def tur20(qx):
'''
海龟策略:tur10
当今天的收盘价，大于过去n个交易日中的最高价时，以收盘价买入；
买入后，当收盘价小于过去n个交易日中的最低价时，以收盘价卖出。
tur20 是按，策略指定的数目 购买股票
默认参数示例：
qx.staVars=[5,5,'2014-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dprice = qx.xbarWrk['dprice'][0]
x9 = qx.xbarWrk['xhigh'][0]
x1 = qx.xbarWrk['xlow'][0]
dcash = qx.qxUsr['cash']
dnum0 = zwx.xusrStkNum(qx, xcod)
knum0 = qx.staVars[2] #策略指定的数目,购买股票
if dprice > x9:
if dnum0 == 0:
#stknum = int(dcash*0.9 /dprice);#dsum=stknum*kprice
stknum = knum0
elif (dprice < x1):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum != 0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass
return stknum
def SMA20_sta(qx):
''' 简单均线策略分析函数
每次买90%的资金
Args:
qx (zwQuantX): zwQuantX数据包
默认参数示例：
qx.staVars=[5,15,'2015-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dprice = zwx.stkGetPrice(qx, 'dprice')
xnum = zwx.xusrStkNum(qx, xcod)
dcash = qx.qxUsr['cash']
#
ksma = 'ma_%d' % qx.staVars[1]
dsma = qx.xbarWrk[ksma][0]
#
if (dprice > dsma) and (xnum == 0):
stknum = int(dcash * qx.stkKCash / dprice)
#print('buy',xtim,dprice,dsma,xnum);
if (dprice <= dsma) and (xnum > 0):
stknum = -1
#print('sell',xtim,dprice,dsma,xnum);
#
return stknum
def macd10(qx):
'''
MACD策略01
MACD称为指数平滑异同平均线
当 macd>0，买入；
当 macd<0，卖出
默认参数示例：
qx.staVars=[12,26,'2014-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dprice = qx.xbarWrk['dprice'][0]
xk = qx.xbarWrk['macd'][0]
dcash = qx.qxUsr['cash']
dnum0 = zwx.xusrStkNum(qx, xcod)
if xk > 0:
if dnum0 == 0:
stknum = int(dcash * qx.stkKCash / dprice)
#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif (xk < 0):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum != 0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass
return stknum
def rsi10(qx):
'''
RSI策略
RSI相对强弱指标
当 rsi>kbuy，一般是70，80，买入
当 rsi<sell，一般是30，20，卖出
默认参数示例：
qx.staVars=[14,70,30,'2015-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
dprice=qx.xbarWrk['dprice'][0];
dcash=qx.qxUsr['cash'];
dnum0=zwx.xusrStkNum(qx,xcod)
#
d=qx.staVars[0];kstr1='rsi_{n}'.format(n=d)
xk=qx.xbarWrk[kstr1][0]
kbuy,ksell=qx.staVars[1],qx.staVars[2]
if xk>kbuy:
if dnum0==0:
stknum = int(dcash*qx.stkKCash /dprice);#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif xk<ksell:
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum!=0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass;
return stknum
def macd20(qx):
'''
MACD策略02
MACD称为指数平滑异同平均线
当 macd>macd_sign，买入；
当 macd<macd_sign0，卖出
默认参数示例：
qx.staVars=[12,26,'2014-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
dprice=qx.xbarWrk['dprice'][0];
xk=qx.xbarWrk['macd'][0];
x2=qx.xbarWrk['msign'][0];
dcash=qx.qxUsr['cash'];
dnum0=zwx.xusrStkNum(qx,xcod)
if xk>x2:
if dnum0==0:
stknum = int(dcash*qx.stkKCash /dprice);#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif (xk<x2):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum!=0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass;
return stknum
def SMA_sta(qx):
''' 簡單均線策略分析函數
每次買100股
Args:
qx (zwQuantX): zwQuantX數據包
預設參數範例：
qx.staVars=[5,15,'2015-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dprice = zwx.stkGetPrice(qx, 'dprice')
xnum = zwx.xusrStkNum(qx, xcod)
#
ksma = 'ma_%d' % qx.staVars[1]
dsma = qx.xbarWrk[ksma][0]
#
if (dprice > dsma) and (xnum == 0):
stknum = 100
#print('buy',xtim,dprice,dsma,xnum);
if (dprice <= dsma) and (xnum > 0):
stknum = -1
#print('sell',xtim,dprice,dsma,xnum);
#
return stknum
def VWAP_sta(qx):
''' vwap 成交量加权平均价策略分析函数
Args:
qx (zwQuantX): zwQuantX数据包
默认参数示例：
qx.staVars=[5,0.01,'2014-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
#
vwap=zwx.stkGetPrice(qx,'vwap')
if vwap>0:
dprice=zwx.stkGetVars(qx,'close')
kvwap=qx.staVars[1];
xnum=zwx.xusrStkNum(qx,xcod);
dcash=qx.qxUsr['cash'];
dval = xnum * dprice;
#----
if (dprice>vwap*(1+kvwap))and(dval<(dcash*qx.stkKCash)):
stknum=100;
if (dprice<vwap*(1-kvwap))and(dval>0):
stknum=-100;
#
if stknum!=0:
#print(xtim,stknum,'xd',xcod,dprice,dcash)
pass;
return stknum
def CMA_sta(qx):
''' 均线交叉策略分析函数
Args:
qx (zwQuantX): zwQuantX数据包
默认参数示例：
qx.staVars=[30,'2014-01-01','']
'''
stknum=0;
xcod=qx.stkCode;
dprice=zwx.stkGetPrice(qx,'dprice')
dcash=qx.qxUsr['cash'];
#duncash=qx.qxUsr['cash'];
dnum0=zwx.xusrStkNum(qx,xcod)
#----
kmod=zwx.cross_Mod(qx)
#
if kmod==1:
if dnum0==0:
stknum=int(dcash*qx.stkKCash/dprice);
elif kmod==-1:
stknum=-1;
#
if stknum!=0:
#print(qx.xtim,stknum,'xd',xcod,dprice,dcash)
#print(kmod,qx.xtim,stknum,'xd',xcod,dprice,dcash)
#print(' ',stknum,dcash,qx.stkKCash,dprice)
pass;
return stknum
def SMA_sta(qx):
''' 简单均线策略分析函数
每次买100股
Args:
qx (zwQuantX): zwQuantX数据包
默认参数示例：
qx.staVars=[5,15,'2015-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
dprice=zwx.stkGetPrice(qx,'dprice')
xnum=zwx.xusrStkNum(qx,xcod);
#
ksma='ma_%d' %qx.staVars[1]
dsma=qx.xbarWrk[ksma][0]
#
if (dprice>dsma)and(xnum==0):
stknum=100;
#print('buy',xtim,dprice,dsma,xnum);
if (dprice<=dsma)and(xnum>0):
stknum=-1;
#print('sell',xtim,dprice,dsma,xnum);
#
return stknum
def VWAP_sta(qx):
''' vwap 成交量加权平均价策略分析函数
Args:
qx (zwQuantX): zwQuantX数据包
默认参数示例：
qx.staVars=[5,0.01,'2014-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
#
vwap=zwx.stkGetPrice(qx,'vwap')
if vwap>0:
dprice=zwx.stkGetVars(qx,'close')
kvwap=qx.staVars[1];
xnum=zwx.xusrStkNum(qx,xcod);
dcash=qx.qxUsr['cash'];
dval = xnum * dprice;
#----
if (dprice>vwap*(1+kvwap))and(dval<(dcash*qx.stkKCash)):
stknum=100;
if (dprice<vwap*(1-kvwap))and(dval>0):
stknum=-100;
#
if stknum!=0:
#print(xtim,stknum,'xd',xcod,dprice,dcash)
pass;
return stknum
def macd20(qx):
'''
MACD策略02
MACD稱為指數平滑異同平均線
當 macd>macd_sign，買入；
當 macd<macd_sign0，賣出
預設參數範例：
qx.staVars=[12,26,'2014-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dprice = qx.xbarWrk['dprice'][0]
xk = qx.xbarWrk['macd'][0]
x2 = qx.xbarWrk['msign'][0]
dcash = qx.qxUsr['cash']
dnum0 = zwx.xusrStkNum(qx, xcod)
if xk > x2:
if dnum0 == 0:
stknum = int(dcash * qx.stkKCash / dprice)
#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif (xk < x2):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum != 0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass
return stknum
def tur10(qx):
'''
海龜策略:deal_stock_num
當今天的收盤價，大於過去n個交易日中的最高價時，以收盤價買入；
買入後，當收盤價小於過去n個交易日中的最低價時，以收盤價賣出。
deal_stock_num 是按資金總額的90% 購買股票
預設參數範例：
qx.staVars=[5,5,'2014-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dprice = qx.xbarWrk['dprice'][0]
x9 = qx.xbarWrk['xhigh'][0]
x1 = qx.xbarWrk['xlow'][0]
dcash = qx.qxUsr['cash']
dnum0 = zwx.xusrStkNum(qx, xcod)
if dprice > x9:
if dnum0 == 0:
stknum = int(dcash * qx.stkKCash / dprice)
#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif (dprice < x1):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum != 0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass
return stknum
def tur20(qx):
'''
海龜策略:deal_stock_num
當今天的收盤價，大於過去n個交易日中的最高價時，以收盤價買入；
買入後，當收盤價小於過去n個交易日中的最低價時，以收盤價賣出。
tur20 是按，策略指定的數目 購買股票
預設參數範例：
qx.staVars=[5,5,'2014-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dprice = qx.xbarWrk['dprice'][0]
x9 = qx.xbarWrk['xhigh'][0]
x1 = qx.xbarWrk['xlow'][0]
dcash = qx.qxUsr['cash']
dnum0 = zwx.xusrStkNum(qx, xcod)
knum0 = qx.staVars[2] #策略指定的數目,購買股票
if dprice > x9:
if dnum0 == 0:
#stknum = int(dcash*0.9 /dprice);#dsum=stknum*kprice
stknum = knum0
elif (dprice < x1):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum != 0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass
return stknum
def VWAP_sta(qx):
''' vwap 成交量加權平均價策略分析函數
Args:
qx (zwQuantX): zwQuantX數據包
預設參數範例：
qx.staVars=[5,0.01,'2014-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
#
vwap = zwx.stkGetPrice(qx, 'vwap')
if vwap > 0:
dprice = zwx.stkGetVars(qx, 'close')
kvwap = qx.staVars[1]
xnum = zwx.xusrStkNum(qx, xcod)
dcash = qx.qxUsr['cash']
dval = xnum * dprice
#----
if (dprice > vwap * (1 + kvwap)) and (dval < (dcash * qx.stkKCash)):
stknum = 100
if (dprice < vwap * (1 - kvwap)) and (dval > 0):
stknum = -100
#
if stknum != 0:
#print(xtim,stknum,'xd',xcod,dprice,dcash)
pass
return stknum
def rsi10(qx):
'''
RSI策略
RSI相对强弱指标
当 rsi>kbuy，一般是70，80，买入
当 rsi<sell，一般是30，20，卖出
默认参数示例：
qx.staVars=[14,70,30,'2015-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
dprice=qx.xbarWrk['dprice'][0];
dcash=qx.qxUsr['cash'];
dnum0=zwx.xusrStkNum(qx,xcod)
#
d=qx.staVars[0];kstr1='rsi_{n}'.format(n=d)
xk=qx.xbarWrk[kstr1][0]
kbuy,ksell=qx.staVars[1],qx.staVars[2]
if xk>kbuy:
if dnum0==0:
stknum = int(dcash*qx.stkKCash /dprice);#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif xk<ksell:
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum!=0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass;
return stknum
def CMA_sta(qx):
''' 均線交叉策略分析函數
Args:
qx (zwQuantX): zwQuantX數據包
預設參數範例：
qx.staVars=[30,'2014-01-01','']
'''
stknum = 0
xcod = qx.stkCode
dprice = zwx.stkGetPrice(qx, 'dprice')
dcash = qx.qxUsr['cash']
#duncash=qx.qxUsr['cash'];
dnum0 = zwx.xusrStkNum(qx, xcod)
#----
kmod = zwx.cross_Mod(qx)
#
if kmod == 1:
if dnum0 == 0:
stknum = int(dcash * qx.stkKCash / dprice)
elif kmod == -1:
stknum = -1
#
if stknum != 0:
#print(qx.xtim,stknum,'xd',xcod,dprice,dcash)
#print(kmod,qx.xtim,stknum,'xd',xcod,dprice,dcash)
#print(' ',stknum,dcash,qx.stkKCash,dprice)
pass
return stknum
def tur10(qx):
'''
海龟策略:tur10
当今天的收盘价，大于过去n个交易日中的最高价时，以收盘价买入；
买入后，当收盘价小于过去n个交易日中的最低价时，以收盘价卖出。
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dprice = qx.xbarWrk['dprice'][0]
x9 = qx.xbarWrk['xhigh'][0]
x1 = qx.xbarWrk['xlow'][0]
dcash = qx.qxUsr['cash']
dnum0 = zwx.xusrStkNum(qx, xcod)
if dprice > x9:
if dnum0 == 0:
stknum = int(dcash * 0.9 / dprice)
#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif (dprice < x1):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum != 0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass
return stknum
def tur10(qx):
'''
海龟策略:tur10
当今天的收盘价，大于过去n个交易日中的最高价时，以收盘价买入；
买入后，当收盘价小于过去n个交易日中的最低价时，以收盘价卖出。
tur10 是按资金总额的90% 购买股票
默认参数示例：
qx.staVars=[5,5,'2014-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
dprice=qx.xbarWrk['dprice'][0];
x9=qx.xbarWrk['xhigh'][0];
x1=qx.xbarWrk['xlow'][0];
dcash=qx.qxUsr['cash'];
dnum0=zwx.xusrStkNum(qx,xcod)
if dprice>x9:
if dnum0==0:
stknum = int(dcash*qx.stkKCash /dprice);#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif (dprice<x1):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum!=0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass;
return stknum
def tur20(qx):
'''
海龟策略:deal_stock_num
当今天的收盘价，大于过去n个交易日中的最高价时，以收盘价买入；
买入后，当收盘价小于过去n个交易日中的最低价时，以收盘价卖出。
tur20 是按，策略指定的数目 购买股票
默认参数示例：
qx.staVars=[5,5,'2014-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
dprice=qx.xbarWrk['dprice'][0];
x9=qx.xbarWrk['xhigh'][0];
x1=qx.xbarWrk['xlow'][0];
dcash=qx.qxUsr['cash'];
dnum0=zwx.xusrStkNum(qx,xcod)
knum0=qx.staVars[2] #策略指定的数目,购买股票
if dprice>x9:
if dnum0==0:
#stknum = int(dcash*0.9 /dprice);#dsum=stknum*kprice
stknum = knum0
elif (dprice<x1):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum!=0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass;
return stknum
def tur10(qx):
'''
海龟策略:deal_stock_num
当今天的收盘价，大于过去n个交易日中的最高价时，以收盘价买入；
买入后，当收盘价小于过去n个交易日中的最低价时，以收盘价卖出。
deal_stock_num 是按资金总额的90% 购买股票
默认参数示例：
qx.staVars=[5,5,'2014-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
dprice=qx.xbarWrk['dprice'][0];
x9=qx.xbarWrk['xhigh'][0];
x1=qx.xbarWrk['xlow'][0];
dcash=qx.qxUsr['cash'];
dnum0=zwx.xusrStkNum(qx,xcod)
if dprice>x9:
if dnum0==0:
stknum = int(dcash*qx.stkKCash /dprice);#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif (dprice<x1):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum!=0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass;
return stknum
def BBANDS_sta(qx):
''' 布林帶策略分析函數
Args:
qx (zwQuantX): zwQuantX數據包
預設參數範例：
qx.staVars=[40,'2014-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dup = zwx.stkGetVars(qx, 'boll_up')
dlow = zwx.stkGetVars(qx, 'boll_low')
#print(xtim,stknum,'xd',xcod,dup,dlow)
if dup > 0:
dprice = zwx.stkGetPrice(qx, 'dprice')
kprice = zwx.stkGetPrice(qx, 'kprice')
dnum = zwx.xusrStkNum(qx, xcod)
dcash = qx.qxUsr['cash']
#print(xtim,stknum,dnum,'xd',dcash,dprice,'b,%.2f,%.2f' %(dlow,dup))
if (dnum == 0) and (dprice < dlow):
stknum = int(dcash / dprice * qx.stkKCash)
dsum = stknum * kprice
if qx.debugMod > 0:
print(
xtim, stknum, dnum, '++,%.2f,%.2f,%.2f,$,%.2f,%.2f' %
(dprice, dlow, dup, kprice, dsum))
elif (dnum > 0) and (dprice > dup):
stknum = -1
dsum = dnum * kprice
if qx.debugMod > 0:
print(
xtim, stknum, dnum, '--,%.2f,%.2f,%.2f,$,%.2f,%.2f' %
(dprice, dlow, dup, kprice, dsum))
#
if stknum != 0:
#print(xtim,stknum,'xd',xcod,dprice,dcash)
pass
return stknum
def kdj20(qx):
'''
KDJ策略20
KDJ 指標，又稱隨機指標
當 stok>stod,並且朝上，買入；
當 stok>stod,並且朝下，賣出
預設參數範例：
qx.staVars=[9,'2014-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dprice = qx.xbarWrk['dprice'][0]
dcash = qx.qxUsr['cash']
dnum0 = zwx.xusrStkNum(qx, xcod)
#
ksgn1, ksgn2 = 'stok', 'stod'
xk, xk2 = qx.xbarWrk[ksgn1][0], qx.xbarWrk[ksgn2][0]
nksgn1, nksgn2 = 'stok1n', 'stod1n'
nxk, nxk2 = qx.xbarWrk[nksgn1][0], qx.xbarWrk[nksgn2][0]
if (xk > xk2) and (nxk <= nxk2):
if dnum0 == 0:
stknum = int(dcash * qx.stkKCash / dprice)
#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif (xk < xk2) and (nxk >= nxk2):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum != 0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass
return stknum
def tur10(qx):
'''
策略说明
Args:
qx (zwQuantX): zwQuantX数据包
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode;
dprice=zwx.stkGetVars(qx,'dprice')
xnum=zwx.xusrStkNum(qx,xcod);
#
ksma='ma_%d' %qx.staVars[1]
dsma=qx.xbarWrk[ksma][0]
#
if (dprice>dsma)and(xnum==0):
stknum=10;
print('buy',xtim,dprice,dsma,xnum);
if (dprice<=dsma)and(xnum>0):
stknum=-1;
print('sell',xtim,dprice,dsma,xnum);
#
return stknum
def kdj20(qx):
'''
KDJ策略20
KDJ 指标，又称随机指标
当 stok>stod,并且朝上，买入；
当 stok>stod,并且朝下，卖出
默认参数示例：
qx.staVars=[9,'2014-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
dprice=qx.xbarWrk['dprice'][0];
dcash=qx.qxUsr['cash'];
dnum0=zwx.xusrStkNum(qx,xcod)
#
ksgn1,ksgn2='stok','stod'
xk,xk2=qx.xbarWrk[ksgn1][0],qx.xbarWrk[ksgn2][0];
nksgn1,nksgn2='stok1n','stod1n'
nxk,nxk2=qx.xbarWrk[nksgn1][0],qx.xbarWrk[nksgn2][0];
if (xk>xk2)and(nxk<=nxk2):
if dnum0==0:
stknum = int(dcash*qx.stkKCash /dprice);#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif (xk<xk2)and(nxk>=nxk2):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum!=0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass;
return stknum
def BBANDS_sta(qx):
''' 布林带策略分析函数
Args:
qx (zwQuantX): zwQuantX数据包
默认参数示例：
qx.staVars=[40,'2014-01-01','']
'''
stknum=0;
xtim,xcod=qx.xtim,qx.stkCode
dup=zwx.stkGetVars(qx,'boll_up')
dlow=zwx.stkGetVars(qx,'boll_low')
#print(xtim,stknum,'xd',xcod,dup,dlow)
if dup>0:
dprice=zwx.stkGetPrice(qx,'dprice')
kprice=zwx.stkGetPrice(qx,'kprice')
dnum=zwx.xusrStkNum(qx,xcod)
dcash=qx.qxUsr['cash'];
#print(xtim,stknum,dnum,'xd',dcash,dprice,'b,%.2f,%.2f' %(dlow,dup))
if (dnum==0)and(dprice<dlow):
stknum = int(dcash /dprice*qx.stkKCash);dsum=stknum*kprice
if qx.debugMod>0:
print(xtim,stknum,dnum,'++,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
elif (dnum>0)and(dprice>dup):
stknum = -1;dsum=dnum*kprice
if qx.debugMod>0:
print(xtim,stknum,dnum,'--,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#
if stknum!=0:
#print(xtim,stknum,'xd',xcod,dprice,dcash)
pass;
return stknum
def kdj10(qx):
'''
KDJ策略10
KDJ 指标，又称随机指标
当 stok>90，买入；
当 stok<10，卖出
默认参数示例：
qx.staVars=[9,'2014-01-01','']
'''
stknum = 0
xtim, xcod = qx.xtim, qx.stkCode
dprice = qx.xbarWrk['dprice'][0]
dcash = qx.qxUsr['cash']
dnum0 = zwx.xusrStkNum(qx, xcod)
#
ksgn1, ksgn2 = 'stok', 'stod'
xk, xk2 = qx.xbarWrk[ksgn1][0], qx.xbarWrk[ksgn2][0]
if xk > 90:
if dnum0 == 0:
stknum = int(dcash * qx.stkKCash / dprice)
#dsum=stknum*kprice
#stknum = 500
#print(xtim,stknum,dnum,'++b,%.2f,%.2f,%.2f,$,%.2f,%.2f' %(dprice,dlow,dup,kprice,dsum))
#print(xtim,stknum,'++xd',xcod,dprice,x9,x1)
elif (xk < 10):
#stknum = -500
stknum = -1
#stknum = -1;dsum=dnum*kprice
if stknum != 0:
#print(xtim,stknum,'xd',xcod,dprice,x9,x1)
pass
return stknum