Python 是一種非常流行的編程語言,它具有簡潔的語法和高效的數據處理能力,很受廣大程序員的喜愛。在股票市場中,旗形突破是一種常見的技術分析方法,可以幫助投資者準確預測股票價格的未來變化趨勢。下面我們就來介紹一下 Python 中如何實現旗形突破。
# 導入必要的庫 import numpy as np import pandas as pd import datetime as dt # 定義函數實現旗形突破策略 def flag_breakout(bars, n): # 計算寬度為 n 的真實波動幅度 highs = bars['high'].rolling(n).max() lows = bars['low'].rolling(n).min() tr = np.maximum(highs - lows, abs(highs - bars['close'].shift())) # 計算中線及上下線 midline = bars['close'].rolling(n).mean() upline = midline + 1.5 * tr dnline = midline - 1.5 * tr # 判斷是否出現突破,生成信號 signal = pd.Series(index=bars.index, data=0) for i in range(n - 1, len(bars)): cur_price = bars['close'].iloc[i] prev_up = upline.iloc[i - 1] prev_dn = dnline.iloc[i - 1] if cur_price >prev_up and bars['close'].iloc[i - n:i].min() >prev_dn: signal.iloc[i] = 1 elif cur_price< prev_dn and bars['close'].iloc[i - n:i].max()< prev_up: signal.iloc[i] = -1 return signal # 讀取股票數據 symbol = 'AAPL' bars = pd.read_csv(f'{symbol}.csv', index_col=0, parse_dates=True) # 計算旗形突破信號 signal = flag_breakout(bars, 20) # 合并信號和價格數據 data = pd.concat([bars, signal], axis=1) data.columns = ['open', 'high', 'low', 'close', 'volume', 'signal'] data = data.dropna() # 繪制股票價格和信號圖形 import matplotlib.pyplot as plt fig = plt.figure(figsize=(12,6)) ax = fig.add_subplot(111) ax.plot(data.index, data['close'], 'k-', label='Close') ax.plot(data[data['signal'] == 1].index, data['close'][data['signal'] == 1], 'go', label='Long') ax.plot(data[data['signal'] == -1].index, data['close'][data['signal'] == -1], 'ro', label='Short') ax.legend(loc='best') ax.grid(True) plt.show()
通過上述代碼,我們可以看到實現旗形突破并生成交易信號的過程。在此基礎上,我們可以根據個人的交易策略進行進一步分析,制定合適的投資計劃,進而取得滿意的收益。