策略验证_买入口诀_身抱多线好景出现

写在前面：
1. 本文中提到的“股票策略校验工具”的具体使用操作请查看该博文；
2. 文中知识内容来自书籍《同花顺炒股软件从入门到精通》
3. 本系列文章是用来学习技法，文中所得内容都仅仅只是作为演示功能使用

目录

解说

策略代码

结果

解说

        所谓“身抱多线”是指股价跌到低位后，出现一条较长实体的K线，将前面两条以上的K线包裹起来。该形态预示着做空动能释放完毕，是非常可靠的见底讯号。

        出现“身抱多线”的形态后，股票投资者需要遵循以下操作原则。

        1）“身抱多线”的形态如果出现在股价暴跌后的底部低位区域为买入信号。

        2）“身抱多线”的形态如果出现在股票拉升的初期和中期也是很强的买入信号。

        3）“身抱多线”的形态如果出现在高位或下降通道中则不宜参与。

        “身抱多线”具有两种形态：一是大阳线包裹前面的多条小K线，二是大阴线包裹前面的多条小K线。两种形态的性质是一样的，均是蓄势待升的信号，可积极关注。

策略代码

def excute_strategy(base_data,data_dir):
    '''
    买入口诀 - 身抱多线，好景出现
    解析：
    1. 出现一条较长实体的K线，将前面两条以上的K线包裹起来
    自定义：
    1. 两条以上 =》检验三条
    2. 买入点 =》五阳后一个交易日收盘价
    3. 胜 =》 买入后第三日收盘价涨跌幅，正为胜
    只计算最近两年的数据
    :param base_data:股票代码与股票简称 键值对
    :param data_dir:股票日数据文件所在目录
    :return:
    '''
    import pandas as pd
    import numpy as np
    import talib,os
    from datetime import datetime
    from dateutil.relativedelta import relativedelta
 
    def res_pre_two_year_first_day():
        pre_year_day = (datetime.now() - relativedelta(years=2)).strftime('%Y-%m-%d')
        return pre_year_day
    caculate_start_date_str = res_pre_two_year_first_day()
 
    dailydata_file_list = os.listdir(data_dir)
 
    total_count = 0
    total_win = 0
    check_count = 0
    list_list = []
    detail_map = {}
    for item in dailydata_file_list:
        item_arr = item.split('.')
        ticker = item_arr[0]
        secName = base_data[ticker]
        file_path = data_dir + item
        df = pd.read_csv(file_path,encoding='utf-8')
        # 删除停牌的数据
        df = df.loc[df['openPrice'] > 0].copy()
        df['o_date'] = df['tradeDate']
        df['o_date'] = pd.to_datetime(df['o_date'])
        df = df.loc[df['o_date'] >= caculate_start_date_str].copy()
        # 保存未复权收盘价数据
        df['close'] = df['closePrice']
        # 计算前复权数据
        df['openPrice'] = df['openPrice'] * df['accumAdjFactor']
        df['closePrice'] = df['closePrice'] * df['accumAdjFactor']
        df['highestPrice'] = df['highestPrice'] * df['accumAdjFactor']
        df['lowestPrice'] = df['lowestPrice'] * df['accumAdjFactor']
 
        if len(df)<=0:
            continue
 
        # 开始计算
        df.reset_index(inplace=True)
        df['i_row'] = [i for i in range(len(df))]
        df['up_val'] = 0
        df.loc[df['closePrice']>=df['openPrice'],'up_val'] = df['closePrice']
        df.loc[df['closePrice']'openPrice'],'up_val'] = df['openPrice']
        df['down_val'] = 0
        df.loc[df['closePrice']'openPrice'],'down_val'] = df['closePrice']
        df.loc[df['closePrice']>=df['openPrice'],'down_val'] = df['openPrice']
 
        df['target_yeah'] = 0
        df.loc[(df['up_val']>=df['up_val'].shift(1)) & (df['up_val']>=df['up_val'].shift(2)) & (df['up_val']>=df['up_val'].shift(3)) & (df['down_val']<=df['down_val'].shift(1)) & (df['down_val']<=df['down_val'].shift(2)) & (df['down_val']<=df['down_val'].shift(3)),'target_yeah'] = 1
 
        df['three_chg'] = round(((df['close'].shift(-3) - df['close']) / df['close']) * 100, 4)
        df['three_after_close'] = df['close'].shift(-3)
 
        df_target = df.loc[df['target_yeah']==1].copy()
 
        node_count = 0
        node_win = 0
        duration_list = []
        table_list = []
        i_row_list = df_target['i_row'].values.tolist()
        for i,row0 in enumerate(i_row_list):
            row = row0 + 1
            if row >= len(df):
                continue
            date_str = df.iloc[row]['tradeDate']
            cur_close = df.iloc[row]['close']
            three_after_close = df.iloc[row]['three_after_close']
            three_chg = df.iloc[row]['three_chg']
 
            table_list.append([
                i,date_str,cur_close,three_after_close,three_chg
            ])
            duration_list.append([row-4,row+3])
            node_count += 1
            if three_chg>0:
                node_win +=1
            pass
 
        list_list.append({
            'ticker':ticker,
            'secName':secName,
            'count':node_count,
            'win':0 if node_count<=0 else round((node_win/node_count)*100,2)
        })
        detail_map[ticker] = {
            'table_list': table_list,
            'duration_list': duration_list
        }
 
        total_count += node_count
        total_win += node_win
        check_count += 1
        pass
    df = pd.DataFrame(list_list)
 
    results_data = {
        'check_count':check_count,
        'total_count':total_count,
        'total_win':0 if total_count<=0 else round((total_win/total_count)*100,2),
        'start_date_str':caculate_start_date_str,
        'df':df,
        'detail_map':detail_map
    }
    return results_data

结果

 本文校验的数据是随机抽取的81个股票