1026 lines
66 KiB
Plaintext
1026 lines
66 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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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": 2,
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"metadata": {
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"collapsed": true
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},
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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： 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='000338.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": 4,
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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 68.0 2010-01-06 13:04:00 bottom\n",
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"卖出 68.54 本次获利 0.5400000000000063 总获利 0.5400000000000063 2010-01-13 11:21:00 100初仓累计： 100.79411764705884\n",
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"买入 71.5 2010-01-15 13:59:00 bottom\n",
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"卖出 74.95 本次获利 3.450000000000003 总获利 3.990000000000009 2010-01-20 11:14:00 100初仓累计： 105.65761003702183\n",
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"买入 65.22 2010-01-27 14:07:00 bottom\n",
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"卖出 66.65 本次获利 1.4300000000000068 总获利 5.420000000000016 2010-03-05 10:20:00 100初仓累计： 107.97423656803902\n",
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"买入 67.39 2010-03-08 11:24:00 bottom\n",
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"卖出 66.5 本次获利 -0.8900000000000006 总获利 4.530000000000015 2010-03-10 10:19:00 100初仓累计： 106.5482524376702\n",
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"买入 63.8 2010-03-17 14:40:00 bottom\n",
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"卖出 62.95 本次获利 -0.8499999999999943 总获利 3.680000000000021 2010-03-25 13:50:00 100初仓累计： 105.12872242870438\n",
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"买入 69.43 2010-03-30 11:27:00 bottom\n",
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"卖出 69.48 本次获利 0.04999999999999716 总获利 3.730000000000018 2010-03-31 10:59:00 100初仓累计： 105.20443085620595\n",
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"买入 69.65 2010-04-01 11:25:00 bottom\n",
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"卖出 69.27 本次获利 -0.38000000000000966 总获利 3.3500000000000085 2010-04-09 09:41:00 100初仓累计： 104.63045119037164\n",
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"买入 63.34 2010-04-21 13:13:00 bottom\n",
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"卖出 63.19 本次获利 -0.15000000000000568 总获利 3.200000000000003 2010-04-22 10:11:00 100初仓累计： 104.38266830943454\n",
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"买入 66.0 2010-04-26 10:33:00 bottom\n",
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"卖出 62.38 本次获利 -3.6199999999999974 总获利 -0.4199999999999946 2010-04-27 10:26:00 100初仓累计： 98.6574371082201\n",
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"买入 61.82 2010-05-04 09:32:00 bottom\n",
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"卖出 62.0 本次获利 0.17999999999999972 总获利 -0.23999999999999488 2010-05-04 14:57:00 100初仓累计： 98.94469590277653\n",
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"买入 59.3 2010-05-10 14:44:00 bottom\n",
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"卖出 59.2 本次获利 -0.09999999999999432 总获利 -0.3399999999999892 2010-05-11 13:59:00 100初仓累计： 98.77784144088317\n",
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"买入 58.0 2010-05-20 13:05:00 bottom\n",
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"卖出 59.5 本次获利 1.5 总获利 1.1600000000000108 2010-05-25 13:58:00 100初仓累计： 101.33244078849222\n",
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"买入 60.08 2010-05-27 13:32:00 bottom\n",
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"卖出 58.15 本次获利 -1.9299999999999997 总获利 -0.7699999999999889 2010-06-01 11:03:00 100初仓累计： 98.07725419192448\n",
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"买入 58.6 2010-06-22 11:23:00 bottom\n",
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"卖出 59.88 本次获利 1.2800000000000011 总获利 0.5100000000000122 2010-06-29 13:36:00 100初仓累计： 100.21955598997334\n",
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"买入 60.77 2010-07-01 09:56:00 bottom\n",
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"卖出 59.58 本次获利 -1.1900000000000048 总获利 -0.6799999999999926 2010-07-05 09:57:00 100初仓累计： 98.25705357713694\n",
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"买入 60.0 2010-07-06 10:57:00 bottom\n",
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"卖出 60.02 本次获利 0.020000000000003126 总获利 -0.6599999999999895 2010-07-07 10:36:00 100初仓累计： 98.28980592832932\n",
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"买入 63.45 2010-07-09 10:48:00 bottom\n",
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"卖出 66.4 本次获利 2.950000000000003 总获利 2.2900000000000134 2010-07-15 09:32:00 100初仓累计： 102.85962354044234\n",
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"买入 66.9 2010-08-13 14:32:00 bottom\n",
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"卖出 73.22 本次获利 6.319999999999993 总获利 8.610000000000007 2010-08-24 10:34:00 100初仓累计： 112.57670606324646\n",
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"买入 75.45 2010-08-30 10:52:00 bottom\n",
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"卖出 77.89 本次获利 2.4399999999999977 总获利 11.050000000000004 2010-09-07 14:08:00 100初仓累计： 116.2173576576046\n",
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"买入 78.45 2010-09-08 10:20:00 bottom\n",
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"卖出 78.32 本次获利 -0.13000000000000966 总获利 10.919999999999995 2010-09-09 10:44:00 100初仓累计： 116.02477312611333\n",
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"买入 77.9 2010-09-10 14:17:00 bottom\n",
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"卖出 79.91 本次获利 2.009999999999991 总获利 12.929999999999986 2010-09-14 10:32:00 100初仓累计： 119.0184803659527\n",
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"买入 77.37 2010-09-27 14:30:00 bottom\n",
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"卖出 75.51 本次获利 -1.8599999999999994 总获利 11.069999999999986 2010-09-29 11:18:00 100初仓累计： 116.15723733272701\n",
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"买入 75.9 2010-09-30 11:10:00 bottom\n",
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"卖出 113.6 本次获利 37.69999999999999 总获利 48.769999999999975 2010-10-29 13:03:00 100初仓累计： 173.8532564031329\n",
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"买入 116.53 2010-11-02 09:31:00 bottom\n",
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"卖出 115.0 本次获利 -1.5300000000000011 总获利 47.239999999999974 2010-11-03 14:29:00 100初仓累计： 171.57062118218727\n",
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"买入 117.2 2010-11-05 13:48:00 bottom\n",
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"卖出 121.6 本次获利 4.3999999999999915 总获利 51.639999999999965 2010-11-12 13:10:00 100初仓累计： 178.01183904226937\n",
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"买入 126.89 2010-12-01 10:13:00 bottom\n",
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"卖出 121.88 本次获利 -5.010000000000005 总获利 46.62999999999996 2010-12-03 13:32:00 100初仓累计： 170.9833946132224\n",
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"买入 57.08 2010-12-13 11:27:00 bottom\n",
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"卖出 55.96 本次获利 -1.1199999999999974 总获利 45.50999999999996 2010-12-17 10:23:00 100初仓累计： 167.62842961730775\n",
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"买入 54.9 2010-12-21 14:13:00 bottom\n",
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"卖出 53.42 本次获利 -1.4799999999999969 总获利 44.029999999999966 2010-12-28 10:39:00 100初仓累计： 163.10948470230565\n",
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"买入 53.4 2011-01-04 14:10:00 bottom\n",
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"卖出 51.63 本次获利 -1.769999999999996 总获利 42.25999999999997 2011-01-06 10:32:00 100初仓累计： 157.70304672621802\n",
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"买入 48.48 2011-01-12 11:17:00 bottom\n",
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"卖出 47.79 本次获利 -0.6899999999999977 总获利 41.56999999999997 2011-01-14 11:12:00 100初仓累计： 155.4585107889018\n",
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"买入 49.3 2011-01-19 13:32:00 bottom\n",
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"卖出 50.71 本次获利 1.4100000000000037 总获利 42.979999999999976 2011-02-01 11:30:00 100初仓累计： 159.9046872637974\n",
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"买入 54.43 2011-02-11 13:18:00 bottom\n",
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"卖出 59.22 本次获利 4.789999999999999 总获利 47.769999999999975 2011-02-18 11:02:00 100初仓累计： 173.97676979169728\n",
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"买入 56.87 2011-02-25 14:25:00 bottom\n",
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"卖出 60.18 本次获利 3.3100000000000023 总获利 51.07999999999998 2011-03-03 14:19:00 100初仓累计： 184.1027256209661\n",
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"买入 60.5 2011-03-07 10:06:00 bottom\n",
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"卖出 60.0 本次获利 -0.5 总获利 50.57999999999998 2011-03-10 09:30:00 100初仓累计： 182.58121549186723\n",
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"买入 56.85 2011-03-22 13:11:00 bottom\n",
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"卖出 57.58 本次获利 0.7299999999999969 总获利 51.309999999999974 2011-03-24 13:16:00 100初仓累计： 184.92570603380324\n",
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"买入 53.96 2011-04-06 10:53:00 bottom\n",
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"卖出 55.71 本次获利 1.75 总获利 53.059999999999974 2011-04-12 14:57:00 100初仓累计： 190.9231112517268\n",
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"买入 55.65 2011-04-14 13:43:00 bottom\n",
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"卖出 55.43 本次获利 -0.21999999999999886 总获利 52.839999999999975 2011-04-19 10:40:00 100初仓累计： 190.16833884426265\n",
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"买入 50.9 2011-05-03 10:34:00 bottom\n",
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"卖出 49.15 本次获利 -1.75 总获利 51.089999999999975 2011-05-05 10:39:00 100初仓累计： 183.63013466002965\n",
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"买入 43.99 2011-06-24 09:31:00 bottom\n",
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"卖出 45.08 本次获利 1.0899999999999963 总获利 52.17999999999997 2011-06-28 10:48:00 100初仓累计： 188.18018800805035\n",
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"买入 45.69 2011-06-30 11:05:00 bottom\n",
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"卖出 47.15 本次获利 1.4600000000000009 总获利 53.63999999999997 2011-07-06 10:04:00 100初仓累计： 194.19338727466788\n",
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"买入 47.33 2011-07-07 11:14:00 bottom\n",
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"卖出 46.54 本次获利 -0.7899999999999991 总获利 52.84999999999997 2011-07-08 11:13:00 100初仓累计： 190.95204402626334\n",
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"买入 45.87 2011-07-13 11:06:00 bottom\n",
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"卖出 45.84 本次获利 -0.02999999999999403 总获利 52.81999999999998 2011-07-14 14:08:00 100初仓累计： 190.82715714331616\n",
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"买入 44.86 2011-07-22 10:57:00 bottom\n",
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"卖出 43.61 本次获利 -1.25 总获利 51.56999999999998 2011-08-04 13:03:00 100初仓累计： 185.50986007623757\n",
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"买入 40.16 2011-08-09 14:51:00 bottom\n",
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"卖出 40.25 本次获利 0.09000000000000341 总获利 51.65999999999998 2011-08-11 10:47:00 100初仓累计： 185.9255943244164\n",
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"买入 40.52 2011-08-12 10:20:00 bottom\n",
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"卖出 41.19 本次获利 0.6699999999999946 总获利 52.32999999999998 2011-08-18 11:30:00 100初仓累计： 188.9998822858517\n",
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"买入 40.1 2011-08-23 13:14:00 bottom\n",
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"卖出 40.79 本次获利 0.6899999999999977 总获利 53.019999999999975 2011-08-29 10:53:00 100初仓累计： 192.25199996109455\n",
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"买入 40.99 2011-08-30 14:18:00 bottom\n",
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"卖出 40.96 本次获利 -0.030000000000001137 总获利 52.989999999999974 2011-09-02 10:59:00 100初仓累计： 192.11129344733916\n",
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"买入 39.5 2011-09-14 14:42:00 bottom\n",
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"卖出 39.25 本次获利 -0.25 总获利 52.739999999999974 2011-09-19 11:00:00 100初仓累计： 190.8953991850142\n",
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"买入 39.77 2011-09-22 09:36:00 bottom\n",
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"卖出 38.3 本次获利 -1.470000000000006 总获利 51.26999999999997 2011-09-23 14:15:00 100初仓累计： 183.83942139265886\n",
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"买入 37.79 2011-10-12 14:11:00 bottom\n",
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"卖出 37.82 本次获利 0.030000000000001137 总获利 51.29999999999997 2011-10-14 10:52:00 100初仓累计： 183.9853643045874\n",
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"买入 34.91 2011-10-25 13:51:00 bottom\n",
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"卖出 38.29 本次获利 3.3800000000000026 总获利 54.67999999999997 2011-11-04 14:56:00 100初仓累计： 201.7989000063779\n",
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"买入 38.23 2011-11-09 14:24:00 bottom\n",
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"卖出 36.02 本次获利 -2.2099999999999937 总获利 52.46999999999998 2011-11-18 14:04:00 100初仓累计： 190.13330835024152\n",
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"买入 35.35 2011-11-29 10:10:00 bottom\n",
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"卖出 34.95 本次获利 -0.3999999999999986 总获利 52.06999999999998 2011-12-05 13:35:00 100初仓累计： 187.98187063199268\n",
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"买入 30.1 2011-12-19 14:20:00 bottom\n",
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"卖出 30.2 本次获利 0.09999999999999787 总获利 52.16999999999997 2011-12-22 10:03:00 100初仓累计： 188.60639511914215\n",
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"买入 31.17 2011-12-30 10:25:00 bottom\n",
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"卖出 30.45 本次获利 -0.7200000000000024 总获利 51.449999999999974 2012-01-05 11:18:00 100初仓累计： 184.2497507660532\n",
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"买入 31.3 2012-01-09 13:05:00 bottom\n",
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"卖出 33.29 本次获利 1.9899999999999984 总获利 53.43999999999997 2012-01-12 13:30:00 100初仓累计： 195.96403204478946\n",
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"买入 33.32 2012-01-18 10:25:00 bottom\n",
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"卖出 33.93 本次获利 0.6099999999999994 总获利 54.04999999999997 2012-01-31 11:02:00 100初仓累计： 199.55160886193596\n",
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"买入 34.11 2012-02-03 13:07:00 bottom\n",
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"卖出 34.7 本次获利 0.5900000000000034 总获利 54.63999999999997 2012-02-24 10:57:00 100初仓累计： 203.00324912076164\n",
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"买入 35.58 2012-03-05 09:46:00 bottom\n",
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||
"卖出 34.85 本次获利 -0.7299999999999969 总获利 53.909999999999975 2012-03-06 11:19:00 100初仓累计： 198.83820213205576\n",
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"买入 34.46 2012-03-08 14:12:00 bottom\n",
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"卖出 33.77 本次获利 -0.6899999999999977 总获利 53.21999999999998 2012-03-16 11:22:00 100初仓累计： 194.85682199650387\n",
|
||
"买入 30.8 2012-04-05 13:43:00 bottom\n",
|
||
"卖出 30.8 本次获利 0.0 总获利 53.21999999999998 2012-04-10 10:17:00 100初仓累计： 194.85682199650387\n",
|
||
"买入 30.99 2012-04-12 11:01:00 bottom\n"
|
||
]
|
||
},
|
||
{
|
||
"name": "stdout",
|
||
"output_type": "stream",
|
||
"text": [
|
||
"卖出 31.7 本次获利 0.7100000000000009 总获利 53.92999999999998 2012-04-16 10:40:00 100初仓累计： 199.32111188412946\n",
|
||
"买入 31.98 2012-04-18 14:10:00 bottom\n",
|
||
"卖出 33.1 本次获利 1.120000000000001 总获利 55.04999999999998 2012-04-24 13:46:00 100初仓累计： 206.30171367619403\n",
|
||
"买入 33.54 2012-04-25 15:00:00 bottom\n",
|
||
"卖出 33.54 本次获利 0.0 总获利 55.04999999999998 2012-05-09 14:00:00 100初仓累计： 206.30171367619403\n",
|
||
"买入 31.89 2012-05-17 14:11:00 bottom\n",
|
||
"卖出 31.53 本次获利 -0.35999999999999943 总获利 54.68999999999998 2012-05-21 13:41:00 100初仓累计： 203.97281380402626\n",
|
||
"买入 32.23 2012-05-23 09:37:00 bottom\n",
|
||
"卖出 32.7 本次获利 0.47000000000000597 总获利 55.15999999999999 2012-05-25 13:42:00 100初仓累计： 206.9472854915191\n",
|
||
"买入 34.32 2012-05-29 13:06:00 bottom\n",
|
||
"卖出 34.01 本次获利 -0.3100000000000023 总获利 54.84999999999999 2012-05-30 13:11:00 100初仓累计： 205.07800639762715\n",
|
||
"买入 32.16 2012-06-07 10:56:00 bottom\n",
|
||
"卖出 31.88 本次获利 -0.2799999999999976 总获利 54.56999999999999 2012-06-12 13:30:00 100初仓累计： 203.29250136680204\n",
|
||
"买入 31.99 2012-06-13 14:13:00 bottom\n",
|
||
"卖出 31.86 本次获利 -0.129999999999999 总获利 54.44 2012-06-18 09:31:00 100初仓累计： 202.4663674131389\n",
|
||
"买入 27.53 2012-07-13 10:51:00 bottom\n",
|
||
"卖出 26.89 本次获利 -0.6400000000000006 总获利 53.8 2012-07-16 11:15:00 100初仓累计： 197.75955756408663\n",
|
||
"买入 23.4 2012-08-01 10:41:00 bottom\n",
|
||
"卖出 23.23 本次获利 -0.16999999999999815 总获利 53.629999999999995 2012-08-02 10:47:00 100初仓累计： 196.3228428296467\n",
|
||
"买入 23.67 2012-08-06 10:22:00 bottom\n",
|
||
"卖出 19.24 本次获利 -4.430000000000003 总获利 49.19999999999999 2012-08-17 10:46:00 100初仓累计： 159.57969987504868\n",
|
||
"买入 17.07 2012-08-31 09:34:00 bottom\n",
|
||
"卖出 19.75 本次获利 2.6799999999999997 总获利 51.87999999999999 2012-09-11 10:47:00 100初仓累计： 184.63380624090283\n",
|
||
"买入 20.05 2012-09-12 10:27:00 bottom\n",
|
||
"卖出 19.83 本次获利 -0.22000000000000242 总获利 51.65999999999998 2012-09-14 10:06:00 100初仓累计： 182.60789914000512\n",
|
||
"买入 18.49 2012-09-24 14:06:00 bottom\n",
|
||
"卖出 19.56 本次获利 1.0700000000000003 总获利 52.72999999999998 2012-10-11 10:09:00 100初仓累计： 193.17525728385615\n",
|
||
"买入 19.83 2012-10-16 10:52:00 bottom\n",
|
||
"卖出 21.32 本次获利 1.490000000000002 总获利 54.219999999999985 2012-10-23 14:01:00 100初仓累计： 207.69019088713128\n",
|
||
"买入 20.2 2012-11-01 10:55:00 bottom\n",
|
||
"卖出 20.35 本次获利 0.15000000000000213 总获利 54.36999999999999 2012-11-09 11:01:00 100初仓累计： 209.2324447798575\n",
|
||
"买入 20.65 2012-11-12 10:19:00 bottom\n",
|
||
"卖出 20.5 本次获利 -0.14999999999999858 总获利 54.21999999999999 2012-11-16 10:00:00 100初仓累计： 207.71259651269148\n",
|
||
"买入 20.8 2012-11-20 09:55:00 bottom\n",
|
||
"卖出 21.36 本次获利 0.5599999999999987 总获利 54.77999999999999 2012-11-27 10:31:00 100初仓累计： 213.3048587264947\n",
|
||
"买入 21.14 2012-11-29 10:49:00 bottom\n",
|
||
"卖出 24.97 本次获利 3.8299999999999983 总获利 58.609999999999985 2012-12-18 10:23:00 100初仓累计： 251.94996794704696\n",
|
||
"买入 25.31 2012-12-31 14:03:00 bottom\n",
|
||
"卖出 25.23 本次获利 -0.0799999999999983 总获利 58.52999999999999 2013-01-07 14:40:00 100初仓累计： 251.1536029752665\n",
|
||
"买入 24.7 2013-01-21 10:58:00 bottom\n",
|
||
"卖出 24.4 本次获利 -0.3000000000000007 总获利 58.22999999999999 2013-01-23 09:53:00 100初仓累计： 248.1031543561337\n",
|
||
"买入 24.19 2013-01-29 11:01:00 bottom\n",
|
||
"卖出 26.48 本次获利 2.289999999999999 总获利 60.51999999999999 2013-02-19 13:43:00 100初仓累计： 271.5903897209764\n",
|
||
"买入 24.95 2013-02-25 11:06:00 bottom\n",
|
||
"卖出 24.82 本次获利 -0.129999999999999 总获利 60.389999999999986 2013-02-27 10:54:00 100初仓累计： 270.17528949397337\n",
|
||
"买入 23.68 2013-03-08 10:40:00 bottom\n",
|
||
"卖出 23.3 本次获利 -0.379999999999999 总获利 60.00999999999999 2013-03-11 10:39:00 100初仓累计： 265.83970630108024\n",
|
||
"买入 23.0 2013-03-20 11:08:00 bottom\n",
|
||
"卖出 22.61 本次获利 -0.39000000000000057 总获利 59.61999999999999 2013-03-22 10:34:00 100初仓累计： 261.33198954206193\n",
|
||
"买入 21.35 2013-04-09 11:23:00 bottom\n",
|
||
"卖出 22.71 本次获利 1.3599999999999994 总获利 60.97999999999999 2013-04-15 10:35:00 100初仓累计： 277.97889847776236\n",
|
||
"买入 22.62 2013-04-15 14:30:00 bottom\n",
|
||
"卖出 23.43 本次获利 0.8099999999999987 总获利 61.78999999999999 2013-04-19 10:21:00 100初仓累计： 287.93305001476443\n",
|
||
"买入 23.57 2013-04-22 10:22:00 bottom\n",
|
||
"卖出 22.73 本次获利 -0.8399999999999999 总获利 60.94999999999999 2013-05-13 14:14:00 100初仓累计： 277.67154123188783\n",
|
||
"买入 22.48 2013-05-17 14:23:00 bottom\n",
|
||
"卖出 23.45 本次获利 0.9699999999999989 总获利 61.91999999999999 2013-05-24 09:40:00 100初仓累计： 289.65292001280113\n",
|
||
"买入 23.77 2013-05-29 10:45:00 bottom\n",
|
||
"卖出 23.69 本次获利 -0.0799999999999983 总获利 61.83999999999999 2013-05-30 11:28:00 100初仓累计： 288.67806794712914\n",
|
||
"买入 22.53 2013-06-06 09:45:00 bottom\n",
|
||
"卖出 21.89 本次获利 -0.6400000000000006 总获利 61.19999999999999 2013-06-07 14:47:00 100初仓累计： 280.47771448569273\n",
|
||
"买入 17.6 2013-06-28 13:06:00 bottom\n",
|
||
"卖出 17.18 本次获利 -0.4200000000000017 总获利 60.77999999999999 2013-07-08 10:31:00 100初仓累计： 273.78449629910233\n",
|
||
"买入 17.98 2013-07-11 10:55:00 bottom\n",
|
||
"卖出 18.13 本次获利 0.14999999999999858 总获利 60.929999999999986 2013-07-12 14:31:00 100初仓累计： 276.06857162974\n",
|
||
"买入 17.23 2013-07-23 11:00:00 bottom\n",
|
||
"卖出 17.39 本次获利 0.16000000000000014 总获利 61.08999999999999 2013-07-29 10:21:00 100初仓累计： 278.63217995595926\n",
|
||
"买入 17.6 2013-07-30 14:33:00 bottom\n",
|
||
"卖出 18.04 本次获利 0.4399999999999977 总获利 61.52999999999999 2013-08-05 10:27:00 100初仓累计： 285.5979844548582\n",
|
||
"买入 18.23 2013-08-06 13:46:00 bottom\n",
|
||
"卖出 19.35 本次获利 1.120000000000001 总获利 62.64999999999999 2013-08-16 10:22:00 100初仓累计： 303.144322501454\n",
|
||
"买入 18.69 2013-08-23 10:17:00 bottom\n",
|
||
"卖出 18.64 本次获利 -0.05000000000000071 总获利 62.599999999999994 2013-08-29 09:50:00 100初仓累计： 302.3333425054629\n",
|
||
"买入 19.01 2013-08-30 11:06:00 bottom\n",
|
||
"卖出 19.24 本次获利 0.22999999999999687 总获利 62.82999999999999 2013-09-06 11:07:00 100初仓累计： 305.99124196765416\n",
|
||
"买入 19.63 2013-09-09 10:57:00 bottom\n",
|
||
"卖出 20.69 本次获利 1.0600000000000023 总获利 63.88999999999999 2013-09-12 13:28:00 100初仓累计： 322.5144572751281\n",
|
||
"买入 20.35 2013-09-16 10:46:00 bottom\n",
|
||
"卖出 19.95 本次获利 -0.40000000000000213 总获利 63.489999999999995 2013-09-24 13:36:00 100初仓累计： 316.1751067635777\n",
|
||
"买入 20.28 2013-10-18 14:07:00 bottom\n",
|
||
"卖出 20.18 本次获利 -0.10000000000000142 总获利 63.38999999999999 2013-10-25 09:59:00 100初仓累计： 314.61605791365866\n",
|
||
"买入 19.18 2013-11-01 11:08:00 bottom\n",
|
||
"卖出 19.3 本次获利 0.120000000000001 总获利 63.50999999999999 2013-11-07 11:02:00 100初仓累计： 316.5844586930976\n",
|
||
"买入 19.16 2013-11-15 10:44:00 bottom\n",
|
||
"卖出 19.85 本次获利 0.6900000000000013 总获利 64.19999999999999 2013-11-26 13:45:00 100初仓累计： 327.9854647733814\n",
|
||
"买入 20.63 2013-11-28 14:06:00 bottom\n",
|
||
"卖出 20.46 本次获利 -0.16999999999999815 总获利 64.02999999999999 2013-12-02 13:41:00 100初仓累计： 325.28272463710056\n",
|
||
"买入 20.78 2013-12-04 09:48:00 bottom\n",
|
||
"卖出 21.02 本次获利 0.23999999999999844 总获利 64.26999999999998 2013-12-10 13:28:00 100初仓累计： 329.03959922386207\n",
|
||
"买入 18.8 2013-12-24 10:01:00 bottom\n",
|
||
"卖出 18.38 本次获利 -0.4200000000000017 总获利 63.84999999999998 2013-12-26 14:16:00 100初仓累计： 321.68871456035026\n",
|
||
"买入 18.86 2013-12-30 10:18:00 bottom\n",
|
||
"卖出 18.69 本次获利 -0.16999999999999815 总获利 63.67999999999998 2013-12-31 10:03:00 100初仓累计： 318.7890813962326\n",
|
||
"买入 17.83 2014-01-16 10:33:00 bottom\n",
|
||
"卖出 17.8 本次获利 -0.029999999999997584 总获利 63.64999999999998 2014-01-17 11:27:00 100初仓累计： 318.2527004404341\n",
|
||
"买入 17.87 2014-01-21 10:22:00 bottom\n",
|
||
"卖出 17.73 本次获利 -0.14000000000000057 总获利 63.50999999999998 2014-01-27 10:56:00 100初仓累计： 315.75939444929475\n",
|
||
"买入 18.19 2014-02-11 14:57:00 bottom\n",
|
||
"卖出 17.84 本次获利 -0.3500000000000014 总获利 63.159999999999975 2014-02-21 10:58:00 100初仓累计： 309.6837601415843\n",
|
||
"买入 16.22 2014-03-13 10:53:00 bottom\n",
|
||
"卖出 16.27 本次获利 0.05000000000000071 总获利 63.20999999999998 2014-03-21 10:42:00 100初仓累计： 310.6383956537347\n",
|
||
"买入 16.69 2014-03-24 13:45:00 bottom\n",
|
||
"卖出 16.69 本次获利 0.0 总获利 63.20999999999998 2014-03-26 11:27:00 100初仓累计： 310.6383956537347\n",
|
||
"买入 16.62 2014-03-28 14:30:00 bottom\n",
|
||
"卖出 16.97 本次获利 0.34999999999999787 总获利 63.559999999999974 2014-04-04 09:43:00 100初仓累计： 317.1801187872369\n",
|
||
"买入 17.26 2014-04-08 13:49:00 bottom\n",
|
||
"卖出 18.84 本次获利 1.5799999999999983 总获利 65.13999999999997 2014-04-14 10:29:00 100初仓累计： 346.2151470423837\n",
|
||
"买入 17.01 2014-04-29 14:38:00 bottom\n",
|
||
"卖出 17.36 本次获利 0.34999999999999787 总获利 65.48999999999997 2014-05-15 13:40:00 100初仓累计： 353.33891550004586\n",
|
||
"买入 17.39 2014-05-21 13:50:00 bottom\n",
|
||
"卖出 17.41 本次获利 0.019999999999999574 总获利 65.50999999999996 2014-05-23 10:24:00 100初仓累计： 353.7452857306382\n",
|
||
"买入 17.47 2014-05-28 13:42:00 bottom\n",
|
||
"卖出 18.01 本次获利 0.5400000000000027 总获利 66.04999999999997 2014-06-17 10:47:00 100初仓累计： 364.6795990846477\n",
|
||
"买入 17.68 2014-06-23 10:37:00 bottom\n",
|
||
"卖出 17.6 本次获利 -0.0799999999999983 总获利 65.96999999999997 2014-06-24 14:43:00 100初仓累计： 363.029465152138\n",
|
||
"买入 17.83 2014-06-30 11:02:00 bottom\n",
|
||
"卖出 17.96 本次获利 0.13000000000000256 总获利 66.09999999999997 2014-07-07 14:21:00 100初仓累计： 365.6763429126416\n",
|
||
"买入 17.83 2014-07-14 10:42:00 bottom\n",
|
||
"卖出 18.42 本次获利 0.5900000000000034 总获利 66.68999999999997 2014-07-16 13:12:00 100初仓累计： 377.77668179758047\n",
|
||
"买入 18.68 2014-07-18 10:52:00 bottom\n"
|
||
]
|
||
},
|
||
{
|
||
"name": "stdout",
|
||
"output_type": "stream",
|
||
"text": [
|
||
"卖出 20.82 本次获利 2.1400000000000006 总获利 68.82999999999997 2014-08-06 10:06:00 100初仓累计： 421.05516675726045\n",
|
||
"买入 21.03 2014-08-12 09:54:00 bottom\n",
|
||
"卖出 20.92 本次获利 -0.10999999999999943 总获利 68.71999999999997 2014-08-14 14:35:00 100初仓累计： 418.8527859515877\n",
|
||
"买入 21.05 2014-08-18 14:45:00 bottom\n",
|
||
"卖出 20.81 本次获利 -0.240000000000002 总获利 68.47999999999996 2014-08-20 11:07:00 100初仓累计： 414.0772672519021\n",
|
||
"买入 20.44 2014-08-29 10:24:00 bottom\n",
|
||
"卖出 20.9 本次获利 0.4599999999999973 总获利 68.93999999999996 2014-09-10 10:38:00 100初仓累计： 423.3960315834027\n",
|
||
"买入 20.15 2014-09-19 10:22:00 bottom\n",
|
||
"卖出 20.28 本次获利 0.13000000000000256 总获利 69.06999999999996 2014-09-26 14:24:00 100初仓累计： 426.12761888394084\n",
|
||
"买入 20.38 2014-10-08 14:10:00 bottom\n",
|
||
"卖出 20.23 本次获利 -0.14999999999999858 总获利 68.91999999999996 2014-10-13 13:27:00 100初仓累计： 422.9912526998098\n",
|
||
"买入 19.46 2014-10-28 14:31:00 bottom\n",
|
||
"卖出 20.3 本次获利 0.8399999999999999 总获利 69.75999999999996 2014-11-06 10:32:00 100初仓累计： 441.24986792426205\n",
|
||
"买入 20.52 2014-11-10 09:54:00 bottom\n",
|
||
"卖出 20.77 本次获利 0.25 总获利 70.00999999999996 2014-11-18 11:10:00 100初仓累计： 446.62571914166284\n",
|
||
"买入 20.72 2014-11-19 13:36:00 bottom\n",
|
||
"卖出 20.64 本次获利 -0.0799999999999983 总获利 69.92999999999996 2014-11-20 10:40:00 100初仓累计： 444.9012955156333\n",
|
||
"买入 20.97 2014-11-24 09:58:00 bottom\n",
|
||
"卖出 21.41 本次获利 0.4400000000000013 总获利 70.36999999999996 2014-11-27 13:21:00 100初仓累计： 454.236372770134\n",
|
||
"买入 23.31 2014-12-03 10:10:00 bottom\n",
|
||
"卖出 25.85 本次获利 2.5400000000000027 总获利 72.90999999999997 2014-12-12 10:48:00 100初仓累计： 503.73274286177457\n",
|
||
"买入 25.87 2014-12-16 10:19:00 bottom\n",
|
||
"卖出 25.72 本次获利 -0.15000000000000213 总获利 72.75999999999996 2014-12-17 10:29:00 100初仓累计： 500.81198865113413\n",
|
||
"买入 27.66 2014-12-19 14:42:00 bottom\n",
|
||
"卖出 27.39 本次获利 -0.2699999999999996 总获利 72.48999999999997 2014-12-22 13:37:00 100初仓累计： 495.92336837145933\n",
|
||
"买入 27.16 2014-12-26 14:39:00 bottom\n",
|
||
"卖出 27.48 本次获利 0.3200000000000003 总获利 72.80999999999997 2014-12-30 10:43:00 100初仓累计： 501.76635356582113\n",
|
||
"买入 27.26 2014-12-31 10:04:00 bottom\n",
|
||
"卖出 29.18 本次获利 1.9199999999999982 总获利 74.72999999999998 2015-01-08 11:10:00 100初仓累计： 537.1071972505744\n",
|
||
"买入 28.04 2015-01-15 13:42:00 bottom\n",
|
||
"卖出 27.47 本次获利 -0.5700000000000003 总获利 74.15999999999997 2015-01-19 09:59:00 100初仓累计： 526.1888269783623\n",
|
||
"买入 26.86 2015-01-21 10:50:00 bottom\n",
|
||
"卖出 27.18 本次获利 0.3200000000000003 总获利 74.47999999999996 2015-01-23 14:19:00 100初仓累计： 532.4576439788491\n",
|
||
"买入 27.61 2015-01-27 09:57:00 bottom\n",
|
||
"卖出 27.4 本次获利 -0.21000000000000085 总获利 74.26999999999995 2015-01-27 14:52:00 100初仓累计： 528.4078031517735\n",
|
||
"买入 25.45 2015-02-10 10:50:00 bottom\n",
|
||
"卖出 26.75 本次获利 1.3000000000000007 总获利 75.56999999999995 2015-03-03 13:01:00 100初仓累计： 555.3991644129643\n",
|
||
"买入 26.45 2015-03-11 10:19:00 bottom\n",
|
||
"卖出 30.33 本次获利 3.879999999999999 总获利 79.44999999999995 2015-03-27 13:01:00 100初仓累计： 636.8717072455654\n",
|
||
"买入 32.48 2015-03-30 10:15:00 bottom\n",
|
||
"卖出 33.07 本次获利 0.5900000000000034 总获利 80.03999999999995 2015-04-08 13:24:00 100初仓累计： 648.4404974941765\n",
|
||
"买入 32.55 2015-04-10 10:58:00 bottom\n",
|
||
"卖出 34.1 本次获利 1.5500000000000043 总获利 81.58999999999995 2015-04-15 10:10:00 100初仓累计： 679.3186164224707\n",
|
||
"买入 33.78 2015-04-17 13:48:00 bottom\n",
|
||
"卖出 34.59 本次获利 0.8100000000000023 总获利 82.39999999999995 2015-04-23 14:57:00 100初仓累计： 695.6077839565796\n",
|
||
"买入 30.92 2015-05-12 14:30:00 bottom\n",
|
||
"卖出 30.72 本次获利 -0.20000000000000284 总获利 82.19999999999995 2015-05-14 13:17:00 100初仓累计： 691.1083804381024\n",
|
||
"买入 29.86 2015-05-18 10:57:00 bottom\n",
|
||
"卖出 33.09 本次获利 3.230000000000004 总获利 85.42999999999995 2015-05-27 10:42:00 100初仓累计： 765.8665876991563\n",
|
||
"买入 31.41 2015-06-01 10:08:00 bottom\n",
|
||
"卖出 34.97 本次获利 3.5599999999999987 总获利 88.98999999999995 2015-06-04 10:55:00 100初仓累计： 852.6696775498087\n",
|
||
"买入 35.51 2015-06-12 09:59:00 bottom\n",
|
||
"卖出 34.39 本次获利 -1.1199999999999974 总获利 87.86999999999995 2015-06-17 10:34:00 100初仓累计： 825.7761253432251\n",
|
||
"买入 34.89 2015-06-18 09:32:00 bottom\n",
|
||
"卖出 34.59 本次获利 -0.29999999999999716 总获利 87.56999999999995 2015-06-18 13:40:00 100初仓累计： 818.6757287366626\n",
|
||
"买入 32.77 2015-06-24 10:15:00 bottom\n",
|
||
"卖出 31.4 本次获利 -1.3700000000000045 总获利 86.19999999999995 2015-06-26 10:23:00 100初仓累计： 784.4497370256698\n",
|
||
"买入 31.56 2015-07-01 10:15:00 bottom\n",
|
||
"卖出 26.68 本次获利 -4.879999999999999 总获利 81.31999999999995 2015-07-06 09:57:00 100初仓累计： 663.1533264843115\n",
|
||
"买入 25.05 2015-07-22 10:25:00 bottom\n",
|
||
"卖出 24.95 本次获利 -0.10000000000000142 总获利 81.21999999999994 2015-07-22 14:48:00 100初仓累计： 660.5060078157114\n",
|
||
"买入 25.18 2015-07-23 13:57:00 bottom\n",
|
||
"卖出 22.3 本次获利 -2.879999999999999 总获利 78.33999999999995 2015-08-03 10:21:00 100初仓累计： 584.9596494952488\n",
|
||
"买入 23.12 2015-08-07 10:06:00 bottom\n",
|
||
"卖出 25.57 本次获利 2.4499999999999993 总获利 80.78999999999995 2015-08-14 14:32:00 100初仓累计： 646.9471556052557\n",
|
||
"买入 25.92 2015-08-17 14:50:00 bottom\n",
|
||
"卖出 24.08 本次获利 -1.8400000000000034 总获利 78.94999999999995 2015-08-20 10:11:00 100初仓累计： 601.0218945592036\n",
|
||
"买入 8.76 2015-08-28 09:57:00 bottom\n",
|
||
"卖出 9.62 本次获利 0.8599999999999994 总获利 79.80999999999995 2015-09-08 09:57:00 100初仓累计： 660.0263271300843\n",
|
||
"买入 8.84 2015-09-17 10:00:00 bottom\n",
|
||
"卖出 8.91 本次获利 0.07000000000000028 总获利 79.87999999999994 2015-09-18 10:14:00 100初仓累计： 665.2527799467252\n",
|
||
"买入 9.03 2015-09-22 09:35:00 bottom\n",
|
||
"卖出 8.9 本次获利 -0.129999999999999 总获利 79.74999999999994 2015-09-24 13:03:00 100初仓累计： 655.6754974004269\n",
|
||
"买入 8.9 2015-10-08 10:41:00 bottom\n",
|
||
"卖出 9.26 本次获利 0.35999999999999943 总获利 80.10999999999994 2015-10-14 10:15:00 100初仓累计： 682.1972029132531\n",
|
||
"买入 8.96 2015-10-23 11:06:00 bottom\n",
|
||
"卖出 9.15 本次获利 0.1899999999999995 总获利 80.29999999999994 2015-10-27 10:03:00 100初仓累计： 696.6634382428867\n",
|
||
"买入 9.24 2015-11-04 13:54:00 bottom\n",
|
||
"卖出 10.08 本次获利 0.8399999999999999 总获利 81.13999999999994 2015-11-10 13:03:00 100初仓累计： 759.9964780831491\n",
|
||
"买入 10.17 2015-11-20 11:12:00 bottom\n",
|
||
"卖出 10.34 本次获利 0.16999999999999993 总获利 81.30999999999995 2015-11-24 09:31:00 100初仓累计： 772.7004506764761\n",
|
||
"买入 10.22 2015-11-25 11:12:00 bottom\n",
|
||
"卖出 10.2 本次获利 -0.02000000000000135 总获利 81.28999999999995 2015-11-26 14:45:00 100初仓累计： 771.1883167221189\n",
|
||
"买入 9.39 2015-12-01 11:24:00 bottom\n",
|
||
"卖出 9.75 本次获利 0.35999999999999943 总获利 81.64999999999995 2015-12-04 13:41:00 100初仓累计： 800.7546419638613\n",
|
||
"买入 9.8 2015-12-15 09:40:00 bottom\n",
|
||
"卖出 9.92 本次获利 0.11999999999999922 总获利 81.76999999999995 2015-12-24 09:59:00 100初仓累计： 810.5598008450514\n",
|
||
"买入 8.25 2016-01-20 10:24:00 bottom\n",
|
||
"卖出 8.0 本次获利 -0.25 总获利 81.51999999999995 2016-01-22 10:24:00 100初仓累计： 785.9973826376256\n",
|
||
"买入 8.05 2016-01-25 10:33:00 bottom\n",
|
||
"卖出 7.5 本次获利 -0.5500000000000007 总获利 80.96999999999996 2016-01-28 14:34:00 100初仓累计： 732.295698109589\n",
|
||
"买入 7.21 2016-02-02 13:26:00 bottom\n",
|
||
"卖出 7.08 本次获利 -0.1299999999999999 总获利 80.83999999999996 2016-02-15 10:59:00 100初仓累计： 719.0920308759903\n",
|
||
"买入 7.3 2016-02-16 13:43:00 bottom\n",
|
||
"卖出 7.72 本次获利 0.41999999999999993 总获利 81.25999999999996 2016-02-25 11:04:00 100初仓累计： 760.4644490907734\n",
|
||
"买入 7.28 2016-03-01 14:20:00 bottom\n",
|
||
"卖出 7.89 本次获利 0.6099999999999994 总获利 81.86999999999996 2016-03-08 10:26:00 100初仓累计： 824.1846845228299\n",
|
||
"买入 7.97 2016-03-14 10:37:00 bottom\n",
|
||
"卖出 7.91 本次获利 -0.05999999999999961 总获利 81.80999999999996 2016-03-16 10:37:00 100初仓累计： 817.9800319417296\n",
|
||
"买入 7.94 2016-03-17 14:49:00 bottom\n",
|
||
"卖出 8.12 本次获利 0.17999999999999883 总获利 81.98999999999995 2016-03-24 10:50:00 100初仓累计： 836.5236598698796\n",
|
||
"买入 7.98 2016-03-30 10:49:00 bottom\n",
|
||
"卖出 8.06 本次获利 0.08000000000000007 总获利 82.06999999999995 2016-04-01 10:53:00 100初仓累计： 844.9098619738382\n",
|
||
"买入 8.28 2016-04-12 11:21:00 bottom\n",
|
||
"卖出 8.5 本次获利 0.22000000000000064 总获利 82.28999999999995 2016-04-18 09:57:00 100初仓累计： 867.3591578233847\n",
|
||
"买入 8.16 2016-04-27 10:19:00 bottom\n",
|
||
"卖出 8.08 本次获利 -0.08000000000000007 总获利 82.20999999999995 2016-04-29 09:55:00 100初仓累计： 858.8556366682535\n",
|
||
"买入 8.12 2016-05-03 14:10:00 bottom\n",
|
||
"卖出 8.1 本次获利 -0.019999999999999574 总获利 82.18999999999996 2016-05-06 14:20:00 100初仓累计： 856.7402286961643\n",
|
||
"买入 7.69 2016-05-27 13:20:00 bottom\n",
|
||
"卖出 7.88 本次获利 0.1899999999999995 总获利 82.37999999999995 2016-06-02 10:26:00 100初仓累计： 877.9080626951592\n",
|
||
"买入 7.78 2016-06-22 10:27:00 bottom\n",
|
||
"卖出 7.73 本次获利 -0.04999999999999982 总获利 82.32999999999996 2016-06-23 11:11:00 100初仓累计： 872.2659800300232\n",
|
||
"买入 7.85 2016-06-29 10:42:00 bottom\n",
|
||
"卖出 8.01 本次获利 0.16000000000000014 总获利 82.48999999999995 2016-07-07 10:34:00 100初仓累计： 890.0446496866862\n",
|
||
"买入 8.09 2016-07-13 10:29:00 bottom\n",
|
||
"卖出 8.32 本次获利 0.23000000000000043 总获利 82.71999999999996 2016-07-25 13:09:00 100初仓累计： 915.3487621005228\n",
|
||
"买入 8.82 2016-08-02 14:54:00 bottom\n",
|
||
"卖出 9.18 本次获利 0.35999999999999943 总获利 83.07999999999996 2016-08-05 13:02:00 100初仓累计： 952.7099360638092\n",
|
||
"买入 9.17 2016-08-11 10:37:00 bottom\n",
|
||
"卖出 8.94 本次获利 -0.23000000000000043 总获利 82.84999999999995 2016-08-12 10:07:00 100初仓累计： 928.8142670022305\n",
|
||
"买入 9.09 2016-08-15 11:29:00 bottom\n"
|
||
]
|
||
},
|
||
{
|
||
"name": "stdout",
|
||
"output_type": "stream",
|
||
"text": [
|
||
"卖出 8.85 本次获利 -0.2400000000000002 总获利 82.60999999999996 2016-08-24 09:31:00 100初仓累计： 904.2911180384752\n",
|
||
"买入 9.03 2016-09-06 14:00:00 bottom\n",
|
||
"卖出 9.15 本次获利 0.120000000000001 总获利 82.72999999999996 2016-09-08 13:49:00 100初仓累计： 916.3082757532724\n",
|
||
"买入 8.85 2016-09-14 14:40:00 bottom\n",
|
||
"卖出 9.01 本次获利 0.16000000000000014 总获利 82.88999999999996 2016-09-27 10:23:00 100初仓累计： 932.8743010776253\n",
|
||
"买入 9.03 2016-09-30 10:51:00 bottom\n",
|
||
"卖出 9.22 本次获利 0.19000000000000128 总获利 83.07999999999996 2016-10-13 13:14:00 100初仓累计： 952.5028854856818\n",
|
||
"买入 9.32 2016-10-24 14:47:00 bottom\n",
|
||
"卖出 9.63 本次获利 0.3100000000000005 总获利 83.38999999999996 2016-10-31 09:59:00 100初仓累计： 984.1848484149265\n",
|
||
"买入 9.64 2016-11-01 11:19:00 bottom\n",
|
||
"卖出 10.05 本次获利 0.41000000000000014 总获利 83.79999999999995 2016-11-04 13:26:00 100初仓累计： 1026.0433326317439\n",
|
||
"买入 10.08 2016-11-28 10:17:00 bottom\n",
|
||
"卖出 10.84 本次获利 0.7599999999999998 总获利 84.55999999999996 2016-12-08 14:38:00 100初仓累计： 1103.4037426317561\n",
|
||
"买入 10.23 2016-12-14 10:49:00 bottom\n",
|
||
"卖出 10.08 本次获利 -0.15000000000000036 总获利 84.40999999999995 2016-12-19 13:23:00 100初仓累计： 1087.224802123959\n",
|
||
"买入 10.11 2016-12-21 14:43:00 bottom\n",
|
||
"卖出 9.99 本次获利 -0.11999999999999922 总获利 84.28999999999995 2016-12-30 13:56:00 100初仓累计： 1074.3200566981554\n",
|
||
"买入 10.18 2017-01-04 11:18:00 bottom\n",
|
||
"卖出 10.37 本次获利 0.1899999999999995 总获利 84.47999999999995 2017-01-13 09:50:00 100初仓累计： 1094.3712168919324\n",
|
||
"买入 10.72 2017-01-19 11:09:00 bottom\n",
|
||
"卖出 11.42 本次获利 0.6999999999999993 总获利 85.17999999999995 2017-02-20 10:31:00 100初仓累计： 1165.8320239650993\n",
|
||
"买入 11.47 2017-02-21 10:53:00 bottom\n",
|
||
"卖出 11.43 本次获利 -0.040000000000000924 总获利 85.13999999999994 2017-02-23 11:08:00 100初仓累计： 1161.766349949528\n",
|
||
"买入 11.47 2017-03-01 14:03:00 bottom\n",
|
||
"卖出 11.55 本次获利 0.08000000000000007 总获利 85.21999999999994 2017-03-08 15:00:00 100初仓累计： 1169.8693410564124\n",
|
||
"买入 11.19 2017-03-13 13:34:00 bottom\n",
|
||
"卖出 11.31 本次获利 0.120000000000001 总获利 85.33999999999995 2017-03-24 09:42:00 100初仓累计： 1182.414856778197\n",
|
||
"买入 11.42 2017-04-05 10:16:00 bottom\n",
|
||
"卖出 11.37 本次获利 -0.05000000000000071 总获利 85.28999999999995 2017-04-19 13:01:00 100初仓累计： 1177.2379090690104\n",
|
||
"买入 11.52 2017-04-21 09:33:00 bottom\n",
|
||
"卖出 11.05 本次获利 -0.46999999999999886 总获利 84.81999999999995 2017-05-04 11:30:00 100初仓累计： 1129.2082374316462\n",
|
||
"买入 10.67 2017-05-12 14:36:00 bottom\n",
|
||
"卖出 11.0 本次获利 0.33000000000000007 总获利 85.14999999999995 2017-05-19 14:16:00 100初仓累计： 1164.1322035377798\n",
|
||
"买入 10.85 2017-05-25 10:54:00 bottom\n",
|
||
"卖出 11.4 本次获利 0.5500000000000007 总获利 85.69999999999995 2017-06-07 14:21:00 100初仓累计： 1223.1435133945338\n",
|
||
"买入 11.53 2017-06-09 10:58:00 bottom\n",
|
||
"卖出 11.73 本次获利 0.20000000000000107 总获利 85.89999999999995 2017-06-14 13:35:00 100初仓累计： 1244.3602265496863\n",
|
||
"买入 11.68 2017-06-19 14:32:00 bottom\n",
|
||
"卖出 13.01 本次获利 1.33 总获利 87.22999999999995 2017-07-04 10:34:00 100初仓累计： 1386.0553550865943\n",
|
||
"买入 13.11 2017-07-05 10:16:00 bottom\n",
|
||
"卖出 13.17 本次获利 0.0600000000000005 总获利 87.28999999999995 2017-07-12 10:43:00 100初仓累计： 1392.3988578558694\n",
|
||
"买入 13.54 2017-07-13 10:34:00 bottom\n",
|
||
"卖出 13.94 本次获利 0.40000000000000036 总获利 87.68999999999996 2017-07-21 13:38:00 100初仓累计： 1433.5332406581108\n",
|
||
"买入 6.76 2017-07-28 11:23:00 bottom\n",
|
||
"卖出 7.0 本次获利 0.2400000000000002 总获利 87.92999999999995 2017-08-07 10:54:00 100初仓累计： 1484.4279119240791\n",
|
||
"买入 6.8 2017-08-18 11:20:00 bottom\n",
|
||
"卖出 6.8 本次获利 0.0 总获利 87.92999999999995 2017-08-24 14:00:00 100初仓累计： 1484.4279119240791\n",
|
||
"买入 7.17 2017-08-31 11:18:00 bottom\n",
|
||
"卖出 7.39 本次获利 0.21999999999999975 总获利 88.14999999999995 2017-09-07 13:04:00 100初仓累计： 1529.9752118715403\n",
|
||
"买入 7.47 2017-09-12 10:46:00 bottom\n",
|
||
"卖出 7.36 本次获利 -0.10999999999999943 总获利 88.03999999999995 2017-09-22 10:52:00 100初仓累计： 1507.4454564089071\n",
|
||
"买入 7.38 2017-09-26 14:37:00 bottom\n",
|
||
"卖出 7.82 本次获利 0.4400000000000004 总获利 88.47999999999995 2017-10-17 13:37:00 100初仓累计： 1597.320253267975\n",
|
||
"买入 7.62 2017-10-24 13:42:00 bottom\n",
|
||
"卖出 8.56 本次获利 0.9400000000000004 总获利 89.41999999999994 2017-11-02 10:53:00 100初仓累计： 1794.365008920455\n",
|
||
"买入 8.56 2017-11-06 14:19:00 bottom\n",
|
||
"卖出 8.68 本次获利 0.11999999999999922 总获利 89.53999999999995 2017-11-08 14:00:00 100初仓累计： 1819.5196585782182\n",
|
||
"买入 8.66 2017-11-10 10:10:00 bottom\n",
|
||
"卖出 8.98 本次获利 0.3200000000000003 总获利 89.85999999999996 2017-11-14 13:42:00 100初仓累计： 1886.753641343233\n",
|
||
"买入 8.77 2017-11-17 09:32:00 bottom\n",
|
||
"卖出 8.4 本次获利 -0.3699999999999992 总获利 89.48999999999995 2017-11-20 10:53:00 100初仓累计： 1807.1528605796077\n",
|
||
"买入 8.57 2017-11-21 14:02:00 bottom\n",
|
||
"卖出 8.84 本次获利 0.2699999999999996 总获利 89.75999999999995 2017-11-23 10:46:00 100初仓累计： 1864.0876648219057\n",
|
||
"买入 7.73 2017-12-11 13:43:00 bottom\n",
|
||
"卖出 7.6 本次获利 -0.13000000000000078 总获利 89.62999999999995 2017-12-18 10:11:00 100初仓累计： 1832.7381956851852\n",
|
||
"买入 8.08 2017-12-21 14:48:00 bottom\n",
|
||
"卖出 8.77 本次获利 0.6899999999999995 总获利 90.31999999999995 2018-01-11 13:09:00 100初仓累计： 1989.2467792276082\n",
|
||
"买入 9.06 2018-01-19 10:16:00 bottom\n",
|
||
"卖出 8.98 本次获利 -0.08000000000000007 总获利 90.23999999999995 2018-01-26 13:04:00 100初仓累计： 1971.6816862542958\n",
|
||
"买入 9.03 2018-01-29 11:24:00 bottom\n",
|
||
"卖出 8.38 本次获利 -0.6499999999999986 总获利 89.58999999999995 2018-02-08 13:44:00 100初仓累计： 1829.7555405106314\n",
|
||
"买入 7.92 2018-02-12 13:53:00 bottom\n",
|
||
"卖出 8.41 本次获利 0.4900000000000002 总获利 90.07999999999994 2018-03-02 09:47:00 100初仓累计： 1942.9601130927285\n",
|
||
"买入 8.33 2018-03-06 14:23:00 bottom\n",
|
||
"卖出 8.33 本次获利 0.0 总获利 90.07999999999994 2018-03-14 10:32:00 100初仓累计： 1942.9601130927285\n",
|
||
"买入 8.45 2018-03-16 10:26:00 bottom\n",
|
||
"卖出 8.2 本次获利 -0.25 总获利 89.82999999999994 2018-03-21 14:29:00 100初仓累计： 1885.4760860781507\n",
|
||
"买入 7.93 2018-03-27 11:29:00 bottom\n",
|
||
"卖出 8.38 本次获利 0.45000000000000107 总获利 90.27999999999994 2018-04-17 14:32:00 100初仓累计： 1992.470315426848\n",
|
||
"买入 8.37 2018-04-24 10:54:00 bottom\n",
|
||
"卖出 8.23 本次获利 -0.1399999999999988 总获利 90.13999999999994 2018-04-26 13:45:00 100初仓累计： 1959.1434523253238\n",
|
||
"买入 8.21 2018-05-07 14:06:00 bottom\n",
|
||
"卖出 8.49 本次获利 0.27999999999999936 总获利 90.41999999999994 2018-05-24 13:14:00 100初仓累计： 2025.959550577588\n",
|
||
"买入 8.7 2018-05-28 11:26:00 bottom\n",
|
||
"卖出 8.52 本次获利 -0.17999999999999972 总获利 90.23999999999995 2018-05-30 10:06:00 100初仓累计： 1984.0431460828795\n",
|
||
"买入 8.56 2018-05-31 13:15:00 bottom\n",
|
||
"卖出 8.84 本次获利 0.27999999999999936 总获利 90.51999999999995 2018-06-08 11:06:00 100初仓累计： 2048.94175366503\n",
|
||
"买入 8.96 2018-06-11 14:18:00 bottom\n",
|
||
"卖出 9.51 本次获利 0.5499999999999989 总获利 91.06999999999995 2018-06-14 14:19:00 100初仓累计： 2174.713847919021\n",
|
||
"买入 9.55 2018-06-15 14:09:00 bottom\n",
|
||
"卖出 8.73 本次获利 -0.8200000000000003 总获利 90.24999999999994 2018-06-26 13:17:00 100初仓累计： 1987.9844913437753\n",
|
||
"买入 8.12 2018-07-06 13:52:00 bottom\n",
|
||
"卖出 8.7 本次获利 0.5800000000000001 总获利 90.82999999999994 2018-07-27 13:23:00 100初仓累计： 2129.983383582616\n",
|
||
"买入 8.64 2018-08-01 11:03:00 bottom\n",
|
||
"卖出 7.93 本次获利 -0.7100000000000009 总获利 90.11999999999995 2018-08-03 10:31:00 100初仓累计： 1954.9500268298777\n",
|
||
"买入 7.97 2018-08-08 09:32:00 bottom\n",
|
||
"卖出 7.68 本次获利 -0.29000000000000004 总获利 89.82999999999994 2018-08-15 14:34:00 100初仓累计： 1883.8163370205095\n",
|
||
"买入 7.65 2018-08-27 10:08:00 bottom\n",
|
||
"卖出 7.73 本次获利 0.08000000000000007 总获利 89.90999999999994 2018-09-07 13:40:00 100初仓累计： 1903.5163771462142\n",
|
||
"买入 7.69 2018-09-12 10:12:00 bottom\n",
|
||
"卖出 7.97 本次获利 0.27999999999999936 总获利 90.18999999999994 2018-09-18 10:46:00 100初仓累计： 1972.8251659109656\n",
|
||
"买入 8.36 2018-09-25 09:34:00 bottom\n",
|
||
"卖出 8.46 本次获利 0.10000000000000142 总获利 90.28999999999994 2018-10-08 10:13:00 100初仓累计： 1996.4235530630108\n",
|
||
"买入 8.55 2018-10-10 11:26:00 bottom\n",
|
||
"卖出 7.92 本次获利 -0.6300000000000008 总获利 89.65999999999994 2018-10-15 13:35:00 100初仓累计： 1849.3186596794203\n",
|
||
"买入 7.51 2018-11-02 10:08:00 bottom\n",
|
||
"卖出 7.47 本次获利 -0.040000000000000036 总获利 89.61999999999993 2018-11-09 10:15:00 100初仓累计： 1839.4687600273328\n",
|
||
"买入 7.49 2018-11-14 10:05:00 bottom\n",
|
||
"卖出 7.57 本次获利 0.08000000000000007 总获利 89.69999999999993 2018-11-20 14:01:00 100初仓累计： 1859.115956396116\n",
|
||
"买入 7.54 2018-11-29 10:56:00 bottom\n",
|
||
"卖出 7.65 本次获利 0.11000000000000032 总获利 89.80999999999993 2018-12-06 10:32:00 100初仓累计： 1886.2383377228498\n",
|
||
"买入 7.73 2018-12-13 10:59:00 bottom\n",
|
||
"卖出 7.68 本次获利 -0.05000000000000071 总获利 89.75999999999993 2018-12-26 09:43:00 100初仓累计： 1874.0375722783292\n",
|
||
"买入 7.77 2019-01-09 14:47:00 bottom\n",
|
||
"卖出 9.09 本次获利 1.3200000000000003 总获利 91.07999999999993 2019-02-15 11:24:00 100初仓累计： 2192.4068895765786\n",
|
||
"买入 9.76 2019-03-01 10:26:00 bottom\n",
|
||
"卖出 10.46 本次获利 0.7000000000000011 总获利 91.77999999999993 2019-03-07 13:31:00 100初仓累计： 2349.6491869847355\n",
|
||
"买入 10.4 2019-03-11 10:58:00 bottom\n",
|
||
"卖出 10.24 本次获利 -0.16000000000000014 总获利 91.61999999999993 2019-03-14 14:16:00 100初仓累计： 2313.5007379542008\n",
|
||
"买入 11.0 2019-03-18 10:00:00 bottom\n"
|
||
]
|
||
},
|
||
{
|
||
"name": "stdout",
|
||
"output_type": "stream",
|
||
"text": [
|
||
"卖出 11.62 本次获利 0.6199999999999992 总获利 92.23999999999994 2019-03-22 13:38:00 100初仓累计： 2443.898052275256\n",
|
||
"买入 11.48 2019-03-27 10:21:00 bottom\n",
|
||
"卖出 13.43 本次获利 1.9499999999999993 总获利 94.18999999999994 2019-04-11 13:17:00 100初仓累计： 2859.020108193091\n",
|
||
"买入 13.5 2019-04-12 10:27:00 bottom\n",
|
||
"卖出 13.71 本次获利 0.21000000000000085 总获利 94.39999999999995 2019-04-18 09:55:00 100初仓累计： 2903.4937543205388\n",
|
||
"买入 13.66 2019-04-19 13:20:00 bottom\n",
|
||
"卖出 13.37 本次获利 -0.2900000000000009 总获利 94.10999999999994 2019-04-22 13:18:00 100初仓累计： 2841.8529645143194\n",
|
||
"买入 12.27 2019-04-29 14:50:00 bottom\n",
|
||
"卖出 11.4 本次获利 -0.8699999999999992 总获利 93.23999999999994 2019-05-06 11:24:00 100初仓累计： 2640.3523875683163\n",
|
||
"买入 11.71 2019-05-07 10:43:00 bottom\n",
|
||
"卖出 11.68 本次获利 -0.030000000000001137 总获利 93.20999999999994 2019-05-09 10:10:00 100初仓累计： 2633.5880347393622\n",
|
||
"买入 11.68 2019-05-10 11:12:00 bottom\n",
|
||
"卖出 11.69 本次获利 0.009999999999999787 总获利 93.21999999999994 2019-05-17 13:14:00 100初仓累计： 2635.84281901568\n",
|
||
"买入 11.25 2019-05-21 10:26:00 bottom\n",
|
||
"卖出 11.83 本次获利 0.5800000000000001 总获利 93.79999999999994 2019-05-29 10:36:00 100初仓累计： 2771.7351599071553\n",
|
||
"买入 11.6 2019-06-10 10:36:00 bottom\n",
|
||
"卖出 12.31 本次获利 0.7100000000000009 总获利 94.50999999999993 2019-06-14 13:19:00 100初仓累计： 2941.3844671083693\n",
|
||
"买入 12.53 2019-06-20 13:31:00 bottom\n",
|
||
"卖出 12.15 本次获利 -0.379999999999999 总获利 94.12999999999994 2019-06-25 11:27:00 100初仓累计： 2852.1804689039654\n",
|
||
"买入 12.37 2019-06-27 10:55:00 bottom\n",
|
||
"卖出 12.32 本次获利 -0.049999999999998934 总获利 94.07999999999994 2019-06-28 13:17:00 100初仓累计： 2840.6518493853564\n",
|
||
"买入 12.15 2019-07-15 13:47:00 bottom\n",
|
||
"卖出 12.19 本次获利 0.03999999999999915 总获利 94.11999999999995 2019-07-18 11:05:00 100初仓累计： 2850.0037896302465\n",
|
||
"买入 12.53 2019-07-19 13:33:00 bottom\n",
|
||
"卖出 12.41 本次获利 -0.11999999999999922 总获利 93.99999999999994 2019-07-23 14:05:00 100初仓累计： 2822.709260120619\n",
|
||
"买入 12.56 2019-07-30 10:11:00 bottom\n",
|
||
"卖出 11.94 本次获利 -0.620000000000001 总获利 93.37999999999994 2019-08-01 13:11:00 100初仓累计： 2683.371701101926\n",
|
||
"买入 11.17 2019-08-19 14:32:00 bottom\n",
|
||
"卖出 11.02 本次获利 -0.15000000000000036 总获利 93.22999999999993 2019-08-26 09:52:00 100初仓累计： 2647.3371661721776\n",
|
||
"买入 11.66 2019-08-30 10:54:00 bottom\n",
|
||
"卖出 11.62 本次获利 -0.040000000000000924 总获利 93.18999999999993 2019-09-02 10:48:00 100初仓累计： 2638.2553920172127\n",
|
||
"买入 12.11 2019-09-06 09:54:00 bottom\n",
|
||
"卖出 12.12 本次获利 0.009999999999999787 总获利 93.19999999999993 2019-09-16 11:11:00 100初仓累计： 2640.4339678983165\n",
|
||
"买入 11.69 2019-10-11 10:49:00 bottom\n",
|
||
"卖出 11.95 本次获利 0.2599999999999998 总获利 93.45999999999994 2019-10-18 11:20:00 100初仓累计： 2699.1604718892113\n",
|
||
"买入 11.93 2019-10-25 13:11:00 bottom\n",
|
||
"卖出 11.89 本次获利 -0.03999999999999915 总获利 93.41999999999993 2019-10-29 11:01:00 100初仓累计： 2690.1104786892474\n",
|
||
"买入 12.95 2019-11-18 13:32:00 bottom\n"
|
||
]
|
||
}
|
||
],
|
||
"source": [
|
||
"result_df=pd.DataFrame()\n",
|
||
"qs_mark_df=pd.DataFrame()\n",
|
||
"zs_no_pre=0\n",
|
||
"last_zg=0\n",
|
||
"last_zd=0\n",
|
||
"last_zsg_gg=0\n",
|
||
"last_zsg_dd=0\n",
|
||
"last_zsg_nos=''\n",
|
||
"last_zsg_dir=''\n",
|
||
"last_zsg_start_dir=''\n",
|
||
"last_zsg_end_dir=''\n",
|
||
"is_merge_last=False\n",
|
||
"is_buy=False\n",
|
||
"last_buy_price=0\n",
|
||
"profit=0\n",
|
||
"profit_100=100\n",
|
||
"for n, k in df.loc[(df[\"line\"]=='bottom') | (df[\"line\"]=='top')].iterrows():\n",
|
||
" #print(zs_no_pre,k.zs_no,zs_no_pre==0)\n",
|
||
" if zs_no_pre!=0 and (k.zs_no==0 or k.zs_no>zs_no_pre): #中枢结束\n",
|
||
" #print('中枢结束',zs_no_pre, '合并',is_merge_last)\n",
|
||
" last_zsg_end_dir='down' if k.line=='bottom' else 'up'\n",
|
||
" #print(last_zsg_start_dir,last_zsg_end_dir,last_zsg_dir,last_zsg_nos)\n",
|
||
" if is_merge_last:\n",
|
||
" #update last one\n",
|
||
" index=len(qs_mark_df)-1\n",
|
||
" qs_mark_df.ix[index,'zsg_gg']=last_zsg_gg \n",
|
||
" qs_mark_df.ix[index,'zsg_dd']=last_zsg_dd\n",
|
||
" qs_mark_df.ix[index,'zsg_nos']=last_zsg_nos\n",
|
||
" qs_mark_df.ix[index,'zsg_end_dir']=last_zsg_end_dir\n",
|
||
" else:\n",
|
||
" #append to list\n",
|
||
" #print(zs_no_pre,k.zs_no)\n",
|
||
" qs_mark_df=qs_mark_df.append({'zsg_start_dir':last_zsg_start_dir,'zsg_end_dir':last_zsg_end_dir, 'zsg_dir':last_zsg_dir, 'zsg_gg':last_zsg_gg, 'zsg_dd':last_zsg_dd, 'zsg_nos':last_zsg_nos},ignore_index=True)\n",
|
||
" \n",
|
||
" last_zs_k=df.loc[0:n].loc[df[\"zs_no\"]>0].iloc[-1] if k.zs_no==0 else df.loc[0:n-1].loc[df[\"zs_no\"]>0].iloc[-1]\n",
|
||
" last_zg=last_zs_k.zg\n",
|
||
" last_zd=last_zs_k.zd\n",
|
||
" #print(last_zs_k.zs_no,last_zg,last_zd)\n",
|
||
"\n",
|
||
" if k.zs_no!=0 and (zs_no_pre==0 or k.zs_no>zs_no_pre): #新中枢\n",
|
||
" #print('新中枢',k.zs_no,k.zg,k.zd)\n",
|
||
" #是否与前面中枢需要合并\n",
|
||
" if last_zsg_dd!=0 and last_zsg_gg!=0 and max(last_zsg_dd,k.dd)<min(last_zsg_gg,k.gg):\n",
|
||
" #print(last_zsg_gg,last_zsg_dd,k.gg,k.dd)\n",
|
||
" last_zsg_gg=max(last_zsg_gg,k.gg)\n",
|
||
" last_zsg_dd=min(last_zsg_dd,k.dd)\n",
|
||
" last_zsg_nos+=(str(int(k.zs_no))+',')\n",
|
||
" is_merge_last=True\n",
|
||
" else:\n",
|
||
" if last_zsg_dd==0:\n",
|
||
" last_zsg_dir=''\n",
|
||
" else:\n",
|
||
" last_zsg_dir='down' if k.gg<last_zsg_dd else 'up'\n",
|
||
" last_zsg_gg=k.gg\n",
|
||
" last_zsg_dd=k.dd\n",
|
||
" last_zsg_nos=(str(int(k.zs_no))+',')\n",
|
||
" last_zsg_start_dir='down' if k.line=='bottom' else 'up'\n",
|
||
" is_merge_last=False \n",
|
||
" \n",
|
||
"# if is_buy!=True and k.line=='bottom' and len(qs_mark_df)>=2: #找三买\n",
|
||
"# k1_dir=qs_mark_df.iloc[-2].zsg_dir\n",
|
||
"# k1_start_dir=qs_mark_df.iloc[-2].zsg_start_dir\n",
|
||
"# k1_end_dir=qs_mark_df.iloc[-2].zsg_end_dir\n",
|
||
"# k2_dir=qs_mark_df.iloc[-1].zsg_dir\n",
|
||
"# k2_start_dir=qs_mark_df.iloc[-1].zsg_start_dir\n",
|
||
"# k2_end_dir=qs_mark_df.iloc[-1].zsg_end_dir\n",
|
||
"# k2_gg=qs_mark_df.iloc[-1].zsg_gg \n",
|
||
"# k2_dd=qs_mark_df.iloc[-1].zsg_dd\n",
|
||
"# #print(k1_start_dir,k1_end_dir,k2_start_dir,k2_end_dir,k2_dir)\n",
|
||
"# #买点形态\n",
|
||
"# is_qs_ok=False\n",
|
||
"# if k1_start_dir=='down' and k1_end_dir=='down' and k2_start_dir=='down' and k2_end_dir=='down' and k2_dir=='down':\n",
|
||
"# is_qs_ok=True\n",
|
||
"# if k1_start_dir=='down' and k1_end_dir=='down' and k2_start_dir=='down' and k2_end_dir=='up' and k2_dir=='down':\n",
|
||
"# is_qs_ok=True\n",
|
||
"# #print('is_qs_ok')\n",
|
||
"# if is_qs_ok and k.low>k2_gg: #没有碰到中枢，反弹\n",
|
||
"# print('买入',k.close,k.trade_time, k.line, k2_gg, k2_dd)\n",
|
||
"# is_buy=True\n",
|
||
"# last_buy_price=k.close\n",
|
||
"\n",
|
||
" if is_buy!=True and k.line=='bottom' and len(qs_mark_df)>=2: #找买点\n",
|
||
" k2_dir=qs_mark_df.iloc[-1].zsg_dir\n",
|
||
" k2_start_dir=qs_mark_df.iloc[-1].zsg_start_dir\n",
|
||
" k2_end_dir=qs_mark_df.iloc[-1].zsg_end_dir\n",
|
||
" #print(k1_start_dir,k1_end_dir,k2_start_dir,k2_end_dir,k2_dir)\n",
|
||
" #买点形态\n",
|
||
" if k2_end_dir=='up' and k.low>last_zg: #没有碰到中枢，反弹\n",
|
||
" print('买入',k.close,k.trade_time, k.line)\n",
|
||
" is_buy=True\n",
|
||
" last_buy_price=k.close\n",
|
||
" \n",
|
||
" if is_buy and k.line=='top' and len(qs_mark_df)>=2: #找卖点\n",
|
||
" k2_dir=qs_mark_df.iloc[-1].zsg_dir\n",
|
||
" k2_start_dir=qs_mark_df.iloc[-1].zsg_start_dir\n",
|
||
" k2_end_dir=qs_mark_df.iloc[-1].zsg_end_dir\n",
|
||
" #print(k1_end_dir,k.high,last_zd)\n",
|
||
" #卖点形态\n",
|
||
" if k2_end_dir=='down' and k.high<last_zd: #没有碰到中枢zd，下反弹\n",
|
||
" #一股变几股\n",
|
||
" rate=1\n",
|
||
" trade_time=k.trade_time.strftime(\"%Y-%m-%d %H:%M:%S\")\n",
|
||
" if trade_time=='2015-08-20 10:11:00':\n",
|
||
" rate=2\n",
|
||
" elif trade_time=='2017-07-21 13:38:00':\n",
|
||
" rate=2\n",
|
||
" \n",
|
||
" profit+=k.close*rate-last_buy_price\n",
|
||
" profit_100=profit_100*(k.close*rate/last_buy_price)\n",
|
||
" print('卖出',k.close*rate,'本次获利',k.close*rate-last_buy_price,'总获利',profit,k.trade_time,'100初仓累计：',profit_100)\n",
|
||
" is_buy=False\n",
|
||
" \n",
|
||
" zs_no_pre=k.zs_no"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 228,
|
||
"metadata": {},
|
||
"outputs": [
|
||
{
|
||
"data": {
|
||
"text/plain": [
|
||
"10201"
|
||
]
|
||
},
|
||
"execution_count": 228,
|
||
"metadata": {},
|
||
"output_type": "execute_result"
|
||
}
|
||
],
|
||
"source": [
|
||
"len(df.loc[(df[\"line\"]=='bottom') | (df[\"line\"]=='top')])"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 215,
|
||
"metadata": {
|
||
"collapsed": true
|
||
},
|
||
"outputs": [
|
||
{
|
||
"data": {
|
||
"text/html": [
|
||
"<div>\n",
|
||
"<style scoped>\n",
|
||
" .dataframe tbody tr th:only-of-type {\n",
|
||
" vertical-align: middle;\n",
|
||
" }\n",
|
||
"\n",
|
||
" .dataframe tbody tr th {\n",
|
||
" vertical-align: top;\n",
|
||
" }\n",
|
||
"\n",
|
||
" .dataframe thead th {\n",
|
||
" text-align: right;\n",
|
||
" }\n",
|
||
"</style>\n",
|
||
"<table border=\"1\" class=\"dataframe\">\n",
|
||
" <thead>\n",
|
||
" <tr style=\"text-align: right;\">\n",
|
||
" <th></th>\n",
|
||
" <th>zsg_dd</th>\n",
|
||
" <th>zsg_dir</th>\n",
|
||
" <th>zsg_end_dir</th>\n",
|
||
" <th>zsg_gg</th>\n",
|
||
" <th>zsg_nos</th>\n",
|
||
" <th>zsg_start_dir</th>\n",
|
||
" </tr>\n",
|
||
" </thead>\n",
|
||
" <tbody>\n",
|
||
" <tr>\n",
|
||
" <th>0</th>\n",
|
||
" <td>23.61</td>\n",
|
||
" <td></td>\n",
|
||
" <td>up</td>\n",
|
||
" <td>24.33</td>\n",
|
||
" <td>1,</td>\n",
|
||
" <td>up</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>1</th>\n",
|
||
" <td>24.37</td>\n",
|
||
" <td>up</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>27.50</td>\n",
|
||
" <td>2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,18,...</td>\n",
|
||
" <td>up</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>2</th>\n",
|
||
" <td>24.06</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>24.19</td>\n",
|
||
" <td>31,</td>\n",
|
||
" <td>down</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>3</th>\n",
|
||
" <td>21.75</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>up</td>\n",
|
||
" <td>22.60</td>\n",
|
||
" <td>31,</td>\n",
|
||
" <td>down</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>4</th>\n",
|
||
" <td>20.61</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>21.23</td>\n",
|
||
" <td>32,</td>\n",
|
||
" <td>down</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>5</th>\n",
|
||
" <td>19.35</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>20.50</td>\n",
|
||
" <td>33,34,35,</td>\n",
|
||
" <td>down</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>6</th>\n",
|
||
" <td>17.35</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>up</td>\n",
|
||
" <td>17.58</td>\n",
|
||
" <td>36,</td>\n",
|
||
" <td>down</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>7</th>\n",
|
||
" <td>18.69</td>\n",
|
||
" <td>up</td>\n",
|
||
" <td>up</td>\n",
|
||
" <td>19.06</td>\n",
|
||
" <td>37,</td>\n",
|
||
" <td>up</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>8</th>\n",
|
||
" <td>19.54</td>\n",
|
||
" <td>up</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>20.60</td>\n",
|
||
" <td>38,</td>\n",
|
||
" <td>up</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>9</th>\n",
|
||
" <td>12.50</td>\n",
|
||
" <td>down</td>\n",
|
||
" <td>up</td>\n",
|
||
" <td>13.18</td>\n",
|
||
" <td>39,40,40,</td>\n",
|
||
" <td>down</td>\n",
|
||
" </tr>\n",
|
||
" </tbody>\n",
|
||
"</table>\n",
|
||
"</div>"
|
||
],
|
||
"text/plain": [
|
||
" zsg_dd zsg_dir zsg_end_dir zsg_gg \\\n",
|
||
"0 23.61 up 24.33 \n",
|
||
"1 24.37 up down 27.50 \n",
|
||
"2 24.06 down down 24.19 \n",
|
||
"3 21.75 down up 22.60 \n",
|
||
"4 20.61 down down 21.23 \n",
|
||
"5 19.35 down down 20.50 \n",
|
||
"6 17.35 down up 17.58 \n",
|
||
"7 18.69 up up 19.06 \n",
|
||
"8 19.54 up down 20.60 \n",
|
||
"9 12.50 down up 13.18 \n",
|
||
"\n",
|
||
" zsg_nos zsg_start_dir \n",
|
||
"0 1, up \n",
|
||
"1 2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,18,... up \n",
|
||
"2 31, down \n",
|
||
"3 31, down \n",
|
||
"4 32, down \n",
|
||
"5 33,34,35, down \n",
|
||
"6 36, down \n",
|
||
"7 37, up \n",
|
||
"8 38, up \n",
|
||
"9 39,40,40, down "
|
||
]
|
||
},
|
||
"execution_count": 215,
|
||
"metadata": {},
|
||
"output_type": "execute_result"
|
||
}
|
||
],
|
||
"source": [
|
||
"qs_mark_df.loc[0:9]"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 70,
|
||
"metadata": {
|
||
"collapsed": true
|
||
},
|
||
"outputs": [
|
||
{
|
||
"data": {
|
||
"text/plain": [
|
||
"direction\n",
|
||
"downdown 13.105517\n",
|
||
"upup 16.638000\n",
|
||
"Name: trade_price, dtype: float64"
|
||
]
|
||
},
|
||
"execution_count": 70,
|
||
"metadata": {},
|
||
"output_type": "execute_result"
|
||
}
|
||
],
|
||
"source": [
|
||
"result_df.groupby('direction')['trade_price'].mean()"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 255,
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": [
|
||
"outputpath='E:/jupyter/000425-10Y.csv'\n",
|
||
"df.to_csv(outputpath,sep=',',index=True,header=True)"
|
||
]
|
||
}
|
||
],
|
||
"metadata": {
|
||
"kernelspec": {
|
||
"display_name": "Python [conda root]",
|
||
"language": "python",
|
||
"name": "conda-root-py"
|
||
},
|
||
"language_info": {
|
||
"codemirror_mode": {
|
||
"name": "ipython",
|
||
"version": 3
|
||
},
|
||
"file_extension": ".py",
|
||
"mimetype": "text/x-python",
|
||
"name": "python",
|
||
"nbconvert_exporter": "python",
|
||
"pygments_lexer": "ipython3",
|
||
"version": "3.6.5"
|
||
}
|
||
},
|
||
"nbformat": 4,
|
||
"nbformat_minor": 2
|
||
}
|