完成macd回测
This commit is contained in:
375
poetry.lock
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375
poetry.lock
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@@ -15,14 +15,14 @@ files = [
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[[package]]
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[[package]]
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name = "akshare"
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name = "akshare"
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version = "1.15.87"
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version = "1.15.93"
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description = "AKShare is an elegant and simple financial data interface library for Python, built for human beings!"
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description = "AKShare is an elegant and simple financial data interface library for Python, built for human beings!"
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optional = false
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optional = false
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python-versions = ">=3.8"
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python-versions = ">=3.8"
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groups = ["main"]
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groups = ["main"]
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files = [
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[package.dependencies]
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[package.dependencies]
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@@ -2026,67 +2026,67 @@ test = ["pytest", "pytest-console-scripts", "pytest-jupyter", "pytest-tornasync"
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[[package]]
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[[package]]
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name = "numpy"
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name = "numpy"
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version = "2.2.2"
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version = "2.2.3"
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description = "Fundamental package for array computing in Python"
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description = "Fundamental package for array computing in Python"
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optional = false
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optional = false
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python-versions = ">=3.10"
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python-versions = ">=3.10"
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||||||
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||||||
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||||||
[[package]]
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[[package]]
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||||||
@@ -2422,33 +2422,26 @@ parallel = ["dask[dataframe]", "distributed"]
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|||||||
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||||||
[[package]]
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[[package]]
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||||||
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||||||
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||||||
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python-versions = ">=3.6"
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||||||
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||||||
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||||||
[package.extras]
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[package.extras]
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dev = ["abi3audit", "black", "check-manifest", "coverage", "packaging", "pylint", "pyperf", "pypinfo", "pytest-cov", "requests", "rstcheck", "ruff", "sphinx", "sphinx_rtd_theme", "toml-sort", "twine", "virtualenv", "vulture", "wheel"]
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dev = ["abi3audit", "black (==24.10.0)", "check-manifest", "coverage", "packaging", "pylint", "pyperf", "pypinfo", "pytest", "pytest-cov", "pytest-xdist", "requests", "rstcheck", "ruff", "setuptools", "sphinx", "sphinx_rtd_theme", "toml-sort", "twine", "virtualenv", "vulture", "wheel"]
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||||||
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||||||
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||||||
[[package]]
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||||||
@@ -3087,122 +3080,122 @@ type = ["importlib_metadata (>=7.0.2)", "jaraco.develop (>=7.21)", "mypy (==1.14
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{file = "simplejson-3.19.3-cp39-cp39-manylinux_2_5_i686.manylinux1_i686.manylinux_2_17_i686.manylinux2014_i686.whl", hash = "sha256:eb47ee773ce67476a960e2db4a0a906680c54f662521550828c0cc57d0099426"},
|
{file = "simplejson-3.20.1-cp39-cp39-manylinux_2_5_i686.manylinux1_i686.manylinux_2_17_i686.manylinux2014_i686.whl", hash = "sha256:2b6436c48e64378fa844d8c9e58a5ed0352bbcfd4028369a9b46679b7ab79d2d"},
|
||||||
{file = "simplejson-3.19.3-cp39-cp39-manylinux_2_5_x86_64.manylinux1_x86_64.manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:eed8cd98a7b24861da9d3d937f5fbfb6657350c547528a117297fe49e3960667"},
|
{file = "simplejson-3.20.1-cp39-cp39-manylinux_2_5_x86_64.manylinux1_x86_64.manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:6e18345c8dda5d699be8166b61f9d80aaee4545b709f1363f60813dc032dac53"},
|
||||||
{file = "simplejson-3.19.3-cp39-cp39-musllinux_1_2_aarch64.whl", hash = "sha256:619756f1dd634b5bdf57d9a3914300526c3b348188a765e45b8b08eabef0c94e"},
|
{file = "simplejson-3.20.1-cp39-cp39-musllinux_1_2_aarch64.whl", hash = "sha256:90b573693d1526bed576f6817e2a492eaaef68f088b57d7a9e83d122bbb49e51"},
|
||||||
{file = "simplejson-3.19.3-cp39-cp39-musllinux_1_2_i686.whl", hash = "sha256:dd7230d061e755d60a4d5445bae854afe33444cdb182f3815cff26ac9fb29a15"},
|
{file = "simplejson-3.20.1-cp39-cp39-musllinux_1_2_i686.whl", hash = "sha256:272cc767826e924a6bd369ea3dbf18e166ded29059c7a4d64d21a9a22424b5b5"},
|
||||||
{file = "simplejson-3.19.3-cp39-cp39-musllinux_1_2_ppc64le.whl", hash = "sha256:101a3c8392028cd704a93c7cba8926594e775ca3c91e0bee82144e34190903f1"},
|
{file = "simplejson-3.20.1-cp39-cp39-musllinux_1_2_ppc64le.whl", hash = "sha256:51b41f284d603c4380732d7d619f8b34bd04bc4aa0ed0ed5f4ffd0539b14da44"},
|
||||||
{file = "simplejson-3.19.3-cp39-cp39-musllinux_1_2_x86_64.whl", hash = "sha256:1e557712fc79f251673aeb3fad3501d7d4da3a27eff0857af2e1d1afbbcf6685"},
|
{file = "simplejson-3.20.1-cp39-cp39-musllinux_1_2_x86_64.whl", hash = "sha256:6e6697a3067d281f01de0fe96fc7cba4ea870d96d7deb7bfcf85186d74456503"},
|
||||||
{file = "simplejson-3.19.3-cp39-cp39-win32.whl", hash = "sha256:0bc5544e3128891bf613b9f71813ee2ec9c11574806f74dd8bb84e5e95bf64a2"},
|
{file = "simplejson-3.20.1-cp39-cp39-win32.whl", hash = "sha256:6dd3a1d5aca87bf947f3339b0f8e8e329f1badf548bdbff37fac63c17936da8e"},
|
||||||
{file = "simplejson-3.19.3-cp39-cp39-win_amd64.whl", hash = "sha256:06662392e4913dc8846d6a71a6d5de86db5fba244831abe1dd741d62a4136764"},
|
{file = "simplejson-3.20.1-cp39-cp39-win_amd64.whl", hash = "sha256:463f1fca8fbf23d088e5850fdd0dd4d5faea8900a9f9680270bd98fd649814ca"},
|
||||||
{file = "simplejson-3.19.3-py3-none-any.whl", hash = "sha256:49cc4c7b940d43bd12bf87ec63f28cbc4964fc4e12c031cc8cd01650f43eb94e"},
|
{file = "simplejson-3.20.1-py3-none-any.whl", hash = "sha256:8a6c1bbac39fa4a79f83cbf1df6ccd8ff7069582a9fd8db1e52cea073bc2c697"},
|
||||||
{file = "simplejson-3.19.3.tar.gz", hash = "sha256:8e086896c36210ab6050f2f9f095a5f1e03c83fa0e7f296d6cba425411364680"},
|
{file = "simplejson-3.20.1.tar.gz", hash = "sha256:e64139b4ec4f1f24c142ff7dcafe55a22b811a74d86d66560c8815687143037d"},
|
||||||
]
|
]
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
|
|||||||
@@ -3,8 +3,8 @@
|
|||||||
{
|
{
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"ExecuteTime": {
|
"ExecuteTime": {
|
||||||
"end_time": "2025-02-13T09:38:30.408310Z",
|
"end_time": "2025-02-16T08:09:25.176397Z",
|
||||||
"start_time": "2025-02-13T09:38:30.328797Z"
|
"start_time": "2025-02-16T08:09:25.125996Z"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
@@ -12,49 +12,596 @@
|
|||||||
"import backtrader as bt\n",
|
"import backtrader as bt\n",
|
||||||
"import pandas as pd\n",
|
"import pandas as pd\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# source_df = \\\n",
|
"source_df = \\\n",
|
||||||
"# pd.read_csv(\"C:\\\\Users\\\\lanyuanxiaoyao\\\\SynologyDrive\\\\data\\\\Tushare\\\\日线行情 1990-2024\\\\分组行情\\\\000001.SZ.csv\")[\n",
|
" pd.read_csv(\"C:\\\\Users\\\\lanyuanxiaoyao\\\\SynologyDrive\\\\data\\\\Tushare\\\\日线行情 1990-2024\\\\分组行情\\\\000001.SZ.csv\") \\\n",
|
||||||
"source_df = pd.read_csv(\"/Users/lanyuanxiaoyao/SynologyDrive/data/Tushare/日线行情 1990-2024/分组行情/600519.SH.csv\") \\\n",
|
" [[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n",
|
||||||
" [[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n",
|
"# source_df = pd.read_csv(\"/Users/lanyuanxiaoyao/SynologyDrive/data/Tushare/日线行情 1990-2024/分组行情/600519.SH.csv\") \\\n",
|
||||||
"df = pd.DataFrame()\n",
|
"df = pd.DataFrame()\n",
|
||||||
"df[[\"date\", \"volume\", \"open\", \"close\", \"high\", \"low\", \"macd\", \"macd_dif\", \"macd_dea\"]] = \\\n",
|
"df[[\"date\", \"volume\", \"open\", \"close\", \"high\", \"low\", \"macd\", \"macd_dif\", \"macd_dea\"]] = \\\n",
|
||||||
" source_df[[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n",
|
" source_df[[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n",
|
||||||
"df[\"datetime\"] = pd.to_datetime(df[\"date\"], format=\"%Y%m%d\")\n",
|
"df[\"datetime\"] = pd.to_datetime(df[\"date\"], format=\"%Y%m%d\")\n",
|
||||||
"df[\"datetime_text\"] = df[\"datetime\"].apply(lambda x: x.strftime(\"%Y%m%d\"))\n",
|
"df[\"datetime_text\"] = df[\"datetime\"].apply(lambda x: x.strftime(\"%Y%m%d\"))\n",
|
||||||
"df = df[df[\"datetime\"].dt.year > 2010]\n",
|
"df = df[df[\"datetime\"].dt.year > 2023]\n",
|
||||||
"df.sort_values(by='datetime', inplace=True)\n",
|
"df.sort_values(by='datetime', inplace=True)\n",
|
||||||
"df.set_index('datetime', inplace=True)\n",
|
"df.set_index('datetime', inplace=True)\n",
|
||||||
"# df"
|
"df"
|
||||||
],
|
],
|
||||||
"id": "157a87ab33037c6e",
|
"id": "157a87ab33037c6e",
|
||||||
"outputs": [],
|
"outputs": [
|
||||||
"execution_count": 46
|
{
|
||||||
},
|
"data": {
|
||||||
{
|
"text/plain": [
|
||||||
"metadata": {},
|
" date volume open close high low \\\n",
|
||||||
"cell_type": "code",
|
"datetime \n",
|
||||||
"outputs": [],
|
"2024-01-02 20240102 1158366.45 8.57646 8.41205 8.60386 8.41205 \n",
|
||||||
"execution_count": null,
|
"2024-01-03 20240103 733610.31 8.39379 8.40292 8.42119 8.35725 \n",
|
||||||
"source": "",
|
"2024-01-04 20240104 864193.99 8.39379 8.32072 8.39379 8.29332 \n",
|
||||||
"id": "12fde7bfaddbdf4"
|
"2024-01-05 20240105 1991622.16 8.31158 8.46686 8.62213 8.28418 \n",
|
||||||
|
"2024-01-08 20240108 1121156.19 8.43032 8.35725 8.49426 8.32072 \n",
|
||||||
|
"... ... ... ... ... ... ... \n",
|
||||||
|
"2024-12-25 20241225 1475282.94 11.86000 11.92000 12.02000 11.84000 \n",
|
||||||
|
"2024-12-26 20241226 1000074.70 11.92000 11.86000 11.93000 11.78000 \n",
|
||||||
|
"2024-12-27 20241227 1290012.28 11.87000 11.83000 11.90000 11.66000 \n",
|
||||||
|
"2024-12-30 20241230 1351846.36 11.78000 11.95000 11.97000 11.78000 \n",
|
||||||
|
"2024-12-31 20241231 1475367.33 11.93000 11.70000 11.99000 11.70000 \n",
|
||||||
|
"\n",
|
||||||
|
" macd macd_dif macd_dea datetime_text \n",
|
||||||
|
"datetime \n",
|
||||||
|
"2024-01-02 0.107 -0.162 -0.216 20240102 \n",
|
||||||
|
"2024-01-03 0.098 -0.155 -0.203 20240103 \n",
|
||||||
|
"2024-01-04 0.080 -0.153 -0.193 20240104 \n",
|
||||||
|
"2024-01-05 0.087 -0.139 -0.183 20240105 \n",
|
||||||
|
"2024-01-08 0.076 -0.135 -0.173 20240108 \n",
|
||||||
|
"... ... ... ... ... \n",
|
||||||
|
"2024-12-25 0.050 0.080 0.055 20241225 \n",
|
||||||
|
"2024-12-26 0.051 0.087 0.062 20241226 \n",
|
||||||
|
"2024-12-27 0.044 0.089 0.067 20241227 \n",
|
||||||
|
"2024-12-30 0.052 0.100 0.074 20241230 \n",
|
||||||
|
"2024-12-31 0.020 0.086 0.076 20241231 \n",
|
||||||
|
"\n",
|
||||||
|
"[242 rows x 10 columns]"
|
||||||
|
],
|
||||||
|
"text/html": [
|
||||||
|
"<div>\n",
|
||||||
|
"<style scoped>\n",
|
||||||
|
" .dataframe tbody tr th:only-of-type {\n",
|
||||||
|
" vertical-align: middle;\n",
|
||||||
|
" }\n",
|
||||||
|
"\n",
|
||||||
|
" .dataframe tbody tr th {\n",
|
||||||
|
" vertical-align: top;\n",
|
||||||
|
" }\n",
|
||||||
|
"\n",
|
||||||
|
" .dataframe thead th {\n",
|
||||||
|
" text-align: right;\n",
|
||||||
|
" }\n",
|
||||||
|
"</style>\n",
|
||||||
|
"<table border=\"1\" class=\"dataframe\">\n",
|
||||||
|
" <thead>\n",
|
||||||
|
" <tr style=\"text-align: right;\">\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th>date</th>\n",
|
||||||
|
" <th>volume</th>\n",
|
||||||
|
" <th>open</th>\n",
|
||||||
|
" <th>close</th>\n",
|
||||||
|
" <th>high</th>\n",
|
||||||
|
" <th>low</th>\n",
|
||||||
|
" <th>macd</th>\n",
|
||||||
|
" <th>macd_dif</th>\n",
|
||||||
|
" <th>macd_dea</th>\n",
|
||||||
|
" <th>datetime_text</th>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>datetime</th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" </thead>\n",
|
||||||
|
" <tbody>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-01-02</th>\n",
|
||||||
|
" <td>20240102</td>\n",
|
||||||
|
" <td>1158366.45</td>\n",
|
||||||
|
" <td>8.57646</td>\n",
|
||||||
|
" <td>8.41205</td>\n",
|
||||||
|
" <td>8.60386</td>\n",
|
||||||
|
" <td>8.41205</td>\n",
|
||||||
|
" <td>0.107</td>\n",
|
||||||
|
" <td>-0.162</td>\n",
|
||||||
|
" <td>-0.216</td>\n",
|
||||||
|
" <td>20240102</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-01-03</th>\n",
|
||||||
|
" <td>20240103</td>\n",
|
||||||
|
" <td>733610.31</td>\n",
|
||||||
|
" <td>8.39379</td>\n",
|
||||||
|
" <td>8.40292</td>\n",
|
||||||
|
" <td>8.42119</td>\n",
|
||||||
|
" <td>8.35725</td>\n",
|
||||||
|
" <td>0.098</td>\n",
|
||||||
|
" <td>-0.155</td>\n",
|
||||||
|
" <td>-0.203</td>\n",
|
||||||
|
" <td>20240103</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-01-04</th>\n",
|
||||||
|
" <td>20240104</td>\n",
|
||||||
|
" <td>864193.99</td>\n",
|
||||||
|
" <td>8.39379</td>\n",
|
||||||
|
" <td>8.32072</td>\n",
|
||||||
|
" <td>8.39379</td>\n",
|
||||||
|
" <td>8.29332</td>\n",
|
||||||
|
" <td>0.080</td>\n",
|
||||||
|
" <td>-0.153</td>\n",
|
||||||
|
" <td>-0.193</td>\n",
|
||||||
|
" <td>20240104</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-01-05</th>\n",
|
||||||
|
" <td>20240105</td>\n",
|
||||||
|
" <td>1991622.16</td>\n",
|
||||||
|
" <td>8.31158</td>\n",
|
||||||
|
" <td>8.46686</td>\n",
|
||||||
|
" <td>8.62213</td>\n",
|
||||||
|
" <td>8.28418</td>\n",
|
||||||
|
" <td>0.087</td>\n",
|
||||||
|
" <td>-0.139</td>\n",
|
||||||
|
" <td>-0.183</td>\n",
|
||||||
|
" <td>20240105</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-01-08</th>\n",
|
||||||
|
" <td>20240108</td>\n",
|
||||||
|
" <td>1121156.19</td>\n",
|
||||||
|
" <td>8.43032</td>\n",
|
||||||
|
" <td>8.35725</td>\n",
|
||||||
|
" <td>8.49426</td>\n",
|
||||||
|
" <td>8.32072</td>\n",
|
||||||
|
" <td>0.076</td>\n",
|
||||||
|
" <td>-0.135</td>\n",
|
||||||
|
" <td>-0.173</td>\n",
|
||||||
|
" <td>20240108</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>...</th>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-12-25</th>\n",
|
||||||
|
" <td>20241225</td>\n",
|
||||||
|
" <td>1475282.94</td>\n",
|
||||||
|
" <td>11.86000</td>\n",
|
||||||
|
" <td>11.92000</td>\n",
|
||||||
|
" <td>12.02000</td>\n",
|
||||||
|
" <td>11.84000</td>\n",
|
||||||
|
" <td>0.050</td>\n",
|
||||||
|
" <td>0.080</td>\n",
|
||||||
|
" <td>0.055</td>\n",
|
||||||
|
" <td>20241225</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-12-26</th>\n",
|
||||||
|
" <td>20241226</td>\n",
|
||||||
|
" <td>1000074.70</td>\n",
|
||||||
|
" <td>11.92000</td>\n",
|
||||||
|
" <td>11.86000</td>\n",
|
||||||
|
" <td>11.93000</td>\n",
|
||||||
|
" <td>11.78000</td>\n",
|
||||||
|
" <td>0.051</td>\n",
|
||||||
|
" <td>0.087</td>\n",
|
||||||
|
" <td>0.062</td>\n",
|
||||||
|
" <td>20241226</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-12-27</th>\n",
|
||||||
|
" <td>20241227</td>\n",
|
||||||
|
" <td>1290012.28</td>\n",
|
||||||
|
" <td>11.87000</td>\n",
|
||||||
|
" <td>11.83000</td>\n",
|
||||||
|
" <td>11.90000</td>\n",
|
||||||
|
" <td>11.66000</td>\n",
|
||||||
|
" <td>0.044</td>\n",
|
||||||
|
" <td>0.089</td>\n",
|
||||||
|
" <td>0.067</td>\n",
|
||||||
|
" <td>20241227</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-12-30</th>\n",
|
||||||
|
" <td>20241230</td>\n",
|
||||||
|
" <td>1351846.36</td>\n",
|
||||||
|
" <td>11.78000</td>\n",
|
||||||
|
" <td>11.95000</td>\n",
|
||||||
|
" <td>11.97000</td>\n",
|
||||||
|
" <td>11.78000</td>\n",
|
||||||
|
" <td>0.052</td>\n",
|
||||||
|
" <td>0.100</td>\n",
|
||||||
|
" <td>0.074</td>\n",
|
||||||
|
" <td>20241230</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-12-31</th>\n",
|
||||||
|
" <td>20241231</td>\n",
|
||||||
|
" <td>1475367.33</td>\n",
|
||||||
|
" <td>11.93000</td>\n",
|
||||||
|
" <td>11.70000</td>\n",
|
||||||
|
" <td>11.99000</td>\n",
|
||||||
|
" <td>11.70000</td>\n",
|
||||||
|
" <td>0.020</td>\n",
|
||||||
|
" <td>0.086</td>\n",
|
||||||
|
" <td>0.076</td>\n",
|
||||||
|
" <td>20241231</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" </tbody>\n",
|
||||||
|
"</table>\n",
|
||||||
|
"<p>242 rows × 10 columns</p>\n",
|
||||||
|
"</div>"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"execution_count": 158,
|
||||||
|
"metadata": {},
|
||||||
|
"output_type": "execute_result"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"execution_count": 158
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"ExecuteTime": {
|
"ExecuteTime": {
|
||||||
"end_time": "2025-02-13T09:36:52.737860Z",
|
"end_time": "2025-02-16T08:09:25.209704Z",
|
||||||
"start_time": "2025-02-13T09:36:51.459915Z"
|
"start_time": "2025-02-16T08:09:25.199080Z"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"source": [
|
"source": [
|
||||||
"import calendar\n",
|
"import talib\n",
|
||||||
"\n",
|
"\n",
|
||||||
|
"# 指标计算\n",
|
||||||
|
"close_prices = df['close'].values\n",
|
||||||
|
"\n",
|
||||||
|
"# 计算MACD\n",
|
||||||
|
"dif, dea, hist = talib.MACD(close_prices, fastperiod=12, slowperiod=26, signalperiod=9)\n",
|
||||||
|
"\n",
|
||||||
|
"# 将结果添加到数据框\n",
|
||||||
|
"df['dif'] = dif\n",
|
||||||
|
"df['dif'] = df['dif'].fillna(0)\n",
|
||||||
|
"df['dea'] = dea\n",
|
||||||
|
"df['dea'] = df['dea'].fillna(0)\n",
|
||||||
|
"df['hist'] = hist\n",
|
||||||
|
"df['hist'] = df['hist'].fillna(0)\n",
|
||||||
|
"\n",
|
||||||
|
"df"
|
||||||
|
],
|
||||||
|
"id": "12fde7bfaddbdf4",
|
||||||
|
"outputs": [
|
||||||
|
{
|
||||||
|
"data": {
|
||||||
|
"text/plain": [
|
||||||
|
" date volume open close high low \\\n",
|
||||||
|
"datetime \n",
|
||||||
|
"2024-01-02 20240102 1158366.45 8.57646 8.41205 8.60386 8.41205 \n",
|
||||||
|
"2024-01-03 20240103 733610.31 8.39379 8.40292 8.42119 8.35725 \n",
|
||||||
|
"2024-01-04 20240104 864193.99 8.39379 8.32072 8.39379 8.29332 \n",
|
||||||
|
"2024-01-05 20240105 1991622.16 8.31158 8.46686 8.62213 8.28418 \n",
|
||||||
|
"2024-01-08 20240108 1121156.19 8.43032 8.35725 8.49426 8.32072 \n",
|
||||||
|
"... ... ... ... ... ... ... \n",
|
||||||
|
"2024-12-25 20241225 1475282.94 11.86000 11.92000 12.02000 11.84000 \n",
|
||||||
|
"2024-12-26 20241226 1000074.70 11.92000 11.86000 11.93000 11.78000 \n",
|
||||||
|
"2024-12-27 20241227 1290012.28 11.87000 11.83000 11.90000 11.66000 \n",
|
||||||
|
"2024-12-30 20241230 1351846.36 11.78000 11.95000 11.97000 11.78000 \n",
|
||||||
|
"2024-12-31 20241231 1475367.33 11.93000 11.70000 11.99000 11.70000 \n",
|
||||||
|
"\n",
|
||||||
|
" macd macd_dif macd_dea datetime_text dif dea \\\n",
|
||||||
|
"datetime \n",
|
||||||
|
"2024-01-02 0.107 -0.162 -0.216 20240102 0.000000 0.000000 \n",
|
||||||
|
"2024-01-03 0.098 -0.155 -0.203 20240103 0.000000 0.000000 \n",
|
||||||
|
"2024-01-04 0.080 -0.153 -0.193 20240104 0.000000 0.000000 \n",
|
||||||
|
"2024-01-05 0.087 -0.139 -0.183 20240105 0.000000 0.000000 \n",
|
||||||
|
"2024-01-08 0.076 -0.135 -0.173 20240108 0.000000 0.000000 \n",
|
||||||
|
"... ... ... ... ... ... ... \n",
|
||||||
|
"2024-12-25 0.050 0.080 0.055 20241225 0.080475 0.055293 \n",
|
||||||
|
"2024-12-26 0.051 0.087 0.062 20241226 0.087385 0.061712 \n",
|
||||||
|
"2024-12-27 0.044 0.089 0.067 20241227 0.089411 0.067251 \n",
|
||||||
|
"2024-12-30 0.052 0.100 0.074 20241230 0.099551 0.073711 \n",
|
||||||
|
"2024-12-31 0.020 0.086 0.076 20241231 0.086419 0.076253 \n",
|
||||||
|
"\n",
|
||||||
|
" hist \n",
|
||||||
|
"datetime \n",
|
||||||
|
"2024-01-02 0.000000 \n",
|
||||||
|
"2024-01-03 0.000000 \n",
|
||||||
|
"2024-01-04 0.000000 \n",
|
||||||
|
"2024-01-05 0.000000 \n",
|
||||||
|
"2024-01-08 0.000000 \n",
|
||||||
|
"... ... \n",
|
||||||
|
"2024-12-25 0.025182 \n",
|
||||||
|
"2024-12-26 0.025674 \n",
|
||||||
|
"2024-12-27 0.022159 \n",
|
||||||
|
"2024-12-30 0.025840 \n",
|
||||||
|
"2024-12-31 0.010166 \n",
|
||||||
|
"\n",
|
||||||
|
"[242 rows x 13 columns]"
|
||||||
|
],
|
||||||
|
"text/html": [
|
||||||
|
"<div>\n",
|
||||||
|
"<style scoped>\n",
|
||||||
|
" .dataframe tbody tr th:only-of-type {\n",
|
||||||
|
" vertical-align: middle;\n",
|
||||||
|
" }\n",
|
||||||
|
"\n",
|
||||||
|
" .dataframe tbody tr th {\n",
|
||||||
|
" vertical-align: top;\n",
|
||||||
|
" }\n",
|
||||||
|
"\n",
|
||||||
|
" .dataframe thead th {\n",
|
||||||
|
" text-align: right;\n",
|
||||||
|
" }\n",
|
||||||
|
"</style>\n",
|
||||||
|
"<table border=\"1\" class=\"dataframe\">\n",
|
||||||
|
" <thead>\n",
|
||||||
|
" <tr style=\"text-align: right;\">\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th>date</th>\n",
|
||||||
|
" <th>volume</th>\n",
|
||||||
|
" <th>open</th>\n",
|
||||||
|
" <th>close</th>\n",
|
||||||
|
" <th>high</th>\n",
|
||||||
|
" <th>low</th>\n",
|
||||||
|
" <th>macd</th>\n",
|
||||||
|
" <th>macd_dif</th>\n",
|
||||||
|
" <th>macd_dea</th>\n",
|
||||||
|
" <th>datetime_text</th>\n",
|
||||||
|
" <th>dif</th>\n",
|
||||||
|
" <th>dea</th>\n",
|
||||||
|
" <th>hist</th>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>datetime</th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" </thead>\n",
|
||||||
|
" <tbody>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-01-02</th>\n",
|
||||||
|
" <td>20240102</td>\n",
|
||||||
|
" <td>1158366.45</td>\n",
|
||||||
|
" <td>8.57646</td>\n",
|
||||||
|
" <td>8.41205</td>\n",
|
||||||
|
" <td>8.60386</td>\n",
|
||||||
|
" <td>8.41205</td>\n",
|
||||||
|
" <td>0.107</td>\n",
|
||||||
|
" <td>-0.162</td>\n",
|
||||||
|
" <td>-0.216</td>\n",
|
||||||
|
" <td>20240102</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-01-03</th>\n",
|
||||||
|
" <td>20240103</td>\n",
|
||||||
|
" <td>733610.31</td>\n",
|
||||||
|
" <td>8.39379</td>\n",
|
||||||
|
" <td>8.40292</td>\n",
|
||||||
|
" <td>8.42119</td>\n",
|
||||||
|
" <td>8.35725</td>\n",
|
||||||
|
" <td>0.098</td>\n",
|
||||||
|
" <td>-0.155</td>\n",
|
||||||
|
" <td>-0.203</td>\n",
|
||||||
|
" <td>20240103</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-01-04</th>\n",
|
||||||
|
" <td>20240104</td>\n",
|
||||||
|
" <td>864193.99</td>\n",
|
||||||
|
" <td>8.39379</td>\n",
|
||||||
|
" <td>8.32072</td>\n",
|
||||||
|
" <td>8.39379</td>\n",
|
||||||
|
" <td>8.29332</td>\n",
|
||||||
|
" <td>0.080</td>\n",
|
||||||
|
" <td>-0.153</td>\n",
|
||||||
|
" <td>-0.193</td>\n",
|
||||||
|
" <td>20240104</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-01-05</th>\n",
|
||||||
|
" <td>20240105</td>\n",
|
||||||
|
" <td>1991622.16</td>\n",
|
||||||
|
" <td>8.31158</td>\n",
|
||||||
|
" <td>8.46686</td>\n",
|
||||||
|
" <td>8.62213</td>\n",
|
||||||
|
" <td>8.28418</td>\n",
|
||||||
|
" <td>0.087</td>\n",
|
||||||
|
" <td>-0.139</td>\n",
|
||||||
|
" <td>-0.183</td>\n",
|
||||||
|
" <td>20240105</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-01-08</th>\n",
|
||||||
|
" <td>20240108</td>\n",
|
||||||
|
" <td>1121156.19</td>\n",
|
||||||
|
" <td>8.43032</td>\n",
|
||||||
|
" <td>8.35725</td>\n",
|
||||||
|
" <td>8.49426</td>\n",
|
||||||
|
" <td>8.32072</td>\n",
|
||||||
|
" <td>0.076</td>\n",
|
||||||
|
" <td>-0.135</td>\n",
|
||||||
|
" <td>-0.173</td>\n",
|
||||||
|
" <td>20240108</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" <td>0.000000</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>...</th>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-12-25</th>\n",
|
||||||
|
" <td>20241225</td>\n",
|
||||||
|
" <td>1475282.94</td>\n",
|
||||||
|
" <td>11.86000</td>\n",
|
||||||
|
" <td>11.92000</td>\n",
|
||||||
|
" <td>12.02000</td>\n",
|
||||||
|
" <td>11.84000</td>\n",
|
||||||
|
" <td>0.050</td>\n",
|
||||||
|
" <td>0.080</td>\n",
|
||||||
|
" <td>0.055</td>\n",
|
||||||
|
" <td>20241225</td>\n",
|
||||||
|
" <td>0.080475</td>\n",
|
||||||
|
" <td>0.055293</td>\n",
|
||||||
|
" <td>0.025182</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-12-26</th>\n",
|
||||||
|
" <td>20241226</td>\n",
|
||||||
|
" <td>1000074.70</td>\n",
|
||||||
|
" <td>11.92000</td>\n",
|
||||||
|
" <td>11.86000</td>\n",
|
||||||
|
" <td>11.93000</td>\n",
|
||||||
|
" <td>11.78000</td>\n",
|
||||||
|
" <td>0.051</td>\n",
|
||||||
|
" <td>0.087</td>\n",
|
||||||
|
" <td>0.062</td>\n",
|
||||||
|
" <td>20241226</td>\n",
|
||||||
|
" <td>0.087385</td>\n",
|
||||||
|
" <td>0.061712</td>\n",
|
||||||
|
" <td>0.025674</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-12-27</th>\n",
|
||||||
|
" <td>20241227</td>\n",
|
||||||
|
" <td>1290012.28</td>\n",
|
||||||
|
" <td>11.87000</td>\n",
|
||||||
|
" <td>11.83000</td>\n",
|
||||||
|
" <td>11.90000</td>\n",
|
||||||
|
" <td>11.66000</td>\n",
|
||||||
|
" <td>0.044</td>\n",
|
||||||
|
" <td>0.089</td>\n",
|
||||||
|
" <td>0.067</td>\n",
|
||||||
|
" <td>20241227</td>\n",
|
||||||
|
" <td>0.089411</td>\n",
|
||||||
|
" <td>0.067251</td>\n",
|
||||||
|
" <td>0.022159</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-12-30</th>\n",
|
||||||
|
" <td>20241230</td>\n",
|
||||||
|
" <td>1351846.36</td>\n",
|
||||||
|
" <td>11.78000</td>\n",
|
||||||
|
" <td>11.95000</td>\n",
|
||||||
|
" <td>11.97000</td>\n",
|
||||||
|
" <td>11.78000</td>\n",
|
||||||
|
" <td>0.052</td>\n",
|
||||||
|
" <td>0.100</td>\n",
|
||||||
|
" <td>0.074</td>\n",
|
||||||
|
" <td>20241230</td>\n",
|
||||||
|
" <td>0.099551</td>\n",
|
||||||
|
" <td>0.073711</td>\n",
|
||||||
|
" <td>0.025840</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2024-12-31</th>\n",
|
||||||
|
" <td>20241231</td>\n",
|
||||||
|
" <td>1475367.33</td>\n",
|
||||||
|
" <td>11.93000</td>\n",
|
||||||
|
" <td>11.70000</td>\n",
|
||||||
|
" <td>11.99000</td>\n",
|
||||||
|
" <td>11.70000</td>\n",
|
||||||
|
" <td>0.020</td>\n",
|
||||||
|
" <td>0.086</td>\n",
|
||||||
|
" <td>0.076</td>\n",
|
||||||
|
" <td>20241231</td>\n",
|
||||||
|
" <td>0.086419</td>\n",
|
||||||
|
" <td>0.076253</td>\n",
|
||||||
|
" <td>0.010166</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" </tbody>\n",
|
||||||
|
"</table>\n",
|
||||||
|
"<p>242 rows × 13 columns</p>\n",
|
||||||
|
"</div>"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"execution_count": 159,
|
||||||
|
"metadata": {},
|
||||||
|
"output_type": "execute_result"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"execution_count": 159
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"metadata": {
|
||||||
|
"ExecuteTime": {
|
||||||
|
"end_time": "2025-02-16T08:09:25.361947Z",
|
||||||
|
"start_time": "2025-02-16T08:09:25.270309Z"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"cell_type": "code",
|
||||||
|
"source": [
|
||||||
"cerebro = bt.Cerebro()\n",
|
"cerebro = bt.Cerebro()\n",
|
||||||
"\n",
|
"\n",
|
||||||
"data_feed = bt.feeds.PandasData(dataname=df)\n",
|
"\n",
|
||||||
"cerebro.adddata(data_feed)\n",
|
"class EnhancePandasData(bt.feeds.PandasData):\n",
|
||||||
|
" lines = (\"dif\", \"dea\", \"hist\")\n",
|
||||||
|
" params = (\n",
|
||||||
|
" (\"dif\", -1),\n",
|
||||||
|
" (\"dea\", -1),\n",
|
||||||
|
" (\"hist\", -1),\n",
|
||||||
|
" )\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
"cerebro.adddata(EnhancePandasData(dataname=df))\n",
|
||||||
"# 初始资金 100,000,000\n",
|
"# 初始资金 100,000,000\n",
|
||||||
"cerebro.broker.setcash(100000000.0)\n",
|
"cerebro.broker.setcash(10000.0)\n",
|
||||||
"# 佣金，双边各 0.0003\n",
|
"# 佣金，双边各 0.0003\n",
|
||||||
"cerebro.broker.setcommission(commission=0.0003)\n",
|
"cerebro.broker.setcommission(commission=0.0003)\n",
|
||||||
"# 滑点：双边各 0.0001\n",
|
"# 滑点：双边各 0.0001\n",
|
||||||
@@ -68,12 +615,20 @@
|
|||||||
"# 创建策略类\n",
|
"# 创建策略类\n",
|
||||||
"class TestStrategy(bt.Strategy):\n",
|
"class TestStrategy(bt.Strategy):\n",
|
||||||
" def next(self):\n",
|
" def next(self):\n",
|
||||||
" curr_date = self.datetime.date()\n",
|
" now_dif = self.data.dif[0]\n",
|
||||||
" _, last_day_month = calendar.monthrange(curr_date.year, curr_date.month)\n",
|
" now_dea = self.data.dea[0]\n",
|
||||||
" if curr_date.day == 1:\n",
|
" now_hist = self.data.hist[0]\n",
|
||||||
" self.buy()\n",
|
"\n",
|
||||||
" elif curr_date.day == last_day_month:\n",
|
" pre_dif = self.data.dif[-1]\n",
|
||||||
" self.sell()\n",
|
" pre_dea = self.data.dea[-1]\n",
|
||||||
|
" pre_hist = self.data.hist[-1]\n",
|
||||||
|
"\n",
|
||||||
|
" hold = self.getposition(self.data).size\n",
|
||||||
|
"\n",
|
||||||
|
" if now_dif > now_dea and pre_dif <= pre_dea and now_dif > 0 and now_dea > 0:\n",
|
||||||
|
" self.buy(size=100)\n",
|
||||||
|
" elif now_dif < now_dea and pre_dif >= pre_dea and hold > 0:\n",
|
||||||
|
" self.sell(size=hold)\n",
|
||||||
"\n",
|
"\n",
|
||||||
" def log(self, txt, dt=None):\n",
|
" def log(self, txt, dt=None):\n",
|
||||||
" \"\"\"\n",
|
" \"\"\"\n",
|
||||||
@@ -113,10 +668,10 @@
|
|||||||
"name": "stdout",
|
"name": "stdout",
|
||||||
"output_type": "stream",
|
"output_type": "stream",
|
||||||
"text": [
|
"text": [
|
||||||
"初始资金: 100000000.00\n",
|
"初始资金: 10000.00\n",
|
||||||
"最终资金: 99982677.31\n",
|
"最终资金: 10015.80\n",
|
||||||
"夏普比率: -249.45833106775427\n",
|
"夏普比率: None\n",
|
||||||
"最大回撤: 0.03266399519865984\n"
|
"最大回撤: 0.48930011171324134\n"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -135,7 +690,7 @@
|
|||||||
"<IPython.core.display.HTML object>"
|
"<IPython.core.display.HTML object>"
|
||||||
],
|
],
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<div id='8a8873d7-5615-4456-bb60-d011d91f07a9'></div>"
|
"<div id='02240639-900b-4c9e-bace-e1c596384da2'></div>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
@@ -147,12 +702,12 @@
|
|||||||
"[[<Figure size 640x480 with 4 Axes>]]"
|
"[[<Figure size 640x480 with 4 Axes>]]"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"execution_count": 45,
|
"execution_count": 160,
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "execute_result"
|
"output_type": "execute_result"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"execution_count": 45
|
"execution_count": 160
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"metadata": {
|
"metadata": {
|
||||||
|
|||||||
@@ -3,29 +3,29 @@
|
|||||||
{
|
{
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"ExecuteTime": {
|
"ExecuteTime": {
|
||||||
"end_time": "2025-02-11T02:51:57.789440Z",
|
"end_time": "2025-02-16T05:33:10.625500Z",
|
||||||
"start_time": "2025-02-11T02:51:57.208223Z"
|
"start_time": "2025-02-16T05:33:10.622501Z"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"source": "import pandas as pd",
|
"source": "import pandas as pd",
|
||||||
"id": "6a10e07f5f498bc6",
|
"id": "6a10e07f5f498bc6",
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"execution_count": 1
|
"execution_count": 3
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"ExecuteTime": {
|
"ExecuteTime": {
|
||||||
"end_time": "2025-02-11T03:14:30.972240Z",
|
"end_time": "2025-02-16T05:33:10.692963Z",
|
||||||
"start_time": "2025-02-11T03:14:30.857326Z"
|
"start_time": "2025-02-16T05:33:10.635906Z"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"source": [
|
"source": [
|
||||||
"# source_df = \\\n",
|
"source_df = \\\n",
|
||||||
"# pd.read_csv(\"C:\\\\Users\\\\lanyuanxiaoyao\\\\SynologyDrive\\\\data\\\\Tushare\\\\日线行情 1990-2024\\\\分组行情\\\\000001.SZ.csv\") \\\n",
|
" pd.read_csv(\"C:\\\\Users\\\\lanyuanxiaoyao\\\\SynologyDrive\\\\data\\\\Tushare\\\\日线行情 1990-2024\\\\分组行情\\\\000001.SZ.csv\") \\\n",
|
||||||
"source_df = pd.read_csv(\"/Users/lanyuanxiaoyao/SynologyDrive/data/Tushare/日线行情 1990-2024/分组行情/600519.SH.csv\") \\\n",
|
|
||||||
" [[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n",
|
" [[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n",
|
||||||
|
"# source_df = pd.read_csv(\"/Users/lanyuanxiaoyao/SynologyDrive/data/Tushare/日线行情 1990-2024/分组行情/600519.SH.csv\") \\\n",
|
||||||
"df = pd.DataFrame()\n",
|
"df = pd.DataFrame()\n",
|
||||||
"df[[\"date\", \"volume\", \"open\", \"close\", \"high\", \"low\", \"macd\", \"macd_dif\", \"macd_dea\"]] = \\\n",
|
"df[[\"date\", \"volume\", \"open\", \"close\", \"high\", \"low\", \"macd\", \"macd_dif\", \"macd_dea\"]] = \\\n",
|
||||||
" source_df[[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n",
|
" source_df[[\"trade_date\", \"vol\", \"open_qfq\", \"close_qfq\", \"high_qfq\", \"low_qfq\", \"macd\", \"macd_dif\", \"macd_dea\"]]\n",
|
||||||
@@ -39,33 +39,33 @@
|
|||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/plain": [
|
"text/plain": [
|
||||||
" date volume open close high low \\\n",
|
" date volume open close high low macd \\\n",
|
||||||
"2187 20010827 406318.00 4.23675 4.36443 4.63820 4.03295 \n",
|
"0 19910404 3.00 0.38158 0.38158 0.38158 0.38158 0.000 \n",
|
||||||
"2188 20010828 129647.79 4.29568 4.52525 4.54244 4.24902 \n",
|
"1 19910405 2.00 0.37970 0.37970 0.37970 0.37970 0.000 \n",
|
||||||
"2189 20010829 53252.75 4.53999 4.46632 4.54244 4.43195 \n",
|
"2 19910408 2.00 0.37595 0.37595 0.37595 0.37595 -0.001 \n",
|
||||||
"2190 20010830 48013.06 4.45405 4.55472 4.60505 4.41967 \n",
|
"3 19910409 4.00 0.37407 0.37407 0.37407 0.37407 -0.001 \n",
|
||||||
"2191 20010831 23231.48 4.56086 4.54367 4.61856 4.51789 \n",
|
"4 19910410 15.00 0.37219 0.37219 0.37219 0.37219 -0.002 \n",
|
||||||
"... ... ... ... ... ... ... \n",
|
"... ... ... ... ... ... ... ... \n",
|
||||||
"2182 20241225 17123.39 1538.80000 1530.00000 1538.80000 1526.10000 \n",
|
"3813 20241225 1475282.94 11.86000 11.92000 12.02000 11.84000 0.050 \n",
|
||||||
"2183 20241226 18286.51 1534.00000 1527.79000 1538.78000 1523.00000 \n",
|
"3814 20241226 1000074.70 11.92000 11.86000 11.93000 11.78000 0.051 \n",
|
||||||
"2184 20241227 20759.32 1528.90000 1528.97000 1536.00000 1519.50000 \n",
|
"3815 20241227 1290012.28 11.87000 11.83000 11.90000 11.66000 0.044 \n",
|
||||||
"2185 20241230 25129.82 1533.97000 1525.00000 1543.96000 1525.00000 \n",
|
"3816 20241230 1351846.36 11.78000 11.95000 11.97000 11.78000 0.052 \n",
|
||||||
"2186 20241231 39354.45 1525.40000 1524.00000 1545.00000 1522.01000 \n",
|
"3817 20241231 1475367.33 11.93000 11.70000 11.99000 11.70000 0.020 \n",
|
||||||
"\n",
|
"\n",
|
||||||
" macd macd_dif macd_dea datetime datetime_text \n",
|
" macd_dif macd_dea datetime datetime_text \n",
|
||||||
"2187 0.000 0.000 0.000 2001-08-27 20010827 \n",
|
"0 0.000 0.000 1991-04-04 19910404 \n",
|
||||||
"2188 0.021 0.013 0.003 2001-08-28 20010828 \n",
|
"1 0.000 0.000 1991-04-05 19910405 \n",
|
||||||
"2189 0.025 0.018 0.006 2001-08-29 20010829 \n",
|
"2 -0.001 0.000 1991-04-08 19910408 \n",
|
||||||
"2190 0.037 0.029 0.010 2001-08-30 20010830 \n",
|
"3 -0.001 0.000 1991-04-09 19910409 \n",
|
||||||
"2191 0.042 0.036 0.016 2001-08-31 20010831 \n",
|
"4 -0.002 -0.001 1991-04-10 19910410 \n",
|
||||||
"... ... ... ... ... ... \n",
|
"... ... ... ... ... \n",
|
||||||
"2182 5.430 5.063 2.348 2024-12-25 20241225 \n",
|
"3813 0.080 0.055 2024-12-25 20241225 \n",
|
||||||
"2183 4.192 4.968 2.872 2024-12-26 20241226 \n",
|
"3814 0.087 0.062 2024-12-26 20241226 \n",
|
||||||
"2184 3.295 4.931 3.283 2024-12-27 20241227 \n",
|
"3815 0.089 0.067 2024-12-27 20241227 \n",
|
||||||
"2185 1.993 4.529 3.533 2024-12-30 20241230 \n",
|
"3816 0.100 0.074 2024-12-30 20241230 \n",
|
||||||
"2186 0.880 4.083 3.643 2024-12-31 20241231 \n",
|
"3817 0.086 0.076 2024-12-31 20241231 \n",
|
||||||
"\n",
|
"\n",
|
||||||
"[5591 rows x 11 columns]"
|
"[8022 rows x 11 columns]"
|
||||||
],
|
],
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<div>\n",
|
"<div>\n",
|
||||||
@@ -101,74 +101,74 @@
|
|||||||
" </thead>\n",
|
" </thead>\n",
|
||||||
" <tbody>\n",
|
" <tbody>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>2187</th>\n",
|
" <th>0</th>\n",
|
||||||
" <td>20010827</td>\n",
|
" <td>19910404</td>\n",
|
||||||
" <td>406318.00</td>\n",
|
" <td>3.00</td>\n",
|
||||||
" <td>4.23675</td>\n",
|
" <td>0.38158</td>\n",
|
||||||
" <td>4.36443</td>\n",
|
" <td>0.38158</td>\n",
|
||||||
" <td>4.63820</td>\n",
|
" <td>0.38158</td>\n",
|
||||||
" <td>4.03295</td>\n",
|
" <td>0.38158</td>\n",
|
||||||
" <td>0.000</td>\n",
|
" <td>0.000</td>\n",
|
||||||
" <td>0.000</td>\n",
|
" <td>0.000</td>\n",
|
||||||
" <td>0.000</td>\n",
|
" <td>0.000</td>\n",
|
||||||
" <td>2001-08-27</td>\n",
|
" <td>1991-04-04</td>\n",
|
||||||
" <td>20010827</td>\n",
|
" <td>19910404</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>2188</th>\n",
|
" <th>1</th>\n",
|
||||||
" <td>20010828</td>\n",
|
" <td>19910405</td>\n",
|
||||||
" <td>129647.79</td>\n",
|
" <td>2.00</td>\n",
|
||||||
" <td>4.29568</td>\n",
|
" <td>0.37970</td>\n",
|
||||||
" <td>4.52525</td>\n",
|
" <td>0.37970</td>\n",
|
||||||
" <td>4.54244</td>\n",
|
" <td>0.37970</td>\n",
|
||||||
" <td>4.24902</td>\n",
|
" <td>0.37970</td>\n",
|
||||||
" <td>0.021</td>\n",
|
" <td>0.000</td>\n",
|
||||||
" <td>0.013</td>\n",
|
" <td>0.000</td>\n",
|
||||||
" <td>0.003</td>\n",
|
" <td>0.000</td>\n",
|
||||||
" <td>2001-08-28</td>\n",
|
" <td>1991-04-05</td>\n",
|
||||||
" <td>20010828</td>\n",
|
" <td>19910405</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>2189</th>\n",
|
" <th>2</th>\n",
|
||||||
" <td>20010829</td>\n",
|
" <td>19910408</td>\n",
|
||||||
" <td>53252.75</td>\n",
|
" <td>2.00</td>\n",
|
||||||
" <td>4.53999</td>\n",
|
" <td>0.37595</td>\n",
|
||||||
" <td>4.46632</td>\n",
|
" <td>0.37595</td>\n",
|
||||||
" <td>4.54244</td>\n",
|
" <td>0.37595</td>\n",
|
||||||
" <td>4.43195</td>\n",
|
" <td>0.37595</td>\n",
|
||||||
" <td>0.025</td>\n",
|
" <td>-0.001</td>\n",
|
||||||
" <td>0.018</td>\n",
|
" <td>-0.001</td>\n",
|
||||||
" <td>0.006</td>\n",
|
" <td>0.000</td>\n",
|
||||||
" <td>2001-08-29</td>\n",
|
" <td>1991-04-08</td>\n",
|
||||||
" <td>20010829</td>\n",
|
" <td>19910408</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>2190</th>\n",
|
" <th>3</th>\n",
|
||||||
" <td>20010830</td>\n",
|
" <td>19910409</td>\n",
|
||||||
" <td>48013.06</td>\n",
|
" <td>4.00</td>\n",
|
||||||
" <td>4.45405</td>\n",
|
" <td>0.37407</td>\n",
|
||||||
" <td>4.55472</td>\n",
|
" <td>0.37407</td>\n",
|
||||||
" <td>4.60505</td>\n",
|
" <td>0.37407</td>\n",
|
||||||
" <td>4.41967</td>\n",
|
" <td>0.37407</td>\n",
|
||||||
" <td>0.037</td>\n",
|
" <td>-0.001</td>\n",
|
||||||
" <td>0.029</td>\n",
|
" <td>-0.001</td>\n",
|
||||||
" <td>0.010</td>\n",
|
" <td>0.000</td>\n",
|
||||||
" <td>2001-08-30</td>\n",
|
" <td>1991-04-09</td>\n",
|
||||||
" <td>20010830</td>\n",
|
" <td>19910409</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>2191</th>\n",
|
" <th>4</th>\n",
|
||||||
" <td>20010831</td>\n",
|
" <td>19910410</td>\n",
|
||||||
" <td>23231.48</td>\n",
|
" <td>15.00</td>\n",
|
||||||
" <td>4.56086</td>\n",
|
" <td>0.37219</td>\n",
|
||||||
" <td>4.54367</td>\n",
|
" <td>0.37219</td>\n",
|
||||||
" <td>4.61856</td>\n",
|
" <td>0.37219</td>\n",
|
||||||
" <td>4.51789</td>\n",
|
" <td>0.37219</td>\n",
|
||||||
" <td>0.042</td>\n",
|
" <td>-0.002</td>\n",
|
||||||
" <td>0.036</td>\n",
|
" <td>-0.002</td>\n",
|
||||||
" <td>0.016</td>\n",
|
" <td>-0.001</td>\n",
|
||||||
" <td>2001-08-31</td>\n",
|
" <td>1991-04-10</td>\n",
|
||||||
" <td>20010831</td>\n",
|
" <td>19910410</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>...</th>\n",
|
" <th>...</th>\n",
|
||||||
@@ -185,93 +185,93 @@
|
|||||||
" <td>...</td>\n",
|
" <td>...</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>2182</th>\n",
|
" <th>3813</th>\n",
|
||||||
" <td>20241225</td>\n",
|
" <td>20241225</td>\n",
|
||||||
" <td>17123.39</td>\n",
|
" <td>1475282.94</td>\n",
|
||||||
" <td>1538.80000</td>\n",
|
" <td>11.86000</td>\n",
|
||||||
" <td>1530.00000</td>\n",
|
" <td>11.92000</td>\n",
|
||||||
" <td>1538.80000</td>\n",
|
" <td>12.02000</td>\n",
|
||||||
" <td>1526.10000</td>\n",
|
" <td>11.84000</td>\n",
|
||||||
" <td>5.430</td>\n",
|
" <td>0.050</td>\n",
|
||||||
" <td>5.063</td>\n",
|
" <td>0.080</td>\n",
|
||||||
" <td>2.348</td>\n",
|
" <td>0.055</td>\n",
|
||||||
" <td>2024-12-25</td>\n",
|
" <td>2024-12-25</td>\n",
|
||||||
" <td>20241225</td>\n",
|
" <td>20241225</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>2183</th>\n",
|
" <th>3814</th>\n",
|
||||||
" <td>20241226</td>\n",
|
" <td>20241226</td>\n",
|
||||||
" <td>18286.51</td>\n",
|
" <td>1000074.70</td>\n",
|
||||||
" <td>1534.00000</td>\n",
|
" <td>11.92000</td>\n",
|
||||||
" <td>1527.79000</td>\n",
|
" <td>11.86000</td>\n",
|
||||||
" <td>1538.78000</td>\n",
|
" <td>11.93000</td>\n",
|
||||||
" <td>1523.00000</td>\n",
|
" <td>11.78000</td>\n",
|
||||||
" <td>4.192</td>\n",
|
" <td>0.051</td>\n",
|
||||||
" <td>4.968</td>\n",
|
" <td>0.087</td>\n",
|
||||||
" <td>2.872</td>\n",
|
" <td>0.062</td>\n",
|
||||||
" <td>2024-12-26</td>\n",
|
" <td>2024-12-26</td>\n",
|
||||||
" <td>20241226</td>\n",
|
" <td>20241226</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>2184</th>\n",
|
" <th>3815</th>\n",
|
||||||
" <td>20241227</td>\n",
|
" <td>20241227</td>\n",
|
||||||
" <td>20759.32</td>\n",
|
" <td>1290012.28</td>\n",
|
||||||
" <td>1528.90000</td>\n",
|
" <td>11.87000</td>\n",
|
||||||
" <td>1528.97000</td>\n",
|
" <td>11.83000</td>\n",
|
||||||
" <td>1536.00000</td>\n",
|
" <td>11.90000</td>\n",
|
||||||
" <td>1519.50000</td>\n",
|
" <td>11.66000</td>\n",
|
||||||
" <td>3.295</td>\n",
|
" <td>0.044</td>\n",
|
||||||
" <td>4.931</td>\n",
|
" <td>0.089</td>\n",
|
||||||
" <td>3.283</td>\n",
|
" <td>0.067</td>\n",
|
||||||
" <td>2024-12-27</td>\n",
|
" <td>2024-12-27</td>\n",
|
||||||
" <td>20241227</td>\n",
|
" <td>20241227</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>2185</th>\n",
|
" <th>3816</th>\n",
|
||||||
" <td>20241230</td>\n",
|
" <td>20241230</td>\n",
|
||||||
" <td>25129.82</td>\n",
|
" <td>1351846.36</td>\n",
|
||||||
" <td>1533.97000</td>\n",
|
" <td>11.78000</td>\n",
|
||||||
" <td>1525.00000</td>\n",
|
" <td>11.95000</td>\n",
|
||||||
" <td>1543.96000</td>\n",
|
" <td>11.97000</td>\n",
|
||||||
" <td>1525.00000</td>\n",
|
" <td>11.78000</td>\n",
|
||||||
" <td>1.993</td>\n",
|
" <td>0.052</td>\n",
|
||||||
" <td>4.529</td>\n",
|
" <td>0.100</td>\n",
|
||||||
" <td>3.533</td>\n",
|
" <td>0.074</td>\n",
|
||||||
" <td>2024-12-30</td>\n",
|
" <td>2024-12-30</td>\n",
|
||||||
" <td>20241230</td>\n",
|
" <td>20241230</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>2186</th>\n",
|
" <th>3817</th>\n",
|
||||||
" <td>20241231</td>\n",
|
" <td>20241231</td>\n",
|
||||||
" <td>39354.45</td>\n",
|
" <td>1475367.33</td>\n",
|
||||||
" <td>1525.40000</td>\n",
|
" <td>11.93000</td>\n",
|
||||||
" <td>1524.00000</td>\n",
|
" <td>11.70000</td>\n",
|
||||||
" <td>1545.00000</td>\n",
|
" <td>11.99000</td>\n",
|
||||||
" <td>1522.01000</td>\n",
|
" <td>11.70000</td>\n",
|
||||||
" <td>0.880</td>\n",
|
" <td>0.020</td>\n",
|
||||||
" <td>4.083</td>\n",
|
" <td>0.086</td>\n",
|
||||||
" <td>3.643</td>\n",
|
" <td>0.076</td>\n",
|
||||||
" <td>2024-12-31</td>\n",
|
" <td>2024-12-31</td>\n",
|
||||||
" <td>20241231</td>\n",
|
" <td>20241231</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" </tbody>\n",
|
" </tbody>\n",
|
||||||
"</table>\n",
|
"</table>\n",
|
||||||
"<p>5591 rows × 11 columns</p>\n",
|
"<p>8022 rows × 11 columns</p>\n",
|
||||||
"</div>"
|
"</div>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"execution_count": 9,
|
"execution_count": 4,
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "execute_result"
|
"output_type": "execute_result"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"execution_count": 9
|
"execution_count": 4
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"ExecuteTime": {
|
"ExecuteTime": {
|
||||||
"end_time": "2025-02-10T13:23:42.952570Z",
|
"end_time": "2025-02-16T05:33:10.728Z",
|
||||||
"start_time": "2025-02-10T13:23:42.938745Z"
|
"start_time": "2025-02-16T05:33:10.707648Z"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
@@ -305,46 +305,46 @@
|
|||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/plain": [
|
"text/plain": [
|
||||||
" date open close high low macd macd_dif \\\n",
|
" date volume open close high low macd \\\n",
|
||||||
"3576 20240102 8.57646 8.41205 8.60386 8.41205 0.107 -0.162 \n",
|
"3576 20240102 1158366.45 8.57646 8.41205 8.60386 8.41205 0.107 \n",
|
||||||
"3577 20240103 8.39379 8.40292 8.42119 8.35725 0.098 -0.155 \n",
|
"3577 20240103 733610.31 8.39379 8.40292 8.42119 8.35725 0.098 \n",
|
||||||
"3578 20240104 8.39379 8.32072 8.39379 8.29332 0.080 -0.153 \n",
|
"3578 20240104 864193.99 8.39379 8.32072 8.39379 8.29332 0.080 \n",
|
||||||
"3579 20240105 8.31158 8.46686 8.62213 8.28418 0.087 -0.139 \n",
|
"3579 20240105 1991622.16 8.31158 8.46686 8.62213 8.28418 0.087 \n",
|
||||||
"3580 20240108 8.43032 8.35725 8.49426 8.32072 0.076 -0.135 \n",
|
"3580 20240108 1121156.19 8.43032 8.35725 8.49426 8.32072 0.076 \n",
|
||||||
"... ... ... ... ... ... ... ... \n",
|
"... ... ... ... ... ... ... ... \n",
|
||||||
"3813 20241225 11.86000 11.92000 12.02000 11.84000 0.050 0.080 \n",
|
"3813 20241225 1475282.94 11.86000 11.92000 12.02000 11.84000 0.050 \n",
|
||||||
"3814 20241226 11.92000 11.86000 11.93000 11.78000 0.051 0.087 \n",
|
"3814 20241226 1000074.70 11.92000 11.86000 11.93000 11.78000 0.051 \n",
|
||||||
"3815 20241227 11.87000 11.83000 11.90000 11.66000 0.044 0.089 \n",
|
"3815 20241227 1290012.28 11.87000 11.83000 11.90000 11.66000 0.044 \n",
|
||||||
"3816 20241230 11.78000 11.95000 11.97000 11.78000 0.052 0.100 \n",
|
"3816 20241230 1351846.36 11.78000 11.95000 11.97000 11.78000 0.052 \n",
|
||||||
"3817 20241231 11.93000 11.70000 11.99000 11.70000 0.020 0.086 \n",
|
"3817 20241231 1475367.33 11.93000 11.70000 11.99000 11.70000 0.020 \n",
|
||||||
"\n",
|
"\n",
|
||||||
" macd_dea datetime datetime_text close_to_median macd_close \\\n",
|
" macd_dif macd_dea datetime datetime_text close_to_median \\\n",
|
||||||
"3576 -0.216 2024-01-02 20240102 -1.50113 -0.339145 \n",
|
"3576 -0.162 -0.216 2024-01-02 20240102 -1.50113 \n",
|
||||||
"3577 -0.203 2024-01-03 20240103 -1.51026 -0.341208 \n",
|
"3577 -0.155 -0.203 2024-01-03 20240103 -1.51026 \n",
|
||||||
"3578 -0.193 2024-01-04 20240104 -1.59246 -0.359779 \n",
|
"3578 -0.153 -0.193 2024-01-04 20240104 -1.59246 \n",
|
||||||
"3579 -0.183 2024-01-05 20240105 -1.44632 -0.326762 \n",
|
"3579 -0.139 -0.183 2024-01-05 20240105 -1.44632 \n",
|
||||||
"3580 -0.173 2024-01-08 20240108 -1.55593 -0.351526 \n",
|
"3580 -0.135 -0.173 2024-01-08 20240108 -1.55593 \n",
|
||||||
"... ... ... ... ... ... \n",
|
"... ... ... ... ... ... \n",
|
||||||
"3813 0.055 2024-12-25 20241225 2.00682 0.453394 \n",
|
"3813 0.080 0.055 2024-12-25 20241225 2.00682 \n",
|
||||||
"3814 0.062 2024-12-26 20241226 1.94682 0.439838 \n",
|
"3814 0.087 0.062 2024-12-26 20241226 1.94682 \n",
|
||||||
"3815 0.067 2024-12-27 20241227 1.91682 0.433061 \n",
|
"3815 0.089 0.067 2024-12-27 20241227 1.91682 \n",
|
||||||
"3816 0.074 2024-12-30 20241230 2.03682 0.460172 \n",
|
"3816 0.100 0.074 2024-12-30 20241230 2.03682 \n",
|
||||||
"3817 0.076 2024-12-31 20241231 1.78682 0.403690 \n",
|
"3817 0.086 0.076 2024-12-31 20241231 1.78682 \n",
|
||||||
"\n",
|
"\n",
|
||||||
" macd_diff macd_trend macd_trend_group pre_macd point \n",
|
" macd_close macd_diff macd_trend macd_trend_group pre_macd point \n",
|
||||||
"3576 0.000 0 1 NaN False \n",
|
"3576 -0.339145 0.000 0 1 NaN False \n",
|
||||||
"3577 -0.009 -1 2 0.107 False \n",
|
"3577 -0.341208 -0.009 -1 2 0.107 False \n",
|
||||||
"3578 -0.018 -1 2 0.098 False \n",
|
"3578 -0.359779 -0.018 -1 2 0.098 False \n",
|
||||||
"3579 0.007 1 3 0.080 False \n",
|
"3579 -0.326762 0.007 1 3 0.080 False \n",
|
||||||
"3580 -0.011 -1 4 0.087 False \n",
|
"3580 -0.351526 -0.011 -1 4 0.087 False \n",
|
||||||
"... ... ... ... ... ... \n",
|
"... ... ... ... ... ... ... \n",
|
||||||
"3813 0.019 1 66 0.031 False \n",
|
"3813 0.453394 0.019 1 66 0.031 False \n",
|
||||||
"3814 0.001 1 66 0.050 False \n",
|
"3814 0.439838 0.001 1 66 0.050 False \n",
|
||||||
"3815 -0.007 -1 67 0.051 False \n",
|
"3815 0.433061 -0.007 -1 67 0.051 False \n",
|
||||||
"3816 0.008 1 68 0.044 True \n",
|
"3816 0.460172 0.008 1 68 0.044 True \n",
|
||||||
"3817 -0.032 -1 69 0.052 False \n",
|
"3817 0.403690 -0.032 -1 69 0.052 False \n",
|
||||||
"\n",
|
"\n",
|
||||||
"[242 rows x 17 columns]"
|
"[242 rows x 18 columns]"
|
||||||
],
|
],
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<div>\n",
|
"<div>\n",
|
||||||
@@ -366,6 +366,7 @@
|
|||||||
" <tr style=\"text-align: right;\">\n",
|
" <tr style=\"text-align: right;\">\n",
|
||||||
" <th></th>\n",
|
" <th></th>\n",
|
||||||
" <th>date</th>\n",
|
" <th>date</th>\n",
|
||||||
|
" <th>volume</th>\n",
|
||||||
" <th>open</th>\n",
|
" <th>open</th>\n",
|
||||||
" <th>close</th>\n",
|
" <th>close</th>\n",
|
||||||
" <th>high</th>\n",
|
" <th>high</th>\n",
|
||||||
@@ -388,6 +389,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3576</th>\n",
|
" <th>3576</th>\n",
|
||||||
" <td>20240102</td>\n",
|
" <td>20240102</td>\n",
|
||||||
|
" <td>1158366.45</td>\n",
|
||||||
" <td>8.57646</td>\n",
|
" <td>8.57646</td>\n",
|
||||||
" <td>8.41205</td>\n",
|
" <td>8.41205</td>\n",
|
||||||
" <td>8.60386</td>\n",
|
" <td>8.60386</td>\n",
|
||||||
@@ -408,6 +410,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3577</th>\n",
|
" <th>3577</th>\n",
|
||||||
" <td>20240103</td>\n",
|
" <td>20240103</td>\n",
|
||||||
|
" <td>733610.31</td>\n",
|
||||||
" <td>8.39379</td>\n",
|
" <td>8.39379</td>\n",
|
||||||
" <td>8.40292</td>\n",
|
" <td>8.40292</td>\n",
|
||||||
" <td>8.42119</td>\n",
|
" <td>8.42119</td>\n",
|
||||||
@@ -428,6 +431,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3578</th>\n",
|
" <th>3578</th>\n",
|
||||||
" <td>20240104</td>\n",
|
" <td>20240104</td>\n",
|
||||||
|
" <td>864193.99</td>\n",
|
||||||
" <td>8.39379</td>\n",
|
" <td>8.39379</td>\n",
|
||||||
" <td>8.32072</td>\n",
|
" <td>8.32072</td>\n",
|
||||||
" <td>8.39379</td>\n",
|
" <td>8.39379</td>\n",
|
||||||
@@ -448,6 +452,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3579</th>\n",
|
" <th>3579</th>\n",
|
||||||
" <td>20240105</td>\n",
|
" <td>20240105</td>\n",
|
||||||
|
" <td>1991622.16</td>\n",
|
||||||
" <td>8.31158</td>\n",
|
" <td>8.31158</td>\n",
|
||||||
" <td>8.46686</td>\n",
|
" <td>8.46686</td>\n",
|
||||||
" <td>8.62213</td>\n",
|
" <td>8.62213</td>\n",
|
||||||
@@ -468,6 +473,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3580</th>\n",
|
" <th>3580</th>\n",
|
||||||
" <td>20240108</td>\n",
|
" <td>20240108</td>\n",
|
||||||
|
" <td>1121156.19</td>\n",
|
||||||
" <td>8.43032</td>\n",
|
" <td>8.43032</td>\n",
|
||||||
" <td>8.35725</td>\n",
|
" <td>8.35725</td>\n",
|
||||||
" <td>8.49426</td>\n",
|
" <td>8.49426</td>\n",
|
||||||
@@ -504,10 +510,12 @@
|
|||||||
" <td>...</td>\n",
|
" <td>...</td>\n",
|
||||||
" <td>...</td>\n",
|
" <td>...</td>\n",
|
||||||
" <td>...</td>\n",
|
" <td>...</td>\n",
|
||||||
|
" <td>...</td>\n",
|
||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3813</th>\n",
|
" <th>3813</th>\n",
|
||||||
" <td>20241225</td>\n",
|
" <td>20241225</td>\n",
|
||||||
|
" <td>1475282.94</td>\n",
|
||||||
" <td>11.86000</td>\n",
|
" <td>11.86000</td>\n",
|
||||||
" <td>11.92000</td>\n",
|
" <td>11.92000</td>\n",
|
||||||
" <td>12.02000</td>\n",
|
" <td>12.02000</td>\n",
|
||||||
@@ -528,6 +536,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3814</th>\n",
|
" <th>3814</th>\n",
|
||||||
" <td>20241226</td>\n",
|
" <td>20241226</td>\n",
|
||||||
|
" <td>1000074.70</td>\n",
|
||||||
" <td>11.92000</td>\n",
|
" <td>11.92000</td>\n",
|
||||||
" <td>11.86000</td>\n",
|
" <td>11.86000</td>\n",
|
||||||
" <td>11.93000</td>\n",
|
" <td>11.93000</td>\n",
|
||||||
@@ -548,6 +557,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3815</th>\n",
|
" <th>3815</th>\n",
|
||||||
" <td>20241227</td>\n",
|
" <td>20241227</td>\n",
|
||||||
|
" <td>1290012.28</td>\n",
|
||||||
" <td>11.87000</td>\n",
|
" <td>11.87000</td>\n",
|
||||||
" <td>11.83000</td>\n",
|
" <td>11.83000</td>\n",
|
||||||
" <td>11.90000</td>\n",
|
" <td>11.90000</td>\n",
|
||||||
@@ -568,6 +578,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3816</th>\n",
|
" <th>3816</th>\n",
|
||||||
" <td>20241230</td>\n",
|
" <td>20241230</td>\n",
|
||||||
|
" <td>1351846.36</td>\n",
|
||||||
" <td>11.78000</td>\n",
|
" <td>11.78000</td>\n",
|
||||||
" <td>11.95000</td>\n",
|
" <td>11.95000</td>\n",
|
||||||
" <td>11.97000</td>\n",
|
" <td>11.97000</td>\n",
|
||||||
@@ -588,6 +599,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3817</th>\n",
|
" <th>3817</th>\n",
|
||||||
" <td>20241231</td>\n",
|
" <td>20241231</td>\n",
|
||||||
|
" <td>1475367.33</td>\n",
|
||||||
" <td>11.93000</td>\n",
|
" <td>11.93000</td>\n",
|
||||||
" <td>11.70000</td>\n",
|
" <td>11.70000</td>\n",
|
||||||
" <td>11.99000</td>\n",
|
" <td>11.99000</td>\n",
|
||||||
@@ -607,22 +619,22 @@
|
|||||||
" </tr>\n",
|
" </tr>\n",
|
||||||
" </tbody>\n",
|
" </tbody>\n",
|
||||||
"</table>\n",
|
"</table>\n",
|
||||||
"<p>242 rows × 17 columns</p>\n",
|
"<p>242 rows × 18 columns</p>\n",
|
||||||
"</div>"
|
"</div>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"execution_count": 16,
|
"execution_count": 5,
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "execute_result"
|
"output_type": "execute_result"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"execution_count": 16
|
"execution_count": 5
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"ExecuteTime": {
|
"ExecuteTime": {
|
||||||
"end_time": "2025-02-10T13:23:46.230728Z",
|
"end_time": "2025-02-16T05:33:11.383991Z",
|
||||||
"start_time": "2025-02-10T13:23:46.054326Z"
|
"start_time": "2025-02-16T05:33:10.747373Z"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
@@ -672,35 +684,35 @@
|
|||||||
{
|
{
|
||||||
"data": {
|
"data": {
|
||||||
"text/plain": [
|
"text/plain": [
|
||||||
" date open close high low macd macd_dif \\\n",
|
" date volume open close high low macd \\\n",
|
||||||
"3645 20240418 9.66336 9.86430 10.07437 9.64509 0.017 0.043 \n",
|
"3645 20240418 3165914.26 9.66336 9.86430 10.07437 9.64509 0.017 \n",
|
||||||
"3650 20240425 9.59029 9.69076 9.69989 9.57202 0.017 0.057 \n",
|
"3650 20240425 1113812.24 9.59029 9.69076 9.69989 9.57202 0.017 \n",
|
||||||
"3652 20240429 9.64509 9.87343 9.95563 9.60856 0.039 0.075 \n",
|
"3652 20240429 2169177.37 9.64509 9.87343 9.95563 9.60856 0.039 \n",
|
||||||
"3658 20240510 9.83690 9.99217 10.01044 9.82776 0.040 0.111 \n",
|
"3658 20240510 1767835.61 9.83690 9.99217 10.01044 9.82776 0.040 \n",
|
||||||
"3662 20240516 9.90997 10.20224 10.23878 9.89170 0.046 0.133 \n",
|
"3662 20240516 3076291.65 9.90997 10.20224 10.23878 9.89170 0.046 \n",
|
||||||
"3808 20241218 11.58000 11.65000 11.74000 11.57000 0.005 0.048 \n",
|
"3808 20241218 1016589.66 11.58000 11.65000 11.74000 11.57000 0.005 \n",
|
||||||
"3811 20241223 11.64000 11.73000 11.84000 11.64000 0.008 0.049 \n",
|
"3811 20241223 1659404.76 11.64000 11.73000 11.84000 11.64000 0.008 \n",
|
||||||
"3816 20241230 11.78000 11.95000 11.97000 11.78000 0.052 0.100 \n",
|
"3816 20241230 1351846.36 11.78000 11.95000 11.97000 11.78000 0.052 \n",
|
||||||
"\n",
|
"\n",
|
||||||
" macd_dea datetime datetime_text close_to_median macd_close \\\n",
|
" macd_dif macd_dea datetime datetime_text close_to_median \\\n",
|
||||||
"3645 0.034 2024-04-18 20240418 -0.04888 -0.011043 \n",
|
"3645 0.043 0.034 2024-04-18 20240418 -0.04888 \n",
|
||||||
"3650 0.048 2024-04-25 20240425 -0.22242 -0.050251 \n",
|
"3650 0.057 0.048 2024-04-25 20240425 -0.22242 \n",
|
||||||
"3652 0.055 2024-04-29 20240429 -0.03975 -0.008981 \n",
|
"3652 0.075 0.055 2024-04-29 20240429 -0.03975 \n",
|
||||||
"3658 0.091 2024-05-10 20240510 0.07899 0.017846 \n",
|
"3658 0.111 0.091 2024-05-10 20240510 0.07899 \n",
|
||||||
"3662 0.110 2024-05-16 20240516 0.28906 0.065306 \n",
|
"3662 0.133 0.110 2024-05-16 20240516 0.28906 \n",
|
||||||
"3808 0.045 2024-12-18 20241218 1.73682 0.392394 \n",
|
"3808 0.048 0.045 2024-12-18 20241218 1.73682 \n",
|
||||||
"3811 0.045 2024-12-23 20241223 1.81682 0.410468 \n",
|
"3811 0.049 0.045 2024-12-23 20241223 1.81682 \n",
|
||||||
"3816 0.074 2024-12-30 20241230 2.03682 0.460172 \n",
|
"3816 0.100 0.074 2024-12-30 20241230 2.03682 \n",
|
||||||
"\n",
|
"\n",
|
||||||
" macd_diff macd_trend macd_trend_group pre_macd point \n",
|
" macd_close macd_diff macd_trend macd_trend_group pre_macd point \n",
|
||||||
"3645 0.055 1 23 -0.038 True \n",
|
"3645 -0.011043 0.055 1 23 -0.038 True \n",
|
||||||
"3650 0.004 1 25 0.013 True \n",
|
"3650 -0.050251 0.004 1 25 0.013 True \n",
|
||||||
"3652 0.022 1 27 0.017 True \n",
|
"3652 -0.008981 0.022 1 27 0.017 True \n",
|
||||||
"3658 0.010 1 29 0.030 True \n",
|
"3658 0.017846 0.010 1 29 0.030 True \n",
|
||||||
"3662 0.026 1 31 0.020 True \n",
|
"3662 0.065306 0.026 1 31 0.020 True \n",
|
||||||
"3808 0.001 1 64 0.004 True \n",
|
"3808 0.392394 0.001 1 64 0.004 True \n",
|
||||||
"3811 0.013 1 66 -0.005 True \n",
|
"3811 0.410468 0.013 1 66 -0.005 True \n",
|
||||||
"3816 0.008 1 68 0.044 True "
|
"3816 0.460172 0.008 1 68 0.044 True "
|
||||||
],
|
],
|
||||||
"text/html": [
|
"text/html": [
|
||||||
"<div>\n",
|
"<div>\n",
|
||||||
@@ -722,6 +734,7 @@
|
|||||||
" <tr style=\"text-align: right;\">\n",
|
" <tr style=\"text-align: right;\">\n",
|
||||||
" <th></th>\n",
|
" <th></th>\n",
|
||||||
" <th>date</th>\n",
|
" <th>date</th>\n",
|
||||||
|
" <th>volume</th>\n",
|
||||||
" <th>open</th>\n",
|
" <th>open</th>\n",
|
||||||
" <th>close</th>\n",
|
" <th>close</th>\n",
|
||||||
" <th>high</th>\n",
|
" <th>high</th>\n",
|
||||||
@@ -744,6 +757,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3645</th>\n",
|
" <th>3645</th>\n",
|
||||||
" <td>20240418</td>\n",
|
" <td>20240418</td>\n",
|
||||||
|
" <td>3165914.26</td>\n",
|
||||||
" <td>9.66336</td>\n",
|
" <td>9.66336</td>\n",
|
||||||
" <td>9.86430</td>\n",
|
" <td>9.86430</td>\n",
|
||||||
" <td>10.07437</td>\n",
|
" <td>10.07437</td>\n",
|
||||||
@@ -764,6 +778,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3650</th>\n",
|
" <th>3650</th>\n",
|
||||||
" <td>20240425</td>\n",
|
" <td>20240425</td>\n",
|
||||||
|
" <td>1113812.24</td>\n",
|
||||||
" <td>9.59029</td>\n",
|
" <td>9.59029</td>\n",
|
||||||
" <td>9.69076</td>\n",
|
" <td>9.69076</td>\n",
|
||||||
" <td>9.69989</td>\n",
|
" <td>9.69989</td>\n",
|
||||||
@@ -784,6 +799,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3652</th>\n",
|
" <th>3652</th>\n",
|
||||||
" <td>20240429</td>\n",
|
" <td>20240429</td>\n",
|
||||||
|
" <td>2169177.37</td>\n",
|
||||||
" <td>9.64509</td>\n",
|
" <td>9.64509</td>\n",
|
||||||
" <td>9.87343</td>\n",
|
" <td>9.87343</td>\n",
|
||||||
" <td>9.95563</td>\n",
|
" <td>9.95563</td>\n",
|
||||||
@@ -804,6 +820,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3658</th>\n",
|
" <th>3658</th>\n",
|
||||||
" <td>20240510</td>\n",
|
" <td>20240510</td>\n",
|
||||||
|
" <td>1767835.61</td>\n",
|
||||||
" <td>9.83690</td>\n",
|
" <td>9.83690</td>\n",
|
||||||
" <td>9.99217</td>\n",
|
" <td>9.99217</td>\n",
|
||||||
" <td>10.01044</td>\n",
|
" <td>10.01044</td>\n",
|
||||||
@@ -824,6 +841,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3662</th>\n",
|
" <th>3662</th>\n",
|
||||||
" <td>20240516</td>\n",
|
" <td>20240516</td>\n",
|
||||||
|
" <td>3076291.65</td>\n",
|
||||||
" <td>9.90997</td>\n",
|
" <td>9.90997</td>\n",
|
||||||
" <td>10.20224</td>\n",
|
" <td>10.20224</td>\n",
|
||||||
" <td>10.23878</td>\n",
|
" <td>10.23878</td>\n",
|
||||||
@@ -844,6 +862,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3808</th>\n",
|
" <th>3808</th>\n",
|
||||||
" <td>20241218</td>\n",
|
" <td>20241218</td>\n",
|
||||||
|
" <td>1016589.66</td>\n",
|
||||||
" <td>11.58000</td>\n",
|
" <td>11.58000</td>\n",
|
||||||
" <td>11.65000</td>\n",
|
" <td>11.65000</td>\n",
|
||||||
" <td>11.74000</td>\n",
|
" <td>11.74000</td>\n",
|
||||||
@@ -864,6 +883,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3811</th>\n",
|
" <th>3811</th>\n",
|
||||||
" <td>20241223</td>\n",
|
" <td>20241223</td>\n",
|
||||||
|
" <td>1659404.76</td>\n",
|
||||||
" <td>11.64000</td>\n",
|
" <td>11.64000</td>\n",
|
||||||
" <td>11.73000</td>\n",
|
" <td>11.73000</td>\n",
|
||||||
" <td>11.84000</td>\n",
|
" <td>11.84000</td>\n",
|
||||||
@@ -884,6 +904,7 @@
|
|||||||
" <tr>\n",
|
" <tr>\n",
|
||||||
" <th>3816</th>\n",
|
" <th>3816</th>\n",
|
||||||
" <td>20241230</td>\n",
|
" <td>20241230</td>\n",
|
||||||
|
" <td>1351846.36</td>\n",
|
||||||
" <td>11.78000</td>\n",
|
" <td>11.78000</td>\n",
|
||||||
" <td>11.95000</td>\n",
|
" <td>11.95000</td>\n",
|
||||||
" <td>11.97000</td>\n",
|
" <td>11.97000</td>\n",
|
||||||
@@ -906,18 +927,18 @@
|
|||||||
"</div>"
|
"</div>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"execution_count": 17,
|
"execution_count": 6,
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "execute_result"
|
"output_type": "execute_result"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"execution_count": 17
|
"execution_count": 6
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"ExecuteTime": {
|
"ExecuteTime": {
|
||||||
"end_time": "2025-02-10T15:07:41.915428Z",
|
"end_time": "2025-02-16T05:33:11.418948Z",
|
||||||
"start_time": "2025-02-10T15:07:41.902660Z"
|
"start_time": "2025-02-16T05:33:11.405501Z"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
@@ -1086,18 +1107,18 @@
|
|||||||
"</div>"
|
"</div>"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"execution_count": 43,
|
"execution_count": 7,
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "execute_result"
|
"output_type": "execute_result"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"execution_count": 43
|
"execution_count": 7
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"ExecuteTime": {
|
"ExecuteTime": {
|
||||||
"end_time": "2025-02-10T15:07:44.088406Z",
|
"end_time": "2025-02-16T05:33:12.250581Z",
|
||||||
"start_time": "2025-02-10T15:07:43.838889Z"
|
"start_time": "2025-02-16T05:33:11.724099Z"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
@@ -1128,7 +1149,7 @@
|
|||||||
" <Axes: >])"
|
" <Axes: >])"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
"execution_count": 44,
|
"execution_count": 8,
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"output_type": "execute_result"
|
"output_type": "execute_result"
|
||||||
},
|
},
|
||||||
@@ -1143,7 +1164,7 @@
|
|||||||
"output_type": "display_data"
|
"output_type": "display_data"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"execution_count": 44
|
"execution_count": 8
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
@@ -1158,8 +1179,8 @@
|
|||||||
{
|
{
|
||||||
"metadata": {
|
"metadata": {
|
||||||
"ExecuteTime": {
|
"ExecuteTime": {
|
||||||
"end_time": "2025-02-11T03:14:36.513645Z",
|
"end_time": "2025-02-16T05:33:14.092062Z",
|
||||||
"start_time": "2025-02-11T03:14:36.474163Z"
|
"start_time": "2025-02-16T05:33:12.314851Z"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
@@ -1352,19 +1373,19 @@
|
|||||||
"output_type": "stream",
|
"output_type": "stream",
|
||||||
"text": [
|
"text": [
|
||||||
"满足条件的日期:\n",
|
"满足条件的日期:\n",
|
||||||
"2005-09-16\n"
|
"1997-05-07\n"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"name": "stderr",
|
"name": "stderr",
|
||||||
"output_type": "stream",
|
"output_type": "stream",
|
||||||
"text": [
|
"text": [
|
||||||
"/var/folders/7h/w0cmp4zj6mn9br_6nyj310m40000gn/T/ipykernel_60768/2739124595.py:26: FutureWarning: 'M' is deprecated and will be removed in a future version, please use 'ME' instead.\n",
|
"C:\\Users\\lanyuanxiaoyao\\AppData\\Local\\Temp\\ipykernel_15564\\2739124595.py:26: FutureWarning: 'M' is deprecated and will be removed in a future version, please use 'ME' instead.\n",
|
||||||
" monthly_df = daily_df.groupby(pd.Grouper(key='datetime', freq='M')).agg(\n"
|
" monthly_df = daily_df.groupby(pd.Grouper(key='datetime', freq='M')).agg(\n"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"execution_count": 10
|
"execution_count": 9
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"metadata": {
|
"metadata": {
|
||||||
|
|||||||
Reference in New Issue
Block a user