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'],