \u001b[0mmaybe_callable\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mcom\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_apply_if_callable\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mobj\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 1478\u001b[1;33m \u001b[1;32mreturn\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_getitem_axis\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mmaybe_callable\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0maxis\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1479\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1480\u001b[0m \u001b[1;32mdef\u001b[0m \u001b[0m_is_scalar_access\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mself\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mkey\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
|
||||
"\u001b[1;32me:\\app\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_getitem_axis\u001b[1;34m(self, key, axis)\u001b[0m\n\u001b[0;32m 1866\u001b[0m \u001b[1;32mreturn\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_slice_axis\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0maxis\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1867\u001b[0m \u001b[1;32melif\u001b[0m \u001b[0mcom\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mis_bool_indexer\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 1868\u001b[1;33m \u001b[1;32mreturn\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_getbool_axis\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0maxis\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1869\u001b[0m \u001b[1;32melif\u001b[0m \u001b[0mis_list_like_indexer\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1870\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n",
|
||||
"\u001b[1;32me:\\app\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_getbool_axis\u001b[1;34m(self, key, axis)\u001b[0m\n\u001b[0;32m 1491\u001b[0m \u001b[0maxis\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0maxis\u001b[0m \u001b[1;32mor\u001b[0m \u001b[1;36m0\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1492\u001b[0m \u001b[0mlabels\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mobj\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_axis\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0maxis\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 1493\u001b[1;33m \u001b[0mkey\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mcheck_bool_indexer\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mlabels\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mkey\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1494\u001b[0m \u001b[0minds\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mkey\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mnonzero\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1495\u001b[0m \u001b[1;32mtry\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
|
||||
"\u001b[1;32me:\\app\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36mcheck_bool_indexer\u001b[1;34m(ax, key)\u001b[0m\n\u001b[0;32m 2351\u001b[0m \u001b[0mresult\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mkey\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 2352\u001b[0m \u001b[1;32mif\u001b[0m \u001b[0misinstance\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mABCSeries\u001b[0m\u001b[1;33m)\u001b[0m \u001b[1;32mand\u001b[0m \u001b[1;32mnot\u001b[0m \u001b[0mkey\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mindex\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mequals\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0max\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 2353\u001b[1;33m \u001b[0mresult\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mresult\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mreindex\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0max\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 2354\u001b[0m \u001b[0mmask\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0misna\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mresult\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_values\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 2355\u001b[0m \u001b[1;32mif\u001b[0m \u001b[0mmask\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0many\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
|
||||
"\u001b[1;32me:\\app\\Anaconda3\\lib\\site-packages\\pandas\\core\\series.py\u001b[0m in \u001b[0;36mreindex\u001b[1;34m(self, index, **kwargs)\u001b[0m\n\u001b[0;32m 3320\u001b[0m \u001b[1;33m@\u001b[0m\u001b[0mAppender\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mgeneric\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_shared_docs\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;34m'reindex'\u001b[0m\u001b[1;33m]\u001b[0m \u001b[1;33m%\u001b[0m \u001b[0m_shared_doc_kwargs\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 3321\u001b[0m \u001b[1;32mdef\u001b[0m \u001b[0mreindex\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mself\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mindex\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;32mNone\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;33m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 3322\u001b[1;33m \u001b[1;32mreturn\u001b[0m \u001b[0msuper\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mSeries\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mreindex\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mindex\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mindex\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;33m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 3323\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 3324\u001b[0m def drop(self, labels=None, axis=0, index=None, columns=None,\n",
|
||||
"\u001b[1;32me:\\app\\Anaconda3\\lib\\site-packages\\pandas\\core\\generic.py\u001b[0m in \u001b[0;36mreindex\u001b[1;34m(self, *args, **kwargs)\u001b[0m\n\u001b[0;32m 3683\u001b[0m \u001b[1;31m# perform the reindex on the axes\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 3684\u001b[0m return self._reindex_axes(axes, level, limit, tolerance, method,\n\u001b[1;32m-> 3685\u001b[1;33m fill_value, copy).__finalize__(self)\n\u001b[0m\u001b[0;32m 3686\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 3687\u001b[0m def _reindex_axes(self, axes, level, limit, tolerance, method, fill_value,\n",
|
||||
"\u001b[1;32me:\\app\\Anaconda3\\lib\\site-packages\\pandas\\core\\generic.py\u001b[0m in \u001b[0;36m_reindex_axes\u001b[1;34m(self, axes, level, limit, tolerance, method, fill_value, copy)\u001b[0m\n\u001b[0;32m 3696\u001b[0m \u001b[0max\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_axis\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0ma\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 3697\u001b[0m new_index, indexer = ax.reindex(labels, level=level, limit=limit,\n\u001b[1;32m-> 3698\u001b[1;33m tolerance=tolerance, method=method)\n\u001b[0m\u001b[0;32m 3699\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 3700\u001b[0m \u001b[0maxis\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_axis_number\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0ma\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
|
||||
"\u001b[1;32me:\\app\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexes\\base.py\u001b[0m in \u001b[0;36mreindex\u001b[1;34m(self, target, method, level, limit, tolerance)\u001b[0m\n\u001b[0;32m 3603\u001b[0m indexer = self.get_indexer(target, method=method,\n\u001b[0;32m 3604\u001b[0m \u001b[0mlimit\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mlimit\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 3605\u001b[1;33m tolerance=tolerance)\n\u001b[0m\u001b[0;32m 3606\u001b[0m \u001b[1;32melse\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 3607\u001b[0m \u001b[1;32mif\u001b[0m \u001b[0mmethod\u001b[0m \u001b[1;32mis\u001b[0m \u001b[1;32mnot\u001b[0m \u001b[1;32mNone\u001b[0m \u001b[1;32mor\u001b[0m \u001b[0mlimit\u001b[0m \u001b[1;32mis\u001b[0m \u001b[1;32mnot\u001b[0m \u001b[1;32mNone\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
|
||||
"\u001b[1;32me:\\app\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexes\\base.py\u001b[0m in \u001b[0;36mget_indexer\u001b[1;34m(self, target, method, limit, tolerance)\u001b[0m\n\u001b[0;32m 3242\u001b[0m 'backfill or nearest reindexing')\n\u001b[0;32m 3243\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 3244\u001b[1;33m \u001b[0mindexer\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_engine\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mget_indexer\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mtarget\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_ndarray_values\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 3245\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 3246\u001b[0m \u001b[1;32mreturn\u001b[0m \u001b[0m_ensure_platform_int\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mindexer\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
|
||||
"\u001b[1;32mpandas\\_libs\\index.pyx\u001b[0m in \u001b[0;36mpandas._libs.index.IndexEngine.get_indexer\u001b[1;34m()\u001b[0m\n",
|
||||
"\u001b[1;32mpandas\\_libs\\hashtable_class_helper.pxi\u001b[0m in \u001b[0;36mpandas._libs.hashtable.Int64HashTable.lookup\u001b[1;34m()\u001b[0m\n",
|
||||
"\u001b[1;32me:\\app\\Anaconda3\\lib\\site-packages\\numpy\\core\\numeric.py\u001b[0m in \u001b[0;36masarray\u001b[1;34m(a, dtype, order)\u001b[0m\n\u001b[0;32m 422\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 423\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m--> 424\u001b[1;33m \u001b[1;32mdef\u001b[0m \u001b[0masarray\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0ma\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mdtype\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;32mNone\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0morder\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;32mNone\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 425\u001b[0m \"\"\"Convert the input to an array.\n\u001b[0;32m 426\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n",
|
||||
"\u001b[1;31mKeyboardInterrupt\u001b[0m: "
|
||||
]
|
||||
}
|
||||
],
|
||||
"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=='2011-03-16 10:04:00':\n",
|
||||
" rate=2\n",
|
||||
" elif trade_time=='2015-09-23 10:12:00':\n",
|
||||
" rate=3\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,'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
|
||||
}
|
||||
10822
code/.ipynb_checkpoints/getData-checkpoint.ipynb
Normal file
10822
code/.ipynb_checkpoints/getData-checkpoint.ipynb
Normal file
File diff suppressed because one or more lines are too long
2415465
code/Untitled.ipynb
Normal file
2415465
code/Untitled.ipynb
Normal file
File diff suppressed because one or more lines are too long
1690
code/Untitled1.ipynb
Normal file
1690
code/Untitled1.ipynb
Normal file
File diff suppressed because it is too large
Load Diff
137
code/Untitled2-Copy1.ipynb
Normal file
137
code/Untitled2-Copy1.ipynb
Normal file
File diff suppressed because one or more lines are too long
129
code/Untitled2.ipynb
Normal file
129
code/Untitled2.ipynb
Normal file
File diff suppressed because one or more lines are too long
BIN
code/__pycache__/chan.cpython-36.pyc
Normal file
BIN
code/__pycache__/chan.cpython-36.pyc
Normal file
Binary file not shown.
BIN
code/__pycache__/chan_series.cpython-36.pyc
Normal file
BIN
code/__pycache__/chan_series.cpython-36.pyc
Normal file
Binary file not shown.
1025
code/analyses-single.ipynb
Normal file
1025
code/analyses-single.ipynb
Normal file
File diff suppressed because it is too large
Load Diff
1263
code/analyses.ipynb
Normal file
1263
code/analyses.ipynb
Normal file
File diff suppressed because one or more lines are too long
443
code/chan.py
Normal file
443
code/chan.py
Normal file
@@ -0,0 +1,443 @@
|
||||
def build(df_dr):
|
||||
#一、先合并
|
||||
group_no_last = 0 #最后的组号
|
||||
ingroup_n_last = 0 #最后一个在组内的n
|
||||
group_first_n = 0 #最后一个组的第一个n
|
||||
chan_low_pre = None
|
||||
chan_high_pre = None
|
||||
for n, k in df_dr.iterrows():
|
||||
open = k.open
|
||||
close = k.close
|
||||
low = k.low
|
||||
high = k.high
|
||||
|
||||
#每条的变量
|
||||
updown='flat' #升降
|
||||
is_group=False #是否在组里
|
||||
is_group_m=False #是否组长，组长是最高的
|
||||
group_no=0
|
||||
group_high=0
|
||||
group_low=0
|
||||
|
||||
if(chan_low_pre==None or chan_high_pre==None):
|
||||
chan_low_pre = low
|
||||
chan_high_pre = high
|
||||
else:
|
||||
#上一个原始K
|
||||
k_pre = df_dr.iloc[n-1-1]
|
||||
low_pre = k_pre.low
|
||||
high_pre = k_pre.high
|
||||
|
||||
#上升下降
|
||||
#上升(跟原始K比较平均高度)
|
||||
if high_pre+low_pre < high+low:
|
||||
updown='up'
|
||||
#下降(跟原始K比较平均高度)
|
||||
elif high_pre+low_pre > high+low:
|
||||
updown='down'
|
||||
elif open<close:
|
||||
updown = 'up'
|
||||
elif open<close:
|
||||
updown = 'down'
|
||||
else:
|
||||
updown = 'flat'
|
||||
|
||||
#包含 #不能太多的包含，限制一组成员个数
|
||||
if ((chan_high_pre<=high and chan_low_pre>=low) or (chan_high_pre>=high and chan_low_pre<=low)) and n<group_first_n+5:
|
||||
#组长
|
||||
if chan_high_pre<=high and chan_low_pre>=low:
|
||||
is_group_m = True
|
||||
elif chan_high_pre>=high and chan_low_pre<=low and ingroup_n_last!=n-1: #新组并且前面的高，需要设置前面的是组长
|
||||
df_dr.at[n-1,'group_master']= True
|
||||
|
||||
group_high=max(high, chan_high_pre)
|
||||
group_low=min(low, chan_low_pre)
|
||||
|
||||
chan_high_pre = group_high
|
||||
chan_low_pre = group_low
|
||||
|
||||
#上一个本来在组内，这个合并到原来的组
|
||||
if ingroup_n_last==n-1:
|
||||
group_no=group_no_last
|
||||
|
||||
#新组
|
||||
else:
|
||||
group_no=group_no_last+1
|
||||
group_first_n=n-1
|
||||
group_no_last=group_no
|
||||
is_group=True
|
||||
ingroup_n_last=n
|
||||
else:
|
||||
chan_low_pre = low
|
||||
chan_high_pre = high
|
||||
|
||||
#写标识值到表中
|
||||
df_dr.at[n,'updown']= updown
|
||||
df_dr.at[n,'group']= is_group
|
||||
df_dr.at[n,'group_no']= group_no
|
||||
df_dr.at[n,'group_high']= group_high
|
||||
df_dr.at[n,'group_low']= group_low
|
||||
df_dr.at[n,'group_master']= is_group_m
|
||||
if is_group:
|
||||
df_dr.at[n-1,'group']= is_group
|
||||
df_dr.at[n-1,'group_no']= group_no
|
||||
#刷新同组内的group_high and group_low
|
||||
for j in range(group_first_n, n):
|
||||
df_dr.at[j,'group_high']= group_high
|
||||
df_dr.at[j,'group_low']= group_low
|
||||
if is_group_m:
|
||||
df_dr.at[j,'group_master']= False #踢掉原来的组长
|
||||
|
||||
#二、找分型
|
||||
fx_n_maybe_pre = 0 #前面可能是分型的n，如果有方向则临时记录
|
||||
direction_pre = "flat"
|
||||
chan_low_pre = None
|
||||
chan_high_pre = None
|
||||
df_dr['fx']=''
|
||||
for n, k in df_dr.iterrows():
|
||||
is_group = k.group
|
||||
is_group_master = k.group_master
|
||||
group_high = k.group_high
|
||||
group_low = k.group_low
|
||||
low = k.low
|
||||
high = k.high
|
||||
is_confirm_fx = False #确定分型，前一个组或者个体是分型，为顶分型
|
||||
is_confirm_fx_n = 0 #已确定分型的分型顶点
|
||||
fx_type = ''
|
||||
|
||||
if(chan_low_pre==None or chan_high_pre==None):
|
||||
chan_low_pre=low
|
||||
chan_high_pre=high
|
||||
elif (is_group and is_group_master) or not is_group: #只管组长和非组成员
|
||||
cal_high = high
|
||||
cal_low = low
|
||||
if (is_group and is_group_master):
|
||||
cal_high = group_high
|
||||
cal_low = group_low
|
||||
#与前面的比较
|
||||
if chan_high_pre+chan_low_pre>cal_high+cal_low: #下降
|
||||
if direction_pre=="up":
|
||||
is_confirm_fx=True
|
||||
is_confirm_fx_n=fx_n_maybe_pre
|
||||
fx_type='top'
|
||||
direction_pre="down"
|
||||
fx_n_maybe_pre=n
|
||||
elif chan_high_pre+chan_low_pre<cal_high+cal_low: #上升
|
||||
if direction_pre=="down":
|
||||
is_confirm_fx=True
|
||||
is_confirm_fx_n=fx_n_maybe_pre
|
||||
fx_type='bottom'
|
||||
direction_pre="up"
|
||||
fx_n_maybe_pre=n
|
||||
chan_low_pre=cal_low
|
||||
chan_high_pre=cal_high
|
||||
#分型写入表
|
||||
if is_confirm_fx:
|
||||
df_dr.at[is_confirm_fx_n,'fx']= fx_type
|
||||
|
||||
#三、找笔
|
||||
fx_n_pre = None
|
||||
node_n_pre = None #node是前面确认的笔的节点
|
||||
node_type_pre =''
|
||||
node_high_pre = None
|
||||
node_low_pre = None
|
||||
df_dr['bi']=''
|
||||
for n, k in df_dr.iterrows():
|
||||
fx_type = k.fx
|
||||
high = k.high
|
||||
low = k.low
|
||||
is_node = False
|
||||
if fx_type=='top' or fx_type=='bottom':
|
||||
#第一个分型确定为笔的节点
|
||||
if fx_n_pre==None:
|
||||
is_node=True
|
||||
#与前节点类型相同，且趋势延申，删除上一个节点node
|
||||
elif node_type_pre==fx_type and ((fx_type=='bottom' and low<node_low_pre) or (fx_type=='top' and high>node_high_pre)):
|
||||
df_dr.at[node_n_pre,'bi']= ''
|
||||
is_node=True
|
||||
#与前节点类型不同，且超过3个差,是新笔
|
||||
elif node_type_pre!=fx_type and n-node_n_pre>3:
|
||||
is_node=True
|
||||
fx_n_pre=n
|
||||
if is_node:
|
||||
node_n_pre=n
|
||||
node_type_pre=fx_type
|
||||
node_high_pre=high
|
||||
node_low_pre=low
|
||||
if is_node:
|
||||
df_dr.at[n,'bi']= fx_type
|
||||
|
||||
#四、找线段 (n是索引从0开始， i是第几个)
|
||||
dot_i_pre = None #dot是前面确认的线段的节点
|
||||
dot_type_pre =''
|
||||
dot_high_pre = None
|
||||
dot_low_pre = None
|
||||
#只保留笔的K
|
||||
df_bi = df_dr.loc[(df_dr["bi"]=='top') | (df_dr["bi"]=='bottom')]
|
||||
df_dr['line']=''
|
||||
#找第一个线段，第一个形成走势的三笔（如果上升，第三笔的结束点高于第一笔的结束点）
|
||||
for i in range(len(df_bi)): #i是笔表的索引 n是原表的index字段即第几个
|
||||
k=df_bi.iloc[i]
|
||||
n=df_bi.index[i]
|
||||
bi_type=k.fx
|
||||
high=k.high
|
||||
low=k.low
|
||||
if i<len(df_bi)-3:
|
||||
next3n=df_bi.index[i+3]
|
||||
if bi_type=='top' and df_bi.iloc[i+1].low > df_bi.iloc[i+3].low:
|
||||
df_dr.at[n,'line']='top'
|
||||
df_dr.at[next3n,'line']='bottom'
|
||||
dot_i_pre=i+3
|
||||
dot_type_pre='bottom'
|
||||
break
|
||||
if bi_type=='bottom' and df_bi.iloc[i+1].high < df_bi.iloc[i+3].high:
|
||||
df_dr.at[n,'line']='bottom'
|
||||
df_dr.at[next3n,'line']='top'
|
||||
dot_i_pre=i+3
|
||||
dot_type_pre='top'
|
||||
break
|
||||
#继续找线段
|
||||
i=dot_i_pre
|
||||
while i!=None and i<len(df_bi):
|
||||
k=df_bi.iloc[i]
|
||||
n=df_bi.index[i]
|
||||
bi_type=k.fx
|
||||
high=k.high
|
||||
low=k.low
|
||||
#不确定延申还是反弹，一直往下找，找到能确定的点
|
||||
j=i+2
|
||||
is_found=False
|
||||
while j<len(df_bi):
|
||||
if dot_type_pre=='top':
|
||||
if (j-i)%2==0 and j<len(df_bi) and df_bi.iloc[j].high>high: #看是否突破延申
|
||||
j_n=df_bi.index[j]
|
||||
df_dr.at[n,'line']=''
|
||||
df_dr.at[j_n,'line']='top'
|
||||
dot_i_pre=j_n
|
||||
dot_type_pre='top'
|
||||
i=j
|
||||
is_found=True
|
||||
break
|
||||
elif (j-i)%2==1 and j<len(df_bi) and df_bi.iloc[j].low<df_bi.iloc[i+1].low: #没有延申,反弹形成新的线段
|
||||
j_n=df_bi.index[j]
|
||||
df_dr.at[j_n,'line']='bottom'
|
||||
dot_i_pre=j_n
|
||||
dot_type_pre='bottom'
|
||||
i=j
|
||||
is_found=True
|
||||
break
|
||||
elif dot_type_pre=='bottom':
|
||||
if (j-i)%2==0 and j<len(df_bi) and df_bi.iloc[j].low<low: #看是否突破延申
|
||||
j_n=df_bi.index[j]
|
||||
df_dr.at[n,'line']=''
|
||||
df_dr.at[j_n,'line']='bottom'
|
||||
dot_i_pre=j_n
|
||||
dot_type_pre='bottom'
|
||||
i=j
|
||||
is_found=True
|
||||
break
|
||||
elif (j-i)%2==1 and j<len(df_bi) and df_bi.iloc[j].high>df_bi.iloc[i+1].high: #没有延申,反弹形成新的线段
|
||||
j_n=df_bi.index[j]
|
||||
j_n=df_bi.index[j]
|
||||
df_dr.at[j_n,'line']='top'
|
||||
dot_i_pre=j_n
|
||||
dot_type_pre='top'
|
||||
i=j
|
||||
is_found=True
|
||||
break
|
||||
j=j+1
|
||||
if not is_found:
|
||||
break #没找到下一个线段点，退出
|
||||
else:
|
||||
continue
|
||||
#修正线段中间的凹凸漏点，例如上升的线段中有笔的低点低于线段的开始点，需要将这个线段的开始点移到这个更低的点，反之亦然
|
||||
#有时候突然下来一笔，但是不成线段就会遗漏，此处待验证合理性
|
||||
dot_type_pre =''
|
||||
dot_n_pre = None
|
||||
dot_high_pre = None
|
||||
dot_low_pre = None
|
||||
i=0
|
||||
while i<len(df_bi):
|
||||
n=df_bi.index[i]
|
||||
k=df_bi.iloc[i]
|
||||
bi_type=k.fx
|
||||
high=k.high
|
||||
low=k.low
|
||||
dot_type = df_dr.at[n,'line']
|
||||
if dot_type=='top' or dot_type=='bottom':
|
||||
dot_n_pre=n
|
||||
dot_type_pre=dot_type
|
||||
dot_high_pre=high
|
||||
dot_low_pre=low
|
||||
else:
|
||||
#移动不能使与后面小于三比差，即后面一个如果是线段点，就不处理这个笔点了
|
||||
if i<len(df_bi)-1:
|
||||
next_n = df_bi.index[i+1]
|
||||
next_dot_type = df_dr.at[next_n,'line']
|
||||
if next_dot_type=='top' or next_dot_type=='bottom':
|
||||
i=i+1
|
||||
continue
|
||||
#移动
|
||||
if dot_type_pre=='top' and high>dot_high_pre:
|
||||
df_dr.at[dot_n_pre,'line']=''
|
||||
df_dr.at[n,'line']='top'
|
||||
dot_n_pre=n
|
||||
dot_high_pre=high
|
||||
dot_low_pre=low
|
||||
elif dot_type_pre=='bottom' and low<dot_low_pre:
|
||||
df_dr.at[dot_n_pre,'line']=''
|
||||
df_dr.at[n,'line']='bottom'
|
||||
dot_n_pre=n
|
||||
dot_high_pre=high
|
||||
dot_low_pre=low
|
||||
i=i+1
|
||||
'''
|
||||
#找笔中枢
|
||||
#只保留笔的K
|
||||
df_bi = df_dr.loc[(df_dr["bi"]=='top') | (df_dr["bi"]=='bottom')]
|
||||
df_dr['b_zs_no']=0
|
||||
df_dr['b_zg']=0
|
||||
df_dr['b_zd']=0
|
||||
df_dr['b_gg']=0
|
||||
df_dr['b_dd']=0
|
||||
zs_no=0 #最后一个中枢号
|
||||
i=0
|
||||
while i <len(df_bi):
|
||||
k=df_bi.iloc[i]
|
||||
n=df_bi.index[i]
|
||||
bi_type=k.bi
|
||||
high=k.high
|
||||
low=k.low
|
||||
#找从这个点开始可能的中枢
|
||||
zg=0
|
||||
zd=0
|
||||
gg=0
|
||||
dd=0
|
||||
|
||||
j=i+1
|
||||
while j<len(df_bi):
|
||||
j_k=df_bi.iloc[j]
|
||||
j_n=df_bi.index[j]
|
||||
jp_n=df_bi.index[j-1]
|
||||
j_bi_type=j_k.bi
|
||||
j_high=j_k.high
|
||||
j_low=j_k.low
|
||||
#print(i,j,zg,zd)
|
||||
if (j_bi_type=='top' and j_high<zd and j-i>5) or (j_bi_type=='bottom' and j_low>zg and j-i>5):
|
||||
#找到中枢(这时肯定已经两个点脱离，没有走回去)，保存，退出,往后面继续找（考虑到两个中枢被一条线连接的情况，需要从j-2开始找）
|
||||
# /\ -------------
|
||||
# / or -------------
|
||||
# ------------- \
|
||||
# ------------- \/
|
||||
#print(i,j,'找到中枢')
|
||||
zs_no=zs_no+1
|
||||
df_dr.b_zs_no[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.bi!='')]=zs_no
|
||||
df_dr.b_zg[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.bi!='')]=zg
|
||||
df_dr.b_zd[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.bi!='')]=zd
|
||||
df_dr.b_gg[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.bi!='')]=gg
|
||||
df_dr.b_dd[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.bi!='')]=dd
|
||||
i=j-3
|
||||
break
|
||||
elif (j-i<=5 and bi_type=='bottom' and zd!=0 and zd<low) or (j-i<=5 and bi_type=='top' and zg!=0 and zg>high):
|
||||
#前三段zg zd超出起始线段的高、低点，中枢破坏
|
||||
#print(i,j,'zg zd超出起始线段的高、低点，中枢破坏')
|
||||
break
|
||||
elif j-i<=5 and j-i>2 and zg<zd:
|
||||
#前三段zg<zd中枢破坏
|
||||
#print(i,j,'zg<zd中枢破坏',zg,zd)
|
||||
break
|
||||
elif (j-i==5 and j_bi_type=='bottom' and j_low>zg) or (j-i==5 and j_bi_type=='top' and j_high<zd):
|
||||
#第五个点没有回到或跨越zgzd，中枢破坏
|
||||
#print(i,j,'第五个点中枢破坏')
|
||||
|
||||
break
|
||||
if j-i<5: #只对前三个线段作为zg zd的参考点
|
||||
if j_bi_type=='top':
|
||||
zg=min(zg,j_high) if zg!=0 else j_high
|
||||
gg=max(gg,j_high) if gg!=0 else j_high
|
||||
elif j_bi_type=='bottom':
|
||||
zd=max(zd,j_low) if zd!=0 else j_low
|
||||
dd=min(dd,j_low) if dd!=0 else j_low
|
||||
j=j+1
|
||||
i=i+1
|
||||
'''
|
||||
|
||||
#找线段中枢
|
||||
#只保留线段的K
|
||||
df_line = df_dr.loc[(df_dr["line"]=='bottom') | (df_dr["line"]=='top')]
|
||||
df_dr['zs_no']=0
|
||||
df_dr['zg']=0
|
||||
df_dr['zd']=0
|
||||
df_dr['gg']=0
|
||||
df_dr['dd']=0
|
||||
df_dr['zs_direction']=''
|
||||
df_dr['zs_confirm_time']=''
|
||||
df_dr['zs_confirm_price']=''
|
||||
zs_no=0 #最后一个中枢号
|
||||
i=0
|
||||
while i <len(df_line):
|
||||
k=df_line.iloc[i]
|
||||
n=df_line.index[i]
|
||||
line_type=k.line
|
||||
high=k.high
|
||||
low=k.low
|
||||
#找从这个点开始可能的中枢
|
||||
zg=0
|
||||
zd=0
|
||||
gg=0
|
||||
dd=0
|
||||
start_direction='down' if k.line=='top' else 'up' #第一个点是top则是下降方向
|
||||
|
||||
j=i+1
|
||||
while j<len(df_line):
|
||||
j_k=df_line.iloc[j]
|
||||
j_n=df_line.index[j]
|
||||
jp_n=df_line.index[j-1]
|
||||
j_line_type=j_k.line
|
||||
j_high=j_k.high
|
||||
j_low=j_k.low
|
||||
#print(i,j,zg,zd)
|
||||
if (j_line_type=='top' and j_high<zd and j-i>5) or (j_line_type=='bottom' and j_low>zg and j-i>5):
|
||||
#找到中枢(这时肯定已经两个点脱离，没有走回去)，保存，退出,往后面继续找（考虑到两个中枢被一条线连接的情况，需要从j-2开始找）
|
||||
# /\ -------------
|
||||
# / or -------------
|
||||
# ------------- \
|
||||
# ------------- \/
|
||||
#print(i,j,'找到中枢')
|
||||
zs_no=zs_no+1
|
||||
end_direction='down' if j_k.line=='top' else 'up' #小尾巴是top则是下降方向
|
||||
df_dr.zs_no[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.line!='')]=zs_no
|
||||
df_dr.zg[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.line!='')]=zg
|
||||
df_dr.zd[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.line!='')]=zd
|
||||
df_dr.gg[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.line!='')]=gg
|
||||
df_dr.dd[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.line!='')]=dd
|
||||
df_dr.zs_direction[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.line!='')]=start_direction+end_direction
|
||||
df_dr.zs_confirm_time[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.line!='')]=j_k.trade_time
|
||||
df_dr.zs_confirm_price[(df_dr.index>n) & (df_dr.index<jp_n) & (df_dr.line!='')]=j_k.close
|
||||
i=j-3
|
||||
break
|
||||
elif (j-i<=5 and line_type=='bottom' and zd!=0 and zd<low) or (j-i<=5 and line_type=='top' and zg!=0 and zg>high):
|
||||
#前三段zg zd超出起始线段的高、低点，中枢破坏
|
||||
#print(i,j,'zg zd超出起始线段的高、低点，中枢破坏')
|
||||
break
|
||||
elif j-i<=5 and j-i>2 and zg<zd:
|
||||
#前三段zg<zd中枢破坏
|
||||
#print(i,j,'zg<zd中枢破坏',zg,zd)
|
||||
break
|
||||
elif (j-i==5 and j_line_type=='bottom' and j_low>zg) or (j-i==5 and j_line_type=='top' and j_high<zd):
|
||||
#第五个点没有回到或跨越zgzd，中枢破坏
|
||||
#print(i,j,'第五个点中枢破坏')
|
||||
|
||||
break
|
||||
if j-i<5: #只对前三个线段作为zg zd的参考点
|
||||
if j_line_type=='top':
|
||||
zg=min(zg,j_high) if zg!=0 else j_high
|
||||
gg=max(gg,j_high) if gg!=0 else j_high
|
||||
elif j_line_type=='bottom':
|
||||
zd=max(zd,j_low) if zd!=0 else j_low
|
||||
dd=min(dd,j_low) if dd!=0 else j_low
|
||||
j=j+1
|
||||
i=i+1
|
||||
|
||||
|
||||
return df_dr
|
||||
464
code/chan_series.py
Normal file
464
code/chan_series.py
Normal file
@@ -0,0 +1,464 @@
|
||||
def build(df_dr):
|
||||
#合并 相关变量
|
||||
group_no_last = 0 #最后的组号
|
||||
group_master_n_last = 0 #最后的组长
|
||||
ingroup_n_last = 0 #最后一个在组内的n
|
||||
group_first_n = 0 #最后一个组的第一个n
|
||||
chan_low_pre = None #chan_是指合并后的k的高低
|
||||
chan_high_pre = None
|
||||
df_dr['updown']= '' #K线是向上up 向下down 平flat
|
||||
df_dr['group']= '' #是否在组内
|
||||
df_dr['group_no']= '' #组的编号
|
||||
df_dr['group_high']= '' #组的最高值
|
||||
df_dr['group_low']= '' #组的最低值
|
||||
df_dr['group_master']= '' #是否是组长
|
||||
#分型 相关变量
|
||||
fx_n_maybe_pre = 0 #前面可能是分型的n，如果有方向则临时记录
|
||||
fx_direction_pre = "flat" #平均值的方向
|
||||
fx_high_direction_pre = "flat" #高点的方向
|
||||
fx_low_direction_pre = "flat" #低点的方向
|
||||
fx_chan_low_pre = None #chan_是指合并后的k的高低
|
||||
fx_chan_high_pre = None
|
||||
df_dr['fx']='' #分型的类型，底bottom 顶top
|
||||
#笔 相关变量
|
||||
fx_n_pre = None
|
||||
node_n_pre = None #node是前面确认的笔的节点
|
||||
node_type_pre =''
|
||||
node_high_pre = None
|
||||
node_low_pre = None
|
||||
df_dr['bi']='' #笔的类型，底bottom 顶top
|
||||
bi_count=0
|
||||
bi_first_n=0 #第一个笔的n
|
||||
bi_second_n=0 #第二个笔的n
|
||||
bi_third_n=0 #第三个笔的n
|
||||
#线段相关变量
|
||||
dot_n_pre = None #dot是前面确认的线段的节点
|
||||
dot_bi_count_pre = None #前一个dot是第几个笔
|
||||
dot_next_bi_n_pre = None #前一个dot的后一笔的n 用于判断新线段反弹
|
||||
dot_type_pre =''
|
||||
dot_high_pre = None
|
||||
dot_low_pre = None
|
||||
df_dr['line']='' #线段的类型，底bottom 顶top
|
||||
#中枢相关变量
|
||||
zs_no=0 #最后一个中枢号
|
||||
zs_first_n_pre=0 #未结束的中枢的开始n
|
||||
zs_end_n_pre=0 #前面已结束的中枢的结束n
|
||||
zg=0
|
||||
zd=0
|
||||
gg=0
|
||||
dd=0
|
||||
start_direction=''
|
||||
df_dr['zs_no']=0
|
||||
df_dr['zg']=0
|
||||
df_dr['zd']=0
|
||||
df_dr['gg']=0
|
||||
df_dr['dd']=0
|
||||
df_dr['zs_direction']=''
|
||||
df_dr['zs_confirm_time']=''
|
||||
df_dr['zs_confirm_price']=''
|
||||
|
||||
#逐笔循环
|
||||
for n, k in df_dr.iterrows():
|
||||
if n%10000==0:
|
||||
print('开始处理：',n,'/',len(df_dr))
|
||||
|
||||
open = k.open
|
||||
close = k.close
|
||||
low = k.low
|
||||
high = k.high
|
||||
|
||||
###一、合并 #############################################################################
|
||||
updown='flat' #升降
|
||||
is_group=False #是否在组里
|
||||
is_group_master=False #是否组长，组长是最高的
|
||||
group_no=0
|
||||
group_high=0
|
||||
group_low=0
|
||||
is_confirm_v_group = False #确定虚拟组（包括单个不成组的K）,即前面的K跟这个肯定不同组，那么前面的虚拟组确认
|
||||
is_confirm_v_group_n = 0 #已确定虚拟组的组长（单个K就是这个K）
|
||||
|
||||
if(chan_low_pre==None or chan_high_pre==None):
|
||||
chan_low_pre = low
|
||||
chan_high_pre = high
|
||||
else:
|
||||
#上一个原始K
|
||||
k_pre = df_dr.iloc[n-1-1]
|
||||
low_pre = k_pre.low
|
||||
high_pre = k_pre.high
|
||||
is_group_pre = k_pre.group
|
||||
|
||||
#上升下降
|
||||
#上升(跟原始K比较平均高度)
|
||||
if high_pre+low_pre < high+low:
|
||||
updown='up'
|
||||
#下降(跟原始K比较平均高度)
|
||||
elif high_pre+low_pre > high+low:
|
||||
updown='down'
|
||||
elif open<close:
|
||||
updown = 'up'
|
||||
elif open<close:
|
||||
updown = 'down'
|
||||
else:
|
||||
updown = 'flat'
|
||||
|
||||
#包含 #不能太多的包含，限制一组成员个数
|
||||
if ((chan_high_pre<=high and chan_low_pre>=low) or (chan_high_pre>=high and chan_low_pre<=low)) and not (n>group_first_n+2 and ingroup_n_last==n-1):
|
||||
#上一个本来在组内，这个合并到原来的组
|
||||
if ingroup_n_last==n-1:
|
||||
group_no=group_no_last
|
||||
#新组
|
||||
else:
|
||||
group_no=group_no_last+1
|
||||
group_first_n=n-1
|
||||
group_no_last=group_no
|
||||
#组长
|
||||
if chan_high_pre<=high and chan_low_pre>=low:
|
||||
is_group_master = True
|
||||
group_master_n_last=n
|
||||
elif chan_high_pre>=high and chan_low_pre<=low and ingroup_n_last!=n-1: #新组并且前面的高，需要设置前面的是组长
|
||||
df_dr.at[n-1,'group_master']= True
|
||||
group_master_n_last=n-1
|
||||
|
||||
group_high=max(high, chan_high_pre)
|
||||
group_low=min(low, chan_low_pre)
|
||||
|
||||
chan_high_pre = group_high
|
||||
chan_low_pre = group_low
|
||||
is_group=True
|
||||
ingroup_n_last=n
|
||||
else: #不包含
|
||||
chan_low_pre = low
|
||||
chan_high_pre = high
|
||||
is_confirm_v_group = True #这个与前面没有包含关系，则前面的确认
|
||||
is_confirm_v_group_n = group_master_n_last if is_group_pre else n-1
|
||||
|
||||
#写标识值到表中
|
||||
df_dr.at[n,'updown']= updown
|
||||
df_dr.at[n,'group']= is_group
|
||||
df_dr.at[n,'group_no']= group_no
|
||||
df_dr.at[n,'group_high']= group_high
|
||||
df_dr.at[n,'group_low']= group_low
|
||||
df_dr.at[n,'group_master']= is_group_master
|
||||
if is_group:
|
||||
df_dr.at[n-1,'group']= is_group
|
||||
df_dr.at[n-1,'group_no']= group_no
|
||||
#刷新同组内的group_high and group_low
|
||||
for j in range(group_first_n, n):
|
||||
df_dr.at[j,'group_high']= group_high
|
||||
df_dr.at[j,'group_low']= group_low
|
||||
if is_group_master:
|
||||
df_dr.at[j,'group_master']= False #踢掉原来的组长
|
||||
|
||||
###二、分型 #############################################################################
|
||||
## 分型需要出现的k线或者组明确，如果不确认是否被分组或者分组未结束即不确认组长的，需要等确认后再确认分型
|
||||
is_confirm_fx = False #确定分型，前一个组或者个体是分型，为顶分型
|
||||
is_confirm_fx_n = 0 #已确定分型的分型顶点
|
||||
fx_type = ''
|
||||
fx_direction = "flat" #平均值的方向
|
||||
fx_high_direction = "flat" #高点的方向
|
||||
fx_low_direction = "flat" #低点的方向
|
||||
if is_confirm_v_group:
|
||||
last_group_high=df_dr.at[is_confirm_v_group_n,'high']
|
||||
last_group_low=df_dr.at[is_confirm_v_group_n,'low']
|
||||
if(fx_chan_low_pre==None or fx_chan_high_pre==None):
|
||||
fx_chan_low_pre=last_group_low
|
||||
fx_chan_high_pre=last_group_high
|
||||
else:
|
||||
#与前面的比较
|
||||
if fx_chan_high_pre+fx_chan_low_pre<last_group_high+last_group_low:
|
||||
fx_direction='up'
|
||||
elif fx_chan_high_pre+fx_chan_low_pre>last_group_high+last_group_low:
|
||||
fx_direction='down'
|
||||
if last_group_high>fx_chan_high_pre:
|
||||
fx_high_direction='up'
|
||||
elif last_group_high<fx_chan_high_pre:
|
||||
fx_high_direction='down'
|
||||
if last_group_low>fx_chan_low_pre:
|
||||
fx_low_direction='up'
|
||||
elif last_group_low<fx_chan_low_pre:
|
||||
fx_low_direction='down'
|
||||
|
||||
if fx_high_direction_pre=='up' and fx_high_direction=='down': #顶
|
||||
is_confirm_fx=True
|
||||
is_confirm_fx_n=fx_n_maybe_pre
|
||||
fx_type='top'
|
||||
elif fx_low_direction_pre=='down' and fx_low_direction=='up': #底
|
||||
is_confirm_fx=True
|
||||
is_confirm_fx_n=fx_n_maybe_pre
|
||||
fx_type='bottom'
|
||||
if fx_high_direction=='up' or fx_low_direction=='down' or fx_high_direction=='flat' or fx_low_direction=='flat':
|
||||
fx_n_maybe_pre=is_confirm_v_group_n
|
||||
|
||||
if fx_direction!='flat':
|
||||
fx_direction_pre=fx_direction
|
||||
if fx_high_direction!='flat':
|
||||
fx_high_direction_pre=fx_high_direction
|
||||
if fx_low_direction!='flat':
|
||||
fx_low_direction_pre=fx_low_direction
|
||||
|
||||
fx_chan_low_pre=last_group_low
|
||||
fx_chan_high_pre=last_group_high
|
||||
#分型写入表
|
||||
if is_confirm_fx:
|
||||
df_dr.at[is_confirm_fx_n,'fx']= fx_type
|
||||
|
||||
###三、笔 #############################################################################
|
||||
##笔的确认是检查上面确认的分型的is_confirm_fx_n，不是当前循环的k线n，因为当前的k线n不可能确认分型
|
||||
is_confirm_bi = False
|
||||
is_confirm_bi_n = 0
|
||||
is_bi_extend = False
|
||||
if is_confirm_fx:
|
||||
last_fx_high=df_dr.at[is_confirm_fx_n,'high']
|
||||
last_fx_low=df_dr.at[is_confirm_fx_n,'low']
|
||||
#第一个分型确定为笔的节点
|
||||
if fx_n_pre==None:
|
||||
is_confirm_bi=True
|
||||
bi_count+=1
|
||||
#与前节点类型相同，且趋势延申，删除上一个节点node
|
||||
elif node_type_pre==fx_type and ((fx_type=='bottom' and last_fx_low<node_low_pre) or (fx_type=='top' and last_fx_high>node_high_pre)):
|
||||
df_dr.at[node_n_pre,'bi']= ''
|
||||
is_confirm_bi=True
|
||||
is_bi_extend=True
|
||||
#与前节点类型不同，且超过3个差,是新笔
|
||||
elif node_type_pre!=fx_type and is_confirm_fx_n-node_n_pre>3:
|
||||
if (fx_type=='bottom' and last_fx_low<node_high_pre) or (fx_type=='top' and last_fx_high>node_low_pre): #顶底不能高低反
|
||||
is_confirm_bi=True
|
||||
bi_count+=1
|
||||
fx_n_pre=is_confirm_fx_n
|
||||
if is_confirm_bi:
|
||||
node_n_pre=is_confirm_fx_n
|
||||
node_type_pre=fx_type
|
||||
node_high_pre=last_fx_high
|
||||
node_low_pre=last_fx_low
|
||||
is_confirm_bi_n=is_confirm_fx_n
|
||||
df_dr.at[is_confirm_bi_n,'bi']= fx_type
|
||||
|
||||
if bi_count==1:
|
||||
bi_first_n=is_confirm_bi_n
|
||||
elif bi_count==2:
|
||||
bi_second_n=is_confirm_bi_n
|
||||
elif bi_count==3:
|
||||
bi_third_n=is_confirm_bi_n
|
||||
|
||||
|
||||
|
||||
###三、线段 #############################################################################
|
||||
###
|
||||
is_confirm_line=False
|
||||
is_extend_line=False
|
||||
if is_confirm_bi:
|
||||
last_bi_type=df_dr.at[is_confirm_bi_n,'bi']
|
||||
last_bi_high=df_dr.at[is_confirm_bi_n,'high']
|
||||
last_bi_low=df_dr.at[is_confirm_bi_n,'low']
|
||||
#如果上一个笔确认了线段，那么需要记录相邻的下一个笔，用于判断反弹的新线段（是否超越这个笔）
|
||||
if dot_bi_count_pre!=None and dot_bi_count_pre+1==bi_count:
|
||||
dot_next_bi_n_pre=is_confirm_bi_n
|
||||
#找第一个线段，第一个形成走势的三+笔（如果上升，第三+笔的结束点高于第一笔的结束点）
|
||||
if dot_n_pre==None and bi_count>3:
|
||||
bi_first2second_direction='up' if df_dr.at[bi_second_n,'bi']=='top' else 'down'
|
||||
bi_second_high=df_dr.at[bi_second_n,'high']
|
||||
bi_second_low=df_dr.at[bi_second_n,'low']
|
||||
bi_third_high=df_dr.at[bi_third_n,'high']
|
||||
bi_third_low=df_dr.at[bi_third_n,'low']
|
||||
if last_bi_type=='top' and last_bi_high>bi_second_high and bi_first2second_direction=='up': #上升突破第二个笔节点
|
||||
df_dr.at[bi_first_n,'line']='bottom'
|
||||
df_dr.at[is_confirm_bi_n,'line']='top'
|
||||
dot_n_pre=is_confirm_bi_n
|
||||
dot_type_pre='top'
|
||||
dot_bi_count_pre=bi_count
|
||||
is_confirm_line=True
|
||||
elif last_bi_type=='bottom' and last_bi_low<bi_second_low and bi_first2second_direction=='down': #下降突破第二个笔节点
|
||||
df_dr.at[bi_first_n,'line']='top'
|
||||
df_dr.at[is_confirm_bi_n,'line']='bottom'
|
||||
dot_n_pre=is_confirm_bi_n
|
||||
dot_type_pre='bottom'
|
||||
dot_bi_count_pre=bi_count
|
||||
is_confirm_line=True
|
||||
elif last_bi_type=='top' and last_bi_high>bi_third_high and bi_first2second_direction=='down': #上升突破第三个笔节点
|
||||
df_dr.at[bi_second_n,'line']='bottom'
|
||||
df_dr.at[is_confirm_bi_n,'line']='top'
|
||||
dot_n_pre=is_confirm_bi_n
|
||||
dot_type_pre='top'
|
||||
dot_bi_count_pre=bi_count
|
||||
is_confirm_line=True
|
||||
elif last_bi_type=='bottom' and last_bi_low<bi_third_low and bi_first2second_direction=='up': #下降突破第三个笔节点
|
||||
df_dr.at[bi_second_n,'line']='top'
|
||||
df_dr.at[is_confirm_bi_n,'line']='bottom'
|
||||
dot_n_pre=is_confirm_bi_n
|
||||
dot_type_pre='bottom'
|
||||
dot_bi_count_pre=bi_count
|
||||
is_confirm_line=True
|
||||
#继续找线段,不确定延申还是反弹，一直往下找，找到能确定的点
|
||||
if dot_type_pre=='top':
|
||||
dot_high_pre=df_dr.at[dot_n_pre,'high']
|
||||
dot_low_pre=df_dr.at[dot_n_pre,'low']
|
||||
if last_bi_type=='top' and last_bi_high>dot_high_pre: #看是否突破延申
|
||||
df_dr.at[dot_n_pre,'line']=''
|
||||
df_dr.at[is_confirm_bi_n,'line']='top'
|
||||
dot_n_pre=is_confirm_bi_n
|
||||
dot_type_pre='top'
|
||||
dot_bi_count_pre=bi_count
|
||||
is_confirm_line=True
|
||||
is_extend_line=True
|
||||
elif last_bi_type=='bottom' and bi_count>dot_bi_count_pre+2 : #没有延申,反弹形成新的线段
|
||||
df_dr.at[is_confirm_bi_n,'line']='bottom'
|
||||
dot_n_pre=is_confirm_bi_n
|
||||
dot_type_pre='bottom'
|
||||
dot_bi_count_pre=bi_count
|
||||
is_confirm_line=True
|
||||
elif dot_type_pre=='bottom':
|
||||
dot_high_pre=df_dr.at[dot_n_pre,'high']
|
||||
dot_low_pre=df_dr.at[dot_n_pre,'low']
|
||||
if last_bi_type=='bottom' and last_bi_low<dot_low_pre: #看是否突破延申
|
||||
df_dr.at[dot_n_pre,'line']=''
|
||||
df_dr.at[is_confirm_bi_n,'line']='bottom'
|
||||
dot_n_pre=is_confirm_bi_n
|
||||
dot_type_pre='bottom'
|
||||
dot_bi_count_pre=bi_count
|
||||
is_confirm_line=True
|
||||
is_extend_line=True
|
||||
elif last_bi_type=='top' and bi_count>dot_bi_count_pre+2 : #没有延申,反弹形成新的线段
|
||||
df_dr.at[is_confirm_bi_n,'line']='top'
|
||||
dot_n_pre=is_confirm_bi_n
|
||||
dot_type_pre='top'
|
||||
dot_bi_count_pre=bi_count
|
||||
is_confirm_line=True
|
||||
|
||||
#修正线段中间的凹凸漏点，例如上升的线段中有笔的低点低于线段的开始点，需要将这个线段的开始点移到这个更低的点，反之亦然
|
||||
#有时候突然下来一笔，但是不成线段就会遗漏，此处待验证合理性
|
||||
if is_confirm_line:
|
||||
df_dr_line=df_dr[df_dr.line!='']
|
||||
last_line_n = dot_n_pre
|
||||
last2_line_n = df_dr_line.index[-2]
|
||||
last2_line_high = df_dr_line.iloc[-2].high
|
||||
last2_line_low = df_dr_line.iloc[-2].low
|
||||
last2_line_type = df_dr_line.iloc[-2].line
|
||||
df_mod = df_dr.loc[last2_line_n:last_line_n][df_dr.bi!='']
|
||||
mod_i=0
|
||||
modified_n_pre=None
|
||||
for mod_n, mod_k in df_mod.iterrows():
|
||||
mod_high=mod_k.high
|
||||
mod_low=mod_k.low
|
||||
mod_line_type = df_mod.at[mod_n,'line']
|
||||
if mod_line_type=='':
|
||||
#移动不能使与后面小于三比差，即后面一个如果是线段点，就不处理这个笔点了
|
||||
if mod_i>len(df_mod)-4:
|
||||
break
|
||||
#移动
|
||||
if last2_line_type=='top' and mod_high>last2_line_high:
|
||||
df_dr.at[last2_line_n,'line']=''
|
||||
if modified_n_pre!=None:
|
||||
df_dr.at[modified_n_pre,'line']=''
|
||||
df_dr.at[mod_n,'line']='top'
|
||||
modified_n_pre=mod_n
|
||||
elif last2_line_type=='bottom' and mod_low<last2_line_low:
|
||||
df_dr.at[last2_line_n,'line']=''
|
||||
if modified_n_pre!=None:
|
||||
df_dr.at[modified_n_pre,'line']=''
|
||||
df_dr.at[mod_n,'line']='bottom'
|
||||
modified_n_pre=mod_n
|
||||
mod_i+=1
|
||||
|
||||
###四、中枢 #############################################################################
|
||||
###
|
||||
is_confirm_zs=False
|
||||
if is_confirm_line:
|
||||
df_dr_line=df_dr.loc[max(zs_first_n_pre,zs_end_n_pre):][df_dr.line!=''] #只取最后需要考虑的一段
|
||||
#线段延申需要处理，上一个结束点到这个点正好是三个，是判断中枢结束的小尾巴点，小尾巴延申可能延长中枢
|
||||
#但是线段的修正不会影响中枢，因为可能影响的就是gg dd，但是计算gg dd是计算到倒数第三个，不包括刚修正的线段
|
||||
if is_extend_line and len(df_dr_line)==3 and zs_end_n_pre>zs_first_n_pre:
|
||||
dot_last_n=df_dr_line.index[-1] #最后一个线段dot
|
||||
dot_last_type=df_dr_line.at[dot_last_n,'line']
|
||||
dot_last_high=df_dr_line.at[dot_last_n,'high']
|
||||
dot_last_low=df_dr_line.at[dot_last_n,'low']
|
||||
if (dot_last_type=='top' and dot_last_high>zd) or (dot_last_type=='bottom' and dot_last_low<zg):
|
||||
#把结束点放到上一个结束点去
|
||||
zs_end_n_pre=0 if zs_no==0 else df_dr[df_dr.zs_no==zs_no].index[-1]
|
||||
#print('线段延申导致中枢延申，取消上次结束点，继续延申下去')
|
||||
#寻找新的中枢
|
||||
if len(df_dr_line)>=6 and zs_first_n_pre<=zs_end_n_pre:
|
||||
dot1_k_n=df_dr_line.index[-6] #可能的前导头
|
||||
dot2_k_n=df_dr_line.index[-5] #可能的中枢第一个点
|
||||
dot3_k_n=df_dr_line.index[-4]
|
||||
dot4_k_n=df_dr_line.index[-3]
|
||||
dot5_k_n=df_dr_line.index[-2]
|
||||
dot6_k_n=df_dr_line.index[-1] #最后一个线段dot
|
||||
dot1_high=df_dr_line.at[dot1_k_n,'high']
|
||||
dot2_high=df_dr_line.at[dot2_k_n,'high']
|
||||
dot3_high=df_dr_line.at[dot3_k_n,'high']
|
||||
dot4_high=df_dr_line.at[dot4_k_n,'high']
|
||||
dot5_high=df_dr_line.at[dot5_k_n,'high']
|
||||
dot6_high=df_dr_line.at[dot6_k_n,'high']
|
||||
dot1_low=df_dr_line.at[dot1_k_n,'low']
|
||||
dot2_low=df_dr_line.at[dot2_k_n,'low']
|
||||
dot3_low=df_dr_line.at[dot3_k_n,'low']
|
||||
dot4_low=df_dr_line.at[dot4_k_n,'low']
|
||||
dot5_low=df_dr_line.at[dot5_k_n,'low']
|
||||
dot6_low=df_dr_line.at[dot6_k_n,'low']
|
||||
if(dot1_k_n>=zs_end_n_pre):
|
||||
#往前找三个点，如果不在中枢里，则判断是否是中枢的头部
|
||||
start_direction='down' if df_dr_line.at[dot1_k_n,'line']=='top' else 'up' #前导点是top则是下降方向
|
||||
if start_direction=='down':
|
||||
if min(dot3_high,dot5_high)>max(dot2_low,dot4_low) and dot1_high>max(dot3_high,dot5_high) and dot6_high<min(dot3_high,dot5_high):
|
||||
zs_first_n_pre=dot2_k_n #dot1是前导点，这个点是中枢第一个点
|
||||
zg=min(dot3_high,dot5_high)
|
||||
zd=max(dot2_low,dot4_low)
|
||||
gg=max(dot3_high,dot5_high)
|
||||
dd=min(dot2_low,dot4_low)
|
||||
zs_no+=1
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=dot5_k_n) & (df_dr.line!=''),'zs_no']=zs_no
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=dot5_k_n) & (df_dr.line!=''),'zg']=zg
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=dot5_k_n) & (df_dr.line!=''),'zd']=zd
|
||||
#print('新中枢确立',zd,zg,zs_first_n_pre)
|
||||
elif start_direction=='up':
|
||||
if min(dot2_high,dot4_high)>max(dot3_low,dot5_low) and dot1_low<min(dot3_low,dot5_low) and dot6_low>max(dot3_low,dot5_low):
|
||||
zs_first_n_pre=dot2_k_n #dot1是前导点，这个点是中枢第一个点
|
||||
zg=min(dot2_high,dot4_high)
|
||||
zd=max(dot3_low,dot5_low)
|
||||
gg=max(dot2_high,dot4_high)
|
||||
dd=min(dot3_low,dot5_low)
|
||||
zs_no+=1
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=dot5_k_n) & (df_dr.line!=''),'zs_no']=zs_no
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=dot5_k_n) & (df_dr.line!=''),'zg']=zg
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=dot5_k_n) & (df_dr.line!=''),'zd']=zd
|
||||
#print('新中枢确立',zd,zg,zs_first_n_pre)
|
||||
#在中枢里则看是否生长
|
||||
elif len(df_dr_line)>5 and zs_first_n_pre>zs_end_n_pre:
|
||||
dot_last_n=df_dr_line.index[-1] #最后一个线段dot
|
||||
dot_last_type=df_dr_line.at[dot_last_n,'line']
|
||||
dot_last_high=df_dr_line.at[dot_last_n,'high']
|
||||
dot_last_low=df_dr_line.at[dot_last_n,'low']
|
||||
dot_last3_n=df_dr_line.index[-3] #倒数第三个线段dot
|
||||
dot_last3_type=df_dr_line.at[dot_last3_n,'line']
|
||||
dot_last3_high=df_dr_line.at[dot_last3_n,'high']
|
||||
dot_last3_low=df_dr_line.at[dot_last3_n,'low']
|
||||
|
||||
|
||||
#刷新gg dd，只算到倒数第三个，确认中枢时正好为中枢结束点
|
||||
if dot_last3_type=='top':
|
||||
gg=max(gg,dot_last3_high)
|
||||
elif dot_last3_type=='bottom':
|
||||
dd=min(dd,dot_last3_low)
|
||||
|
||||
dot_last_trade_time=df_dr_line.at[dot_last_n,'trade_time']
|
||||
dot_last_close=df_dr_line.at[dot_last_n,'close']
|
||||
if (dot_last_type=='top' and dot_last_high<zd) or (dot_last_type=='bottom' and dot_last_low>zg):
|
||||
#中枢完成(这时肯定已经两个点脱离，没有走回去)，保存，退出,往后面继续找
|
||||
# /\ -------------
|
||||
# / or -------------
|
||||
# ------------- \
|
||||
# ------------- \/
|
||||
#print('中枢完成',zg,zd,df_dr_line.index[-3])
|
||||
is_confirm_zs=True
|
||||
zs_end_n_pre=df_dr_line.index[-3] #中枢结束点是倒数第三个dot，结束点不是后导点，而开始点是前导点，计算时前后衔接方便
|
||||
end_direction='down' if dot_last_type=='top' else 'up' #小尾巴是top则是下降方向
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=zs_end_n_pre) & (df_dr.line!=''),'zs_no']=zs_no
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=zs_end_n_pre) & (df_dr.line!=''),'zg']=zg
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=zs_end_n_pre) & (df_dr.line!=''),'zd']=zd
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=zs_end_n_pre) & (df_dr.line!=''),'gg']=gg
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=zs_end_n_pre) & (df_dr.line!=''),'dd']=dd
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=zs_end_n_pre) & (df_dr.line!=''),'zs_direction']=start_direction+end_direction
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=zs_end_n_pre) & (df_dr.line!=''),'zs_confirm_time']=dot_last_trade_time
|
||||
df_dr.at[(df_dr.index>=zs_first_n_pre) & (df_dr.index<=zs_end_n_pre) & (df_dr.line!=''),'zs_confirm_price']=dot_last_close
|
||||
|
||||
return df_dr
|
||||
10710
code/getData.ipynb
Normal file
10710
code/getData.ipynb
Normal file
File diff suppressed because one or more lines are too long
Reference in New Issue
Block a user