创业板ETF天弘

由bq0r1l32创建，最终由bq0r1l32更新于2023-04-06 03:47 被浏览 54 用户

import pandas_datareader as pdr

获取股票数据

stock_data = pdr.get_data_yahoo('股票代码', start='2010-01-01', end='2020-12-31')

计算30日均线和72日均线

stock_data['MA30'] = stock_data['Close'].rolling(30).mean() stock_data['MA72'] = stock_data['Close'].rolling(72).mean()

计算平均数为基准价

stock_data['Avg'] = (stock_data['MA30'] + stock_data['MA72']) / 2

初始化持仓状态和收益

position = False profit = 0

遍历每个交易日

for i in range(len(stock_data)-1):

# 如果股价下跌超过20%
if (stock_data['Close'][i+1] / stock_data['Avg'][i+1]) < 0.8:

    # 如果未持仓，买入股票
    if not position:

        # 等待股价反弹5%
        buy_price = 0
        for j in range(i+1, len(stock_data)-1):
            if (stock_data['Close'][j+1] / stock_data['Close'][i+1]) > 1.05:
                buy_price = stock_data['Close'][j+1]
                break

        # 如果股价反弹达到5%，买入股票
        if buy_price > 0:
            position = True
            profit -= buy_price
            print('买入股票，价格为：', buy_price)

# 如果股价上涨超过15%
elif (stock_data['Close'][i+1] / stock_data['Avg'][i+1]) > 1.15:

    # 如果持仓，卖出股票
    if position:

        # 等待股价回落6%
        sell_price = 0
        for j in range(i+1, len(stock_data)-1):
            if (stock_data['Close'][j+1] / stock_data['Close'][i+1]) < 0.94:
                sell_price = stock_data['Close'][j+1]
                break

        # 如果股价回落达到6%，卖出股票
        if sell_price > 0:
            position = False
            profit += sell_price
            print('卖出股票，价格为：', sell_price)

print('最终收益为：', profit)