蛋卷八仙择时.py

import pandas as pd
import numpy as np
import talib
import tushare as ts
import datetime

def timing(df):
    r = []
    for index, row in df.iterrows():
        if(index != len(df.index) - 1 and (row['low'] < df.iloc[[index + 1]]['low']).tolist()[0] and (row['high'] > df.iloc[[index + 1]]['high']).tolist()[0]):
            df.at[index + 1, 'open'] = row['open']
            df.at[index + 1, 'close'] = row['close']
            df.at[index + 1, 'low'] = row['low']
            df.at[index + 1, 'high'] = row['high']
    # MA40
    ma = talib.SMA(np.array(df['close'].tolist()), timeperiod=40)
    # strategy
    holding = False
    for index, row in df.iterrows():
        if(not holding and not np.isnan(ma[index]) and index > 0 and (df.iloc[[index - 2]]['close'] < ma[index - 2]).tolist()[0] and (df.iloc[[index - 1]]['close'] > ma[index - 1]).tolist()[0] and (df.iloc[[index]]['close'] > ma[index]).tolist()[0] and ((df.iloc[[index]]['low'].tolist()[0] < df.iloc[[index - 1]]['low'].tolist()[0]) or (df.iloc[[index]]['high'].tolist()[0] > df.iloc[[index - 1]]['high'].tolist()[0]))):
            r.append((row['date'], 'BUY'))
            holding = True
        if(holding and not np.isnan(ma[index]) and index > 1 and (df.iloc[[index - 2]]['close'] > ma[index - 2]).tolist()[0] and (df.iloc[[index - 1]]['close'] < ma[index - 1]).tolist()[0] and (df.iloc[[index]]['close'] < ma[index]).tolist()[0] and ((df.iloc[[index]]['low'].tolist()[0] < df.iloc[[index - 1]]['low'].tolist()[0]) or (df.iloc[[index]]['high'].tolist()[0] > df.iloc[[index - 1]]['high'].tolist()[0]))):
            r.append((row['date'], 'SELL'))
            holding = False
    return r

def prt(name, code):
  print('================================')
  df = ts.get_k_data(code=code, index=True)
  print('Timing for ' + name)
  print('================================')
  for idx, data in enumerate(timing(df)):
    if (idx % 2 == 0):
      print('')
    print(data, end='\t', flush=True)
  print('')
  print('')

print('请于当日K线数据更新之后运行, 指导下一个交易日的操作')
print('今天是：' + datetime.date.today().isoformat())
prt('SH50', '000016')
prt('HS300', '000300')
prt('ZZ500', '399905')