def follow_seller(stock,buy_signal,xstop=25,ret=50,**kwargs):
'''
如果价格小于最近5日高点5%，则卖出
xstop为根据买入价的止损
ret为从高点向下的回退值
'''
t = stock.transaction
#从顶下落处理,前5天的收盘/开盘的高者和今天的开盘的高者 回落ret之后
#hhret = gmax(rollx(tmax(gmax(t[OPEN],t[CLOSE]),5),1),t[OPEN])* (1000-ret)/1000
hhret = gmax(rollx(tmax(t[HIGH],5),1),t[OPEN])* (1000-ret)/1000
#hhret = rollx(tmax(t[HIGH],5),1) * (1000-ret)/1000
sdl = t[LOW] < hhret
#止损处理2.5%
stop_price = extend2next(rollx(stock.buyprice,1) * (1000-xstop)/1000)
stopl = t[LOW] < stop_price
cut_price = gmin(gmax(hhret,stop_price),t[HIGH]) #首先，止损线和退回线高者先被触及，同时，穿越时可能跳低，所以找与t[HIGH]的低点
cut_signal = gor(sdl,stopl)
cut_signal = select([t[VOLUME]>0],[cut_signal]) #默认为0，即未交易的日子卖出信号不能发出，否则会合并到下一交易日
bs = gand(buy_signal,cut_signal)
rbs = rollx(bs)
sell_signal = select([bs],[0],default=cut_signal) + rbs #如果当日冲销，则后推一日，但如果前一日也是当日，则信号被屏蔽
stock.sellprice = select([cut_signal],[cut_price],default=t[OPEN])
#止损和退回用cut_price, 当日卖出信号平移用开盘价，停牌平移用开盘价
return cut_signal
def prepare_up1(stock):
linelog('prepare hour:%s' % stock.code)
#up = stock.hour * 10000 / rollx(stock.hour,1) >= 10200
down =stock.hour_high - stock.hour < (stock.hour-stock.hour_open)*2/3
ol = stock.hour > stock.hour_open
tk = stock.hour_low > rollx(stock.hour_high)
up = stock.hour * 10000 / gmin(rollx(stock.hour,1),stock.hour_open) > 10200
stock.up1 = xfollow(hour2day1(gand(up,down,ol,tk)),stock.transaction[VOLUME])
stock.open2 = hour2day2(stock.hour_open)
def prepare_up1(stock):
linelog('prepare hour:%s' % stock.code)
#up = stock.hour * 10000 / rollx(stock.hour,1) >= 10200
down = stock.hour_high - stock.hour < (stock.hour -
stock.hour_open) * 2 / 3
ol = stock.hour > stock.hour_open
tk = stock.hour_low > rollx(stock.hour_high)
up = stock.hour * 10000 / gmin(rollx(stock.hour, 1),
stock.hour_open) > 10200
stock.up1 = xfollow(hour2day1(gand(up, down, ol, tk)),
stock.transaction[VOLUME])
stock.open2 = hour2day2(stock.hour_open)
def follow_seller(stock, buy_signal, xstop=25, ret=50, **kwargs):
'''
如果价格小于最近5日高点5%，则卖出
xstop为根据买入价的止损
ret为从高点向下的回退值
'''
t = stock.transaction
#从顶下落处理,前5天的收盘/开盘的高者和今天的开盘的高者 回落ret之后
#hhret = gmax(rollx(tmax(gmax(t[OPEN],t[CLOSE]),5),1),t[OPEN])* (1000-ret)/1000
hhret = gmax(rollx(tmax(t[HIGH], 5), 1), t[OPEN]) * (1000 - ret) / 1000
#hhret = rollx(tmax(t[HIGH],5),1) * (1000-ret)/1000
sdl = t[LOW] < hhret
#止损处理2.5%
stop_price = extend2next(rollx(stock.buyprice, 1) * (1000 - xstop) / 1000)
stopl = t[LOW] < stop_price
cut_price = gmin(gmax(hhret, stop_price),
t[HIGH]) #首先，止损线和退回线高者先被触及，同时，穿越时可能跳低，所以找与t[HIGH]的低点
cut_signal = gor(sdl, stopl)
cut_signal = select([t[VOLUME] > 0],
[cut_signal]) #默认为0，即未交易的日子卖出信号不能发出，否则会合并到下一交易日
bs = gand(buy_signal, cut_signal)
rbs = rollx(bs)
sell_signal = select(
[bs], [0], default=cut_signal) + rbs #如果当日冲销，则后推一日，但如果前一日也是当日，则信号被屏蔽
stock.sellprice = select([cut_signal], [cut_price], default=t[OPEN])
#止损和退回用cut_price, 当日卖出信号平移用开盘价，停牌平移用开盘价
return cut_signal
def up_seller(stock, buy_signal, xstop=25, ret=50, **kwargs):
'''
如果买入日为阴线，则开盘卖出
如果价格小于最近5日高点5%，则卖出
xstop为根据买入价的止损
ret为从高点向下的回退值
'''
t = stock.transaction
#阴线处理
sol = rollx(gand(buy_signal, t[CLOSE] < t[OPEN]), 1)
#从顶下落处理,前5天的收盘/开盘的高者和今天的开盘的高者 回落ret之后
#hhret = gmax(rollx(tmax(gmax(t[OPEN],t[CLOSE]),5),1),t[OPEN])* (1000-ret)/1000
hhret = gmax(rollx(tmax(t[HIGH], 5), 1), t[OPEN]) * (1000 - ret) / 1000
sdl = t[LOW] < hhret
#止损处理2.5%
stop_price = extend2next(rollx(stock.buyprice, 1) * (1000 - xstop) /
1000) #要求buyprice只有在buyer日才有数据,否则extend2next无意义
stopl = t[LOW] < stop_price
cut_price = gmin(gmax(hhret, stop_price),
t[HIGH]) #首先，止损线和退回线高者先被触及，同时，穿越时可能跳低，所以找与t[HIGH]的低点
cut_signal = gor(sdl, stopl)
cut_signal = select([t[VOLUME] > 0],
[cut_signal]) #默认为0，即未交易的日子卖出信号不能发出，否则会合并到下一交易日
ssignal = gor(sol, cut_signal)
stock.sellprice = select([cut_signal], [cut_price], default=t[OPEN])
#止损和退回用cut_price, 阴线出局和停牌平移都用开盘价
return ssignal
def up_seller(stock,buy_signal,xstop=25,ret=50,**kwargs):
'''
如果买入日为阴线，则开盘卖出
如果价格小于最近5日高点5%，则卖出
xstop为根据买入价的止损
ret为从高点向下的回退值
'''
t = stock.transaction
#阴线处理
sol = rollx(gand(buy_signal,t[CLOSE] < t[OPEN]),1)
#从顶下落处理,前5天的收盘/开盘的高者和今天的开盘的高者 回落ret之后
#hhret = gmax(rollx(tmax(gmax(t[OPEN],t[CLOSE]),5),1),t[OPEN])* (1000-ret)/1000
hhret = gmax(rollx(tmax(t[HIGH],5),1),t[OPEN])* (1000-ret)/1000
sdl = t[LOW] < hhret
#止损处理2.5%
stop_price = extend2next(rollx(stock.buyprice,1) * (1000-xstop)/1000) #要求buyprice只有在buyer日才有数据,否则extend2next无意义
stopl = t[LOW] < stop_price
cut_price = gmin(gmax(hhret,stop_price),t[HIGH]) #首先，止损线和退回线高者先被触及，同时，穿越时可能跳低，所以找与t[HIGH]的低点
cut_signal = gor(sdl,stopl)
cut_signal = select([t[VOLUME]>0],[cut_signal]) #默认为0，即未交易的日子卖出信号不能发出，否则会合并到下一交易日
ssignal = gor(sol,cut_signal)
stock.sellprice = select([cut_signal],[cut_price],default=t[OPEN])
#止损和退回用cut_price, 阴线出局和停牌平移都用开盘价
return ssignal