df.to_csv(r'逐笔结果_资金曲线_%s.csv' % (filename))
print(df.tail())
exit()
resdf['per_lr'].fillna(0, inplace=True)
resdf['资金曲线'] = resdf['per_lr'].cumsum()
resdf['资金曲线'].fillna(method='ffill', inplace=True)
resdf['资金曲线2'] = resdf['资金曲线'].rolling(120).mean()
resdf['资金曲线'].fillna(method='bfill', inplace=True)
resdf['close'] = (resdf['close'] - resdf['close'].shift()).cumsum()
resdf['up'], resdf['ma'], resdf['dn'] = talib.BBANDS(
resdf['close'], 3500, 3, 3)
# , '资金曲线', '资金曲线2'
only_line(resdf,
zhibiaos=['ma'],
canshu=['资金曲线', '资金曲线2'],
rule_type='1H',
path='资金曲线test_%s.html' % (filename))
print(f'总时间：{time.process_time() - time0} s')
exit()
# 多进程策略 :
# [190, 20, 2, 2]
if True == b:
canshu_list = []
for cs1 in range(8, 60, 4):
for cs2 in range(120, 160, 10):
for cs3 in range(30, 60, 10):
for cs4 in range(40, 51, 10):
for cs5 in range(140, 220, 10):
canshu_list.append([cs1, cs2, cs3, cs4, cs5])
end_time=end_time,
cpu_nums=1,jiexi=False)
print(res0)
print(resdf.tail(5))
mode = 1
if mode == 0:
resdf['per_lr'].fillna(0, inplace=True)
resdf['资金曲线'] = resdf['per_lr'].cumsum()
resdf['资金曲线'].fillna(method='ffill', inplace=True)
resdf['资金曲线2'] =resdf['资金曲线'].rolling(120).mean()
resdf['资金曲线'].fillna(method='bfill', inplace=True)
resdf['up'],resdf['ma'],resdf['dn'] = talib.BBANDS(resdf['close'],3000,3,3)
# , '资金曲线', '资金曲线2'
only_line(resdf, zhibiaos=['dn','up','ma'],canshu=[ '资金曲线', '资金曲线2'],
rule_type='1H', path='资金曲线test.html')
elif mode == 1:
resdf_baitian = resdf[(resdf['huors'] >= 2) & (resdf['huors'] <= 16)]
resdf = resdf_baitian.copy()
resdf.reset_index(inplace=True)
resdf.sort_values(by='candle_begin_time', inplace=True)
draw_charts(resdf, canshu={'opne_price': resdf['opne_price'],
'止损价': resdf['止损价'],
'止盈价': resdf['止盈价'],
'日内最低价': resdf['日内最低价'],
'日内最高价': resdf['日内最高价'],
'小均线': resdf['小均线'],
'中均线': resdf['中均线'],
'大均线': resdf['大均线']},
canshu2={'缠绕指标': resdf['缠绕指标']},
vol_bar=True, markline_show2=True,
df_zb = df_zb.append(df_zb.describe(), ignore_index=False)
df_zb = df_zb[cols]
df_zb.to_csv(r'逐笔结果_资金曲线_%s.csv' % (filename))
resdf['per_lr'].fillna(0, inplace=True)
resdf['资金曲线'] = resdf['per_lr'].cumsum()
resdf['资金曲线'].fillna(method='ffill', inplace=True)
resdf['资金曲线2'] = resdf['资金曲线'].rolling(100).mean()
resdf['资金曲线'].fillna(method='bfill', inplace=True)
resdf['close'] = (resdf['close'] - resdf['close'].shift()).cumsum()
resdf['up'], resdf['ma'], resdf['dn'] = talib.BBANDS(
resdf['close'], 3500, 3, 3)
only_line(resdf,
zhibiaos=['dn', 'up', 'ma'],
canshu=['资金曲线', '资金曲线2'],
rule_type='1H',
result_info=res0,
path='资金曲线test_%s.html' % (filename))
print(f'总时间：{time.process_time() - time0} s')
exit()
# 多进程策略 :
# [190, 20, 2, 2]
if True == b:
# std__len,rooling_count ,tp_n,zuhe_limit,max_stop_win = cs0
li = [20, 50, 2.5, 1, 0, 160]
# 10.0 50.0 1.0 1.5 170.0 160.0
canshu_list = []
for cs1 in range(15, 55, 5):
for cs2 in range(20, 81, 10):
print(res0)
print(resdf.tail(5))
resdf['atr_day'] = resdf['日内最低价'] + resdf['atr_day']
resdf['per_lr'].fillna(0, inplace=True)
resdf['资金曲线'] = resdf['per_lr'].cumsum()
resdf['资金曲线'].fillna(method='ffill', inplace=True)
resdf['资金曲线2'] = resdf['资金曲线'].rolling(120).mean()
resdf['资金曲线'].fillna(method='bfill', inplace=True)
resdf['std'] = talib.STDDEV(resdf['close'], 3500) * 2
resdf['std_ma'] = resdf['std'].rolling(3500).mean()
only_line(resdf,
zhibiaos=[],
canshu=['std_ma', 'std', '资金曲线', '资金曲线2'],
rule_type='2H',
path='资金曲线test.html')
mode = 10
if mode == 1:
resdf_baitian = resdf[(resdf['huors'] >= 2)
& (resdf['huors'] <= 16)]
resdf = resdf_baitian.copy()
resdf.reset_index(inplace=True)
resdf.sort_values(by='candle_begin_time', inplace=True)
draw_charts(resdf,
canshu={
'opne_price': resdf['opne_price'],
'止损价': resdf['止损价'],
'止盈价': resdf['止盈价'],