炒股票的小伙伴们一般都有一个神奇的愿景，总认为按照自己的方法选择股票的买卖点，就一定能赚钱，今天我用程序模拟了一把买卖点和收益的实测，结果显示，无论我使用什么买卖点判断方法，总是有些股票赚钱，有些股票赔钱。比如按20日线的价格作为买卖点、10日线、5日线，以及3日线，交易量递增法、交易量递减法，等等。
如下为一种买卖点的判断示例，以及验证在某时间段内使用该方法的收益，有兴趣的小伙伴可以参考，欢迎大家有好的算法找我一起研究！
# Author Zhanhai
import tushare as ts
import datetime as dt
import json
import os
import time
class StockAnylize():
def __init__(self, stock_code):
self.stock_code = stock_code
def _get_today(self):
today = dt.datetime.today()
return str(today.strftime("%Y-%m-%d"))
def get_start_from_end(self, endday, day_duration):
edate = dt.datetime.strptime(endday, '%Y-%m-%d')
delta = dt.timedelta(days = day_duration)
sdate = edate - delta
return str(sdate.strftime("%Y-%m-%d"))
def get_suggests(self, date_day):
return "keep"
def down_load_data(self, date_day_start, date_day_end):
date_day_start = self.get_start_from_end(date_day_start, 20)
stock_data = ts.get_hist_data(self.stock_code, start = date_day_start, end = date_day_end)
if not stock_data is None:
stock_data.to_json("d:\\stock/single_data/" + self.stock_code + ".json", orient = "index", force_ascii = False)
def get_date_day_start(self, date_day_start, stock_info):
if date_day_start in stock_info:
return date_day_start
else:
for i in range(1, 8):
early_day = self.get_start_from_end(date_day_start, - i)
if early_day in stock_info:
return early_day
return None
def get_days_duration_from_start_to_end(self, date_day_start, date_day_end):
if date_day_start is None:
return 0
if date_day_end is None:
return 0
date1 = time.strptime(date_day_start, "%Y-%m-%d")
date2 = time.strptime(date_day_end, "%Y-%m-%d")
date1 = dt.datetime(date1[0],date1[1],date1[2])
date2 = dt.datetime(date2[0],date2[1],date2[2])
duration = date2 - date1
return duration.days
def get_early_day(self, cur_day, stock_info):
for i in range(1, 20):
early_day = self.get_start_from_end(cur_day, i)
if early_day in stock_info:
break
if not early_day in stock_info:
return None
return early_day
def get_next_day(self, cur_day, stock_info):
for i in range(1, 20):
early_day = self.get_start_from_end(cur_day, -i)
if early_day in stock_info:
break
if not early_day in stock_info:
return None
return early_day
def is_day_can_buy(self, judge_day, stock_info):
if self.is_day_can_sale(judge_day, stock_info):
return False
cur_close_price = stock_info[judge_day].get("close")
cur_open_price = stock_info[judge_day].get("open")
ma_5_price = stock_info[judge_day].get("ma5")
if cur_close_price > cur_open_price:
if ((cur_close_price + cur_open_price) / 2) > ma_5_price:
return True
else:
return False
return False
def get_price(self, day, stock_info):
open_price = stock_info[day].get("open")
close_price = stock_info[day].get("close")
if open_price > close_price:
return (close_price + open_price) / 2
else:
return close_price
def is_day_can_sale(self, judge_day, stock_info):
if judge_day == "2019-09-17":
print(stock_info[judge_day])
cur_price = self.get_price(judge_day, stock_info)
ma5_price = stock_info[judge_day].get("ma20")
#print("cur_price", cur_price, " ma5_price", ma5_price)
if cur_price < ma5_price:
return True
return False
def get_buy_date(self, date_day_start, date_day_end, stock_info):
date_day_start = self.get_date_day_start(date_day_start, stock_info)
duration = self.get_days_duration_from_start_to_end(date_day_start, date_day_end)
if duration < 3:
return None
for i in range(duration):
# 卖了不要马上买，至少要晚3天后再买
judge_day = self.get_start_from_end(date_day_start, -i - 3)
if not judge_day in stock_info:
continue
if self.is_day_can_buy(judge_day, stock_info):
return judge_day
return None
def get_sale_date(self, buy_date, date_day_end, stock_info):
date_day_start = self.get_date_day_start(buy_date, stock_info)
duration = self.get_days_duration_from_start_to_end(date_day_start, date_day_end)
for i in range(duration):
# -2的原因是买了不能马上卖，必须至少隔一天
judge_day = self.get_start_from_end(date_day_start, -2 - i)
if not judge_day in stock_info:
continue
if self.is_day_can_sale(judge_day, stock_info):
return judge_day
return None
def get_duration_income(self, buy_date, sale_date, stock_info):
buy_action_day = self.get_next_day(buy_date, stock_info)
sale_action_day = self.get_next_day(sale_date, stock_info)
if sale_action_day is None:
sale_action_day = sale_date
buy_price = stock_info[buy_action_day].get("open")
sale_price = stock_info[sale_action_day].get("open")
print("buy_action_day:", buy_action_day, " sale_action_day:", sale_action_day, " buy_price", buy_price, " sale_price", sale_price)
return sale_price - buy_price
def get_detail_transaction_data(self, detail_transaction_data, date_day_start, date_day_end, stock_info):
buy_date = self.get_buy_date(date_day_start, date_day_end, stock_info)
if not buy_date is None:
sale_date = self.get_sale_date(buy_date, date_day_end, stock_info)
if not sale_date is None:
income = self.get_duration_income(buy_date, sale_date, stock_info)
detail_transaction_data[buy_date] = {"buy_date_flag":buy_date, "sale_date_flag":sale_date, "income":income}
self.get_detail_transaction_data(detail_transaction_data, self.get_start_from_end(sale_date, -1), date_day_end, stock_info)
def get_income(self, detail_transaction_data):
total_income = 0
for (k, v) in detail_transaction_data.items():
total_income = total_income + v.get("income")
return total_income
def caculate_income(self, date_day_start, date_day_end):
self.down_load_data(date_day_start, date_day_end)
detail_transaction_data = {}
stock_file_name = stock_base_folder + "/single_data/" + self.stock_code + ".json"
stock_info = json.load(open(stock_file_name))
self.get_detail_transaction_data(detail_transaction_data, date_day_start, date_day_end, stock_info)
income = self.get_income(detail_transaction_data)
return income
if __name__ == "__main__":
stock_base_folder = "D:\\stock"
stock_list_file_name = stock_base_folder + '/stock_list.json'
print(StockAnylize("600249").caculate_income("2019-05-06", "2019-08-30"))
如果你喜欢这篇文章，别忘了点赞和评论哦！
转载：https://blog.csdn.net/chenzhanhai/article/details/101936219
查看评论