{ "cells": [ { "cell_type": "code", "execution_count": 64, "metadata": {}, "outputs": [], "source": [ "import tushare as ts\n", "import matplotlib.pyplot as plt\n", "import pandas as pd\n", "import MySQLdb\n", "import time\n", "import datetime\n", "import warnings\n", "warnings.filterwarnings(\"ignore\")\n", "from imp import reload\n", "import chan" ] }, { "cell_type": "code", "execution_count": 113, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "build end\n", "handle end\n" ] } ], "source": [ "df=pd.DataFrame(columns=['ts_code','trade_time','trade_date','high','low','open','close'])\n", "ts_code_list=[]\n", "trade_time_list=[]\n", "trade_date_list=[]\n", "high_list=[]\n", "low_list=[]\n", "open_list=[]\n", "close_list=[]\n", "base_time=datetime.datetime.now()\n", "v=20\n", "for i in range(600000):\n", " rd=random.randint(0,20)-10\n", " ts_code='000000.SZ'\n", " time_time=base_time+datetime.timedelta(minutes=i-600000)\n", " trade_time=time_time.strftime(\"%Y-%m-%d %H:%M:%S\")\n", " trade_date=time_time.strftime(\"%Y-%m-%d\")\n", " high=v if rd<=0 else v+rd\n", " low=v if rd>0 else v-rd\n", " open=v\n", " close=v+rd\n", " ts_code_list.append(ts_code)\n", " trade_time_list.append(trade_time)\n", " trade_date_list.append(trade_date)\n", " high_list.append(high)\n", " low_list.append(low)\n", " open_list.append(open)\n", " close_list.append(close)\n", " v=v+rd\n", "df = pd.DataFrame({'ts_code':ts_code_list, 'trade_time':trade_time_list, 'trade_date':trade_date_list, 'high':high_list, 'low':low_list, 'open':open_list, 'close':close_list})\n", "print('build end')\n", "reload(chan) #重新加载外部chan.py\n", "df=chan.build(df)\n", "print('handle end')" ] }, { "cell_type": "code", "execution_count": 100, "metadata": { "collapsed": true }, "outputs": [ { "data": { "text/plain": [ "['000000.SZ',\n", " '000000.SZ',\n", " '000000.SZ',\n", " '000000.SZ',\n", " '000000.SZ',\n", " '000000.SZ',\n", " '000000.SZ',\n", " 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"zs_no_pre=0\n", "zs_zg_pre=0\n", "zs_zd_pre=0 \n", "zs_gg_pre=0\n", "zs_dd_pre=0\n", "zs_direction_pre=''\n", "for n, k in df.loc[(df[\"line\"]=='bottom') | (df[\"line\"]=='top')].iterrows():\n", " #print(k.zs_no, n, zs_no_pre==0 , k.zs_no>zs_no_pre)\n", " if k.zs_no!=0 and (zs_no_pre==0 or k.zs_no>zs_no_pre): #新中枢\n", " #print(k.zs_no,\"新中枢\",k.zs_no,k.zs_direction)\n", " if found_count==0 and (k.zs_direction=='downdown' or k.zs_direction=='upup'):\n", " found_count=found_count+1\n", " else: #前面已经找到一个待确认的\n", " if zs_direction_pre=='downdown' and k.zs_direction=='downdown' and k.ggzs_gg_pre: #与前面的方向一致\n", " found_count=found_count+1\n", " #print('上升趋势延申')\n", " elif k.zs_direction=='upup' or k.zs_direction=='downdown': #盘整中枢，结束\n", " found_count=0\n", " #print('×盘整中枢，重新找')\n", " elif zs_direction_pre!=k.zs_direction: #与前面的方向不一致，作为第一个继续往下找\n", " found_count=1\n", " #print('×与之前方向不同，作为第一个往下找')\n", " else: #不成趋势\n", " found_count=1\n", " #print('×条件不符合，作为第一个往下找')\n", " if found_count>=2: #找到两个，记录\n", " found_qs_count=found_qs_count+1\n", " result_df=result_df.append({'ts_code':k.ts_code, 'trade_time':k.zs_confirm_time, 'trade_price':k.zs_confirm_price, 'n':n, 'direction': k.zs_direction},ignore_index=True)\n", " print('√找到两个连续符合中枢',k.ts_code, k.zs_confirm_time, k.zs_no,'共找到：',found_qs_count)\n", " found_count=0\n", " zs_no_pre=k.zs_no\n", " zs_zg_pre=k.zg\n", " zs_zd_pre=k.zg \n", " zs_gg_pre=k.gg\n", " zs_dd_pre=k.dd\n", " zs_direction_pre=k.zs_direction\n", " elif k.zs_no==0 and found_count>0:\n", " line_point=k.high if k.line=='top' else k.low\n", " if (zs_direction_pre=='upup' and line_pointzs_dd_pre): #连接线段触碰前中枢\n", " found_count=0\n", " #print('×连接不符合')" ] }, { "cell_type": "code", "execution_count": 115, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "direction\n", "downdown -1461.333333\n", "upup -783.840000\n", "Name: trade_price, dtype: float64" ] }, "execution_count": 115, "metadata": {}, "output_type": "execute_result" } ], 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