def select(stock_list, x_position=-1, zf=4, kline_type=StockConfig.kline_type_week, min_item=80):
"""
均线选股法
:param stock_list:
:param kline_type:
:param avg:
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
except Exception as e:
print(e)
continue
if kline.shape[0] < min_item:
continue
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
high = kline[:, 3].astype(np.float)
low = kline[:, 4].astype(np.float)
p_close = np.roll(close, 1)
sma5, sma10, sma20 = StockIndicator.sma(kline, 5, 10, 20)
max_zf = StockIndicator.max_zf(kline)
if max_zf[x_position] > zf and (low[x_position] < sma20[x_position]) and open[x_position] < close[x_position]:
print(stock)
result.append(stock)
print(len(result))
return result
def select(x_position=-1):
origin_stock = get_stock(x_position - 1)
new_stock = get_stock(x_position)
diff_stock = [x for x in new_stock if x in origin_stock]
result = []
for stock in diff_stock:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=StockConfig.kline_type_day)
except Exception as e:
print(e)
continue
if kline.shape[0] < 10:
continue
close = kline[:, 2].astype(np.float)
cjl = StockIndicator.cjl(kline)
sma_cjl5, smacjl10 = StockIndicator.asma(cjl, 5, 10)
if close[x_position] > np.max(close[x_position - 10: x_position]):
if cjl[x_position] > sma_cjl5[x_position] > smacjl10[x_position]:
print(stock)
result.append(stock)
return result
def stat_chg(stock_list,
from_date,
to_date,
kline_type=StockConfig.kline_type_day):
reports = []
if len(stock_list) == 0:
return reports
for stock in stock_list:
frome_position = StockIndicator.position(from_date, stock.stock_code,
kline_type)
to_position = StockIndicator.position(to_date, stock.stock_code,
kline_type)
if frome_position is not None and to_position is not None:
kline = StockIO.get_kline(stock.stock_code,
kline_type=StockConfig.kline_type_day)
pre_close = float(kline[frome_position][2])
close = float(kline[to_position][2])
reports.append(
(stock.stock_code, stock.stock_name, close, close - pre_close,
(close - pre_close) / pre_close * 100))
reports.sort(key=lambda x: x[4])
print("%-10s %-10s %8s %8s %8s" %
('code', 'name', 'price', 'chg', 'chg_per'))
for report in reports:
print("%-10s %-10s %8.2f %8.2f %8.2f" %
(report[0], report[1], report[2], report[3], report[4]))
return reports
def select(stock_list,
kline_type=StockConfig.kline_type_week,
x_position=-1,
abs_chg=15,
min_vb=10,
max_vb=100,
min_item=120):
"""
指定 振幅 或者 涨幅区间
:param stock_list:
:param kline_type:
:param avg:d
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
close = kline[:, 2].astype(np.float)
except:
continue
if kline.shape[0] < min_item:
continue
chg = StockIndicator.chg(kline)
vb = StockIndicator.vibration(kline)
if max_chg > chg[x_position] > min_chg or max_vb > vb[
x_position] > min_vb:
print(stock)
result.append(stock)
return result
def select(stock_list,
x_position=-1,
df=-4,
kline_type=StockConfig.kline_type_week,
min_item=80):
"""
均线选股法
:param stock_list:
:param kline_type:
:param avg:
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
except Exception as e:
print(e)
continue
if kline.shape[0] < min_item:
continue
close = kline[:, 2].astype(np.float)
sma5, sma10, sma20 = StockIndicator.sma(kline, 5, 10, 20)
max_df = StockIndicator.max_df(kline)
if max_df[x_position] < df and (close[x_position] < sma10[x_position]):
print(stock)
result.append(stock)
print(len(result))
return result
def select(stock_list,
x_position=-1,
kline_type=StockConfig.kline_type_day,
min_item=120):
"""
均线选股法
:param stock_list:
:param kline_type:
:param avg:
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
except Exception as e:
print(e)
continue
if kline.shape[0] < min_item:
continue
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
low = kline[:, 4].astype(np.float)
sma5, sma10, sma20, sma30, sma60 = StockIndicator.sma(
kline, 5, 10, 20, 30, 60)
zf = StockIndicator.zf(kline)
if close[x_position] > sma5[x_position] > sma10[x_position] > open[
x_position] and sma10[x_position] > sma20[x_position]:
if zf[x_position] > 5:
print(stock)
result.append(stock)
return result
def select(stock_list, kline_type=StockConfig.kline_type_week, x_position=-1, min_vb=6, ratio=0.4, min_item=120):
"""
振幅/涨幅
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
except:
continue
if kline.shape[0] < min_item:
continue
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
high = kline[:, 3].astype(np.float)
low = kline[:, 4].astype(np.float)
chg = StockIndicator.chg(kline)
vb = StockIndicator.vibration(kline)
entity = StockIndicator.entity(kline)
sma5, sma10, sma20 = StockIndicator.sma(kline, 5, 10, 20)
if entity[x_position] / abs(chg[x_position]) > 1.5 and entity[x_position] > 3:
print(stock)
result.append(stock)
return result
def select(stock_list, x_position=-1, min_item=10):
"""
均线选股法
:param stock_list:
:param kline_type:
:param avg:
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=StockConfig.kline_type_day)
except:
continue
if kline.shape[0] < min_item:
continue
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
sma5, sma10, sma20 = StockIndicator.sma(kline, 5, 10, 20)
vb = StockIndicator.vibration(kline)
chg = StockIndicator.chg(kline)
chg_compress = StockAlgrithm.compress_array(chg)
if chg[x_position] < 0:
if sma5[x_position] > sma10[x_position] and sma5[x_position] > sma20[x_position]:
if chg_compress[-2] + chg_compress[-1] > 0:
print(stock)
result.append(stock)
return result
def select(stock_list, kline_type=StockConfig.kline_type_week, x_position=-1, min_vb=6, ratio=0.4, min_item=120, append_file='recent2.txt'):
"""
下影线选股法
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
except:
continue
if kline.shape[0] < min_item:
continue
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
high = kline[:, 3].astype(np.float)
low = kline[:, 4].astype(np.float)
vb = StockIndicator.vibration(kline)
chg = StockIndicator.chg(kline)
sma5, sma10, sma20 = StockIndicator.sma(kline, 5, 10, 20)
if StockShape.is_lower_shadow(open[x_position], close[x_position], high[x_position], low[x_position], min_vb=min_vb, ratio=ratio, red=True):
print(stock)
result.append(stock)
# print(stock)
# result.append(stock)
# append to file
# path = '{root}/{name}'.format(root=StockConfig.path_track, name=append_file)
# with open(path, mode='a', encoding='utf-8') as f:
# value = low[-1] + (high[-1] - low[-1]) * 0.3
# f.write("{},{},{}\n".format(stock.stock_code, value, high[-1]))
return result
def select(stock_list, kline_type=StockConfig.kline_type_week, x_position=-1, min_chg=-100, max_chg=100, min_vb = 15, max_vb=100, period=6,min_item=120):
"""
根据 振幅区间 和 涨幅区间排序
:param stock_list:
:param kline_type:
:param avg:d
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
close = kline[:, 2].astype(np.float)
except:
continue
if kline.shape[0] < min_item:
continue
chg = StockIndicator.chg(kline)
vb = StockIndicator.vibration(kline)
if max_chg > chg[x_position] > min_chg and max_vb > vb[x_position] > min_vb:
# 过滤掉单边上涨
if not StockAlgrithm.sumOfSubArray(chg[-period:])[0] > 14:
if np.max(vb[-period:]) > 14:
print(stock)
result.append(stock)
return result
def select(stock_list,
x_position=-1,
kline_type=StockConfig.kline_type_week,
min_item=120):
"""
均线选股法
:param stock_list:
:param kline_type:
:param avg:
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
except:
continue
if kline.shape[0] < min_item:
continue
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
sma5, sma10, sma20, sma30 = StockIndicator.sma(kline, 5, 10, 20, 30)
cjl = StockIndicator.cjl(kline)
if sma5[x_position] > sma10[x_position] > sma20[x_position] > sma30[
x_position]:
result.append(stock)
return result
def select_7(date):
"""
还有about=False等
:return:
"""
filter_date = date
fileter_x_position = None
stock_list = StockFilter.find_kdj_jx('sza',
kline_type=StockConfig.kline_type_day,
x_position=fileter_x_position,
date=filter_date,
about=False)
result = []
hit = False
for stock in stock_list:
x_position = StockIndicator.position(
filter_date, stock.stock_code, StockConfig.kline_type_day
) if filter_date is not None else fileter_x_position
kline = StockIO.get_kline(stock.stock_code,
kline_type=StockConfig.kline_type_day)
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
vol = kline[:, 5].astype(np.float)
sma5 = StockIndicator.sma(kline, 5)[0]
if sma5.shape[0] < 5 + abs(x_position):
continue
if sma5[x_position] < open[x_position] < close[x_position] \
and sma5[x_position - 2] > close[x_position - 2] \
and sma5[x_position - 3] > close[x_position - 3] \
and sma5[x_position - 4] > close[x_position - 4] \
and sma5[x_position - 5] < close[x_position - 5] :
result.append(stock)
return result
def select(stock_list,
kline_type=StockConfig.kline_type_week,
x_position=-3,
shadow_min_vb=3.5,
shadow_ratio=0.4,
min_chg=-100,
max_chg=100,
min_vb=6,
max_vb=20,
min_item=120):
"""
根据 振幅区间 和 涨幅区间排序
:param stock_list:
:param kline_type:
:param avg:d
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
high = kline[:, 3].astype(np.float)
low = kline[:, 4].astype(np.float)
sma5, sma10, sma20 = StockIndicator.sma(kline, 5, 10, 20)
chg = StockIndicator.chg(kline)
vb = StockIndicator.vibration(kline)
except:
continue
if kline.shape[0] < min_item:
continue
if close[x_position] < sma5[x_position] < sma10[x_position] < sma20[
x_position]:
continue
if max_chg > chg[x_position] > min_chg and max_vb > vb[
x_position] > min_vb:
result.append(stock)
continue
if StockShape.is_lower_shadow(open[x_position],
close[x_position],
high[x_position],
low[x_position],
min_vb=shadow_min_vb,
ratio=shadow_ratio,
red=False):
result.append(stock)
continue
# if sma5[x_position] > sma10[x_position] > sma20[x_position] and vb[x_position] > shadow_min_vb:
# result.append(stock)
continue
return result
def select(stock_list,
x_position=-1,
w_x_position=-1,
kline_type=StockConfig.kline_type_week,
min_item=80):
"""
均线选股法
:param stock_list:
:param kline_type:
:param avg:
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
except Exception as e:
print(e)
continue
if kline.shape[0] < min_item:
continue
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
low = kline[:, 4].astype(np.float)
sma5, sma10, sma20, sma30, sma60 = StockIndicator.sma(
kline, 5, 10, 20, 30, 60)
cjl = StockIndicator.cjl(kline)
add = False
if close[x_position] > sma5[x_position] > sma10[x_position] and close[
x_position] > sma20[x_position] and sma5[x_position] > sma20[
x_position]:
if close[x_position] > np.max(close[x_position - 10:x_position]):
add = False
# 趋势
count = 0
while count < 10:
if StockFilter2.is_jx(sma5, sma10, x_position - count):
add = True
break
count += 1
if add:
max_exceed = 5
while close[x_position] > np.max(
close[x_position - max_exceed:x_position]):
max_exceed += 1
if max_exceed > 200:
break
stock.max_exceed = max_exceed
if add:
print(stock)
result.append(stock)
return result
def select(stock_list,
kline_type=StockConfig.kline_type_day,
x_position=-1,
min_item=120):
"""
根据 振幅区间 和 涨幅区间排序
:param stock_list:
:param kline_type:
:param avg:d
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
close = kline[:, 2].astype(np.float)
except:
continue
if kline.shape[0] < min_item:
continue
open = kline[:, -1].astype(np.float)
close = kline[:, -2].astype(np.float)
high = kline[:, -3].astype(np.float)
low = kline[:, -4].astype(np.float)
sma5, sma10, sma20 = StockIndicator.sma(kline, 5, 10, 20)
vb = StockIndicator.vibration(kline)
count = 9
stock.count = 0
while count >= 0:
strength = 0
if high[x_position - count] > sma5[x_position -
count] > low[x_position -
count]:
strength += 1
if high[x_position - count] > sma10[x_position -
count] > low[x_position -
count]:
strength += 1
if high[x_position - count] > sma20[x_position -
count] > low[x_position -
count]:
strength += 1
if strength >= 4 and vb[x_position - count] > 4:
stock.count += 1
count -= 1
if stock.count > 3:
result.append(stock)
print(stock)
return result
def select_w_5(stock_list):
"""
随机游走模型
:return:
"""
min_item = 120
x_position = -1
period = 5
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=StockConfig.kline_type_week)
except:
continue
if kline.shape[0] <= min_item:
continue
open = kline[:, 1].astype(np.float)[:None if x_position == -1 else (x_position + 1)]
close = kline[:, 2].astype(np.float)[:None if x_position == -1 else (x_position + 1)]
high = kline[:, 3].astype(np.float)[:None if x_position == -1 else (x_position + 1)]
low = kline[:, 4].astype(np.float)[:None if x_position == -1 else (x_position + 1)]
vb = StockIndicator.vibration(kline)[:None if x_position == -1 else (x_position + 1)][-period:]
cg = (close - open)[-period:]
count = 0
for index, z in enumerate(vb):
if z > 15:
count = count + 1
if count >= 3 and not stock.stock_code.startswith('300'):
result.append(stock)
print(vb)
print(stock)
return result
def select(stock_list,
kline_type=StockConfig.kline_type_week,
x_position=-1,
min_hsl=10,
max_hsl=100,
min_item=120):
"""
根据 换手率选择
:param stock_list:
:param kline_type:
:param avg:d
:return:
"""
ltgb = StockIO.get_ltgb()
print(ltgb)
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
close = kline[:, 2].astype(np.float)
except:
continue
if kline.shape[0] < min_item:
continue
hsl = StockIndicator.hsl(kline, ltgb.get(stock.stock_code, 0))
if hsl is None:
continue
#print(stock.stock_code)
if min_hsl < hsl[x_position] < max_hsl:
print(stock)
result.append(stock)
return result
def a(stock_list,
kline_type=StockConfig.kline_type_day,
x_position=-1,
min_item=360):
"""
一阳穿三线， 股票有启动迹象，观察后续均线走势
:param stock_list:
:param kline_type:
:param x_position:
:return:
"""
result = []
for stock in stock_list:
try:
origin_kline = StockIO.get_kline(stock.stock_code,
kline_type=kline_type)
except:
continue
if origin_kline.shape[0] < min_item:
continue
open = origin_kline[:, 1].astype(np.float)
close = origin_kline[:, 2].astype(np.float)
high = origin_kline[:, 3].astype(np.float)
low = origin_kline[:, 4].astype(np.float)
sma5, sma10, sma20 = StockIndicator.sma(origin_kline, 5, 10, 20)
if close[x_position] > open[x_position]:
if open[x_position] < min(
sma5[x_position], sma10[x_position],
sma20[x_position]) and close[x_position] > max(
sma5[x_position], sma10[x_position],
sma20[[x_position]]):
result.append(stock)
return result
def day_tendency(x_position=-1):
"""
收盘价 位于 20日线 或者 60日线之上
:return:
"""
stock_result = []
stock_list_1 = StockIO.get_stock('sha')
stock_list_2 = StockIO.get_stock('sza')
stock_list = stock_list_1 + stock_list_2
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code,
kline_type=StockConfig.kline_type_day)
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
sma5, sma10, sma20, sma60 = StockIndicator.sma(
kline, 5, 10, 20, 60)
except Exception as e:
print(e)
continue
if kline.shape[0] < 360:
continue
if sma5[x_position] > sma20[x_position] and sma5[x_position] > sma60[
x_position] and sma10[x_position] > sma20[
x_position] and sma10[x_position] > sma60[x_position]:
if close[x_position] < sma5[x_position] and open[
x_position] > sma5[x_position]:
stock_result.append(stock)
return stock_result
def select(stock_list,
kline_type=StockConfig.kline_type_week,
x_position=-1,
min_item=120):
"""
根据 换手率选择
:param stock_list:
:param kline_type:
:param avg:d
:return:
"""
ltgb = StockIO.get_ltgb()
print(ltgb)
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
close = kline[:, 2].astype(np.float)
except:
continue
if kline.shape[0] < min_item:
continue
sma30 = StockIndicator.sma(kline, 30)[0]
if close[x_position] > sma30[x_position]:
#print(stock)
result.append(stock)
return result
def select(stock_list,
x_position=-1,
kline_type=StockConfig.kline_type_week,
min_item=120):
"""
均线选股法
:param stock_list:
:param kline_type:
:param avg:
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
except:
continue
if kline.shape[0] < min_item:
continue
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
high = kline[:, 3].astype(np.float)
sma5, sma10, sma20, sma60 = StockIndicator.sma(kline, 5, 10, 20, 60)
if not (close[x_position] > sma5[x_position] > sma10[x_position]
and sma5[x_position] > sma20[x_position]):
continue
if not close[x_position] > max(
np.max(open[x_position - 20:x_position]),
np.max(close[x_position - 20:x_position])):
continue
print(stock)
result.append(stock)
return result
def fei_lei():
stock_result = []
stock_list = StockIO.get_stock('sha')
stock_list += StockIO.get_stock('sza')
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code,
kline_type=StockConfig.kline_type_day)
except Exception as e:
print(e)
continue
if kline.shape[0] < 41:
continue
close = kline[:, 2].astype(np.float)
sma5, sma10, sma20, sma30 = StockIndicator.sma(kline, 5, 10, 20, 30)
if close[-1] > sma5[-1] > sma10[-1] > sma20[-1] > sma30[-1]:
print(stock)
stock_result.append(stock)
StockIO.save_stock('day_up',
stock_result,
root=StockConfig.path_stock,
message='日线向上股')
def select(stock_list, kline_type=StockConfig.kline_type_week, x_position=-1, min_vb=6, ratio=0.4, min_item=120):
"""
影线选股法
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
except:
continue
if kline.shape[0] < min_item:
continue
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
high = kline[:, 3].astype(np.float)
low = kline[:, 4].astype(np.float)
chg = StockIndicator.chg(kline)
#sma5, sma10, sma20 = StockIndicator.sma(kline, 5, 10, 20)
if StockShape.is_shadow(open[x_position], close[x_position], high[x_position], low[x_position], min_vb=min_vb, ratio=ratio, red=False):
if not StockAlgrithm.sumOfSubArray(chg[-15:])[0] > 15:
print(stock)
result.append(stock)
return result
def select(stock_list,
kline_type=StockConfig.kline_type_week,
x_position=-1,
period=10,
min_down=-5,
max_down=-15,
min_item=100):
"""
根据跌幅来选择
:param stock_list:
:param kline_type:
:param avg:d
:return:
"""
result = []
from_position = x_position - period + 1
to_position = None if x_position == -1 else (x_position + 1)
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
chg = StockIndicator.chg(kline)[from_position:to_position]
except:
continue
if kline.shape[0] < min_item:
continue
up, down = StockAlgrithm.sumOfSubArray(chg)
if max_down < down < min_down:
result.append(stock)
return result
def week_tendency2():
"""
收盘价 位于 20日线 或者 60日线之上
:return:
"""
stock_result = []
stock_list_1 = StockIO.get_stock('sha')
stock_list_2 = StockIO.get_stock('sza')
stock_list = stock_list_1 + stock_list_2
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code,
kline_type=StockConfig.kline_type_week)
close = kline[:, 2].astype(np.float)
sma5, sma10, sma20, sma60 = StockIndicator.sma(
kline, 5, 10, 20, 60)
except Exception as e:
print(e)
continue
if kline.shape[0] < 41:
continue
if sma5[-2] > sma10[-2] and sma5[-2] > sma20[-2]:
stock_result.append(stock)
return stock_result
def query_close(stock_list, date):
reports = []
if len(stock_list) == 0:
return reports
for stock in stock_list:
position = StockIndicator.position(
date, stock.stock_code, kline_type=StockConfig.kline_type_day)
if position is not None:
kline = StockIO.get_kline(stock.stock_code,
kline_type=StockConfig.kline_type_day)
kline_item = kline[position]
pre_close = float(kline[position -
1][2] if kline.shape[0] > abs(position)
else kline_item[1])
close = float(kline_item[2])
reports.append(
(stock.stock_code, stock.stock_name, close, close - pre_close,
(close - pre_close) / pre_close * 100))
reports.sort(key=lambda x: x[4])
print("%-10s %-10s %8s %8s %8s" %
('code', 'name', 'price', 'chg', 'chg_per'))
for report in reports:
print("%-10s %-10s %8.2f %8.2f %8.2f" %
(report[0], report[1], report[2], report[3], report[4]))
return reports
def delete_invalid_record():
with open('{}/{}'.format(StockConfig.path_track, '2_sma_track.txt'),
'r',
encoding='utf-8') as f:
lines = f.readlines()
with open('{}/{}'.format(StockConfig.path_track, '2_sma_track.txt'),
'w',
encoding='utf-8') as f:
for line in lines:
if not line.startswith("#") and not '\n' == line:
data = line.strip('\n').split(',')
stock_code = data[0]
target_sma = 0 if data[2].strip() == '' else int(data[2])
target_price = 0 if data[3].strip() == '' else float(data[3])
kline = StockIO.get_kline(stock_code,
StockConfig.kline_type_day)
close = kline[:, -2].astype(np.float)
sma5, sma10, sma20 = StockIndicator.sma(kline, 5, 10, 20)
if target_sma == 0 and target_price == 0:
if sma5[-1] < sma10[-1] and sma5[-1] < sma20[-1] or close[
-1] < sma20[-1]:
continue
f.write(line)
else:
f.write(line)
def select(stock_list,
x_position=-1,
w_x_position=-1,
kline_type=StockConfig.kline_type_week,
min_item=120):
"""
均线选股法
:param stock_list:
:param kline_type:
:param avg:
:return:
"""
result = []
for stock in stock_list:
try:
kline = StockIO.get_kline(stock.stock_code, kline_type=kline_type)
w_kline = StockIO.get_kline(stock.stock_code,
kline_type=StockConfig.kline_type_week)
except:
continue
if kline.shape[0] < min_item:
continue
open = kline[:, 1].astype(np.float)
close = kline[:, 2].astype(np.float)
sma5, sma10, sma20, sma30 = StockIndicator.sma(kline, 5, 10, 20, 30)
cjl = StockIndicator.cjl(kline)
w_close = w_kline[:, 2].astype(np.float)
#if w_sma5[w_x_position] > w_sma10[w_x_position]:
if close[x_position] > sma5[x_position] > sma10[x_position] and close[
x_position] > sma30[x_position]:
if close[x_position] > np.max(close[x_position - 8:x_position]):
if cjl[x_position] > np.max(cjl[x_position - 8:x_position]):
count = 0
add = False
while count < 4:
if StockFilter2.is_jx(sma5, sma10, x_position - count):
add = True
break
count += 1
if add:
print(stock)
result.append(stock)
return result
def kdj_is_in(stock, kline_type, position=0, k_min=0, k_max=30):
kline = StockIO.get_kline(stock.stock_code, kline_type)
k, d = StockIndicator.kd(StockIO.get_kline(stock.stock_code, kline_type),
9)
if k.shape[0] > abs(position) + 1:
if k_max > k[position] > k[position - 1] > k_min:
return True
return False
def bottom_shape(stock, kline_type, **args):
"""
:param stock:
:param kline_type:
:param
:return:
"""
k_min = args.get('k_min', 0)
k_max = args.get('k_max', 0)
kline = StockIO.get_kline(stock.stock_code, kline_type)
k, d = StockIndicator.kd(kline)
sma5 = StockIndicator.sma(kline, 5)[0]
# 形态确认
#if(StockFilter.is_jx(k, d, True) or StockFilter.is_jx(k, d, False) or )
# 强度确认
return 9, 20,