806 lines
59 KiB
Plaintext
806 lines
59 KiB
Plaintext
{
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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": [
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"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",
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"import MySQLdb\n",
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"import time\n",
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"import datetime\n",
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"import warnings\n",
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"warnings.filterwarnings(\"ignore\")\n",
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"from imp import reload\n",
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"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： 20000 / 578535\n",
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"开始处理： 30000 / 578535\n",
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"开始处理： 40000 / 578535\n",
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"开始处理： 50000 / 578535\n",
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"开始处理： 60000 / 578535\n",
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"开始处理： 70000 / 578535\n",
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"开始处理： 80000 / 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： 110000 / 578535\n",
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"开始处理： 120000 / 578535\n",
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"开始处理： 130000 / 578535\n",
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"开始处理： 140000 / 578535\n",
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"开始处理： 150000 / 578535\n",
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"开始处理： 160000 / 578535\n",
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"开始处理： 170000 / 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： 210000 / 578535\n",
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"开始处理： 220000 / 578535\n",
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"开始处理： 230000 / 578535\n",
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"开始处理： 240000 / 578535\n",
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"开始处理： 250000 / 578535\n",
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"开始处理： 260000 / 578535\n",
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"开始处理： 270000 / 578535\n",
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"开始处理： 280000 / 578535\n",
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"开始处理： 290000 / 578535\n",
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"开始处理： 300000 / 578535\n",
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"开始处理： 310000 / 578535\n",
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"开始处理： 320000 / 578535\n",
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"开始处理： 330000 / 578535\n",
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"开始处理： 340000 / 578535\n",
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"开始处理： 350000 / 578535\n",
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"开始处理： 360000 / 578535\n",
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"开始处理： 370000 / 578535\n",
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"开始处理： 380000 / 578535\n",
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"开始处理： 390000 / 578535\n",
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"开始处理： 400000 / 578535\n",
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"开始处理： 410000 / 578535\n",
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"开始处理： 420000 / 578535\n",
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"开始处理： 430000 / 578535\n",
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"开始处理： 440000 / 578535\n",
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"开始处理： 450000 / 578535\n",
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"开始处理： 460000 / 578535\n",
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"开始处理： 470000 / 578535\n",
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"开始处理： 480000 / 578535\n",
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"开始处理： 490000 / 578535\n",
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"开始处理： 500000 / 578535\n",
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"开始处理： 510000 / 578535\n",
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"开始处理： 520000 / 578535\n",
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"开始处理： 530000 / 578535\n",
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"开始处理： 540000 / 578535\n",
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"开始处理： 550000 / 578535\n",
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"开始处理： 560000 / 578535\n",
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"开始处理： 570000 / 578535\n"
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]
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}
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],
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"source": [
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"db = MySQLdb.connect(host=\"127.0.0.1\",user=\"sa\",passwd=\"sasasa\",db=\"quant\",charset=\"utf8\")\n",
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"cursor = db.cursor()\n",
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"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",
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"df = pd.read_sql(sql,db)\n",
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"cursor.close()\n",
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"db.close()\n",
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"print('data loaded',len(df))\n",
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"reload(chan_series) #重新加载外部chan.py\n",
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"df=chan_series.build(df)"
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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": 265,
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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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"买入 35.48 2010-01-15 09:52:00 bottom\n",
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"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",
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"买入 34.98 2010-02-11 13:13:00 bottom\n",
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"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",
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"买入 36.35 2010-03-09 13:34:00 bottom\n",
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"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",
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"买入 34.91 2010-03-17 14:41:00 bottom\n",
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"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",
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"买入 36.23 2010-03-26 14:54:00 bottom\n",
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"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",
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"买入 41.11 2010-04-15 10:24:00 bottom\n",
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"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",
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"买入 30.5 2010-05-13 10:37:00 bottom\n",
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"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",
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"买入 33.8 2010-05-20 13:09:00 bottom\n",
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"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",
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"买入 32.92 2010-06-03 10:18:00 bottom\n",
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"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",
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"买入 32.35 2010-06-09 14:26:00 bottom\n",
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"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",
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"买入 32.29 2010-06-21 13:15:00 bottom\n",
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"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",
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"买入 30.62 2010-07-05 14:19:00 bottom\n",
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"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",
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"买入 32.0 2010-07-19 11:15:00 bottom\n",
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"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",
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"买入 36.88 2010-08-02 10:27:00 bottom\n",
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"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",
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"买入 36.61 2010-08-09 14:29:00 bottom\n",
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"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",
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"买入 34.46 2010-08-27 13:33:00 bottom\n",
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"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",
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"买入 37.0 2010-09-13 14:42:00 bottom\n",
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"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",
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"买入 36.4 2010-09-21 10:58:00 bottom\n",
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"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",
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"买入 43.2 2010-10-20 10:38:00 bottom\n",
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"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",
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"买入 48.02 2010-10-29 11:17:00 bottom\n",
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"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",
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"买入 48.6 2010-11-18 14:28:00 bottom\n",
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"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",
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"买入 52.18 2010-11-24 13:31:00 bottom\n",
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"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",
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"买入 53.91 2010-11-29 10:17:00 bottom\n",
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"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",
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"买入 53.94 2010-12-02 10:40:00 bottom\n",
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"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",
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"买入 51.1 2010-12-08 11:25:00 bottom\n",
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"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",
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"买入 53.99 2010-12-13 10:53:00 bottom\n",
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"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",
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"买入 51.15 2010-12-27 14:38:00 bottom\n",
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"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",
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"买入 52.0 2010-12-30 11:15:00 bottom\n",
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"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",
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"买入 51.03 2011-01-27 14:34:00 bottom\n",
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"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",
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"买入 56.0 2011-02-16 14:26:00 bottom\n",
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"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",
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"买入 56.1 2011-03-04 10:49:00 bottom\n",
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"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",
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"买入 63.17 2011-03-14 14:42:00 bottom\n",
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"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",
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"买入 30.81 2011-03-23 13:57:00 bottom\n",
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"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",
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"买入 28.47 2011-04-07 11:26:00 bottom\n",
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"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",
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"买入 25.12 2011-05-03 14:07:00 bottom\n",
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"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",
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"买入 23.69 2011-05-17 13:37:00 bottom\n",
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"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",
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"买入 22.89 2011-06-07 14:18:00 bottom\n",
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"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",
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"买入 23.43 2011-06-14 13:18:00 bottom\n",
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"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",
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"买入 23.2 2011-06-21 14:13:00 bottom\n",
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"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",
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"买入 24.45 2011-06-29 13:13:00 bottom\n",
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"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",
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"买入 25.02 2011-07-11 14:07:00 bottom\n",
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"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",
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"买入 24.61 2011-07-21 10:43:00 bottom\n",
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"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",
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"买入 23.16 2011-07-27 13:05:00 bottom\n",
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"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",
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"买入 21.52 2011-08-10 10:37:00 bottom\n",
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"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",
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"买入 23.18 2011-08-25 13:40:00 bottom\n",
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"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",
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"买入 20.59 2011-09-13 14:57:00 bottom\n",
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"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",
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"买入 20.83 2011-09-21 13:53:00 bottom\n",
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"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",
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"买入 18.2 2011-10-12 13:56:00 bottom\n",
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"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",
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"买入 16.33 2011-10-26 10:48:00 bottom\n",
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"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",
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"买入 16.55 2011-11-15 11:11:00 bottom\n",
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"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",
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"买入 13.42 2011-12-12 10:22:00 bottom\n",
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"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",
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"买入 13.37 2011-12-20 10:31:00 bottom\n",
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"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",
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"买入 14.06 2011-12-29 13:46:00 bottom\n",
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"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",
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"买入 13.86 2012-01-09 11:01:00 bottom\n",
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"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",
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"买入 15.29 2012-01-19 14:54:00 bottom\n",
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"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",
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"买入 15.75 2012-02-09 09:32:00 bottom\n",
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"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",
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"买入 16.1 2012-02-15 13:35:00 bottom\n",
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"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",
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"买入 16.15 2012-02-23 10:23:00 bottom\n",
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"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",
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"买入 16.18 2012-03-02 14:40:00 bottom\n",
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"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",
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"买入 15.65 2012-03-08 13:23:00 bottom\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"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)",
|
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"\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
|
||
}
|