0.5.4 新增选股example

examples/使用CZSC进行选股.ipynb

@@ -43,6 +43,8 @@
     "from datetime import datetime\n",
     "from typing import List\n",
     "import traceback\n",
+    "import pandas as pd\n",
+    "import numpy as np\n",
     "from tqdm import tqdm_notebook as tqdm\n",
     "from czsc.analyze import KlineAnalyze"
    ]
@@ -81,7 +83,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 4,
+   "execution_count": 17,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -108,13 +110,13 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 5,
+   "execution_count": 18,
    "metadata": {},
    "outputs": [
     {
      "data": {
       "application/vnd.jupyter.widget-view+json": {
-       "model_id": "d71a2b3782724541b22584e646998e4f",
+       "model_id": "b33033a1bccb49338a8bedfb36f9ae1b",
        "version_major": 2,
        "version_minor": 0
       },
@@ -142,6 +144,132 @@
     "print(\"选股结果：\", selected)"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "### 日线笔中枢选股\n",
+    "---\n",
+    "\n",
+    "中枢如果能当下确认，基本逻辑如下：\n",
+    "1. ma 233<close<ma 60 ---得 codes_list1\n",
+    "2. codes_list1中选择 符合日线笔中枢形态的，得codes_list2\n",
+    "    * 2.1 笔中枢形态：方向下: 日线中枢完成，第四笔底分型\n",
+    "3. codes_list2 中中枢第一笔到第四笔得日期跨度 date1\n",
+    "4. date1时间跨度中，codes_list2 ma233 cross的个数，并标注 codes_list3"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 11,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "2\n"
+     ]
+    }
+   ],
+   "source": [
+    "def cross_number(x1, x2):\n",
+    "    \"\"\"输入两个序列，计算 x1 下穿 x2 的次数\"\"\"\n",
+    "    x = np.array(x1) < np.array(x2)\n",
+    "    num = 0\n",
+    "    for i in range(len(x)-1):\n",
+    "        b1, b2 = x[i], x[i+1]\n",
+    "        if b2 and b1 != b2:\n",
+    "            num += 1\n",
+    "    return num\n",
+    "\n",
+    "x1 = [1, 1, 3, 4, 5, 12, 9, 8]\n",
+    "x2 = [2, 2, 1, 5, 8, 9, 10, 3]\n",
+    "print(cross_number(x1, x2))"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 15,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def selector(symbols: List):\n",
+    "    \"\"\"输入股票列表，输入符合买点定义的股票\"\"\"\n",
+    "    res = []\n",
+    "    for symbol in tqdm(symbols, desc=\"缠论选股\"):\n",
+    "        try:\n",
+    "            kline = get_kline(symbol=symbol, end_date=datetime.now(), freq=\"D\", count=1000)\n",
+    "            ka = KlineAnalyze(kline, ma_params=(5, 34, 60, 250))\n",
+    "\n",
+    "            if ka.ma[-1]['ma60'] >= ka.latest_price >= ka.ma[-1]['ma250']:\n",
+    "                # print(\"{} 满足条件1：ma60 > close > ma233\".format(symbol))\n",
+    "                points = ka.bi_list[-7:]\n",
+    "                \n",
+    "                if len(points) == 7 and points[-1]['fx_mark'] == 'd':\n",
+    "                    zs_g = min([x['bi'] for x in points[2:6] if x['fx_mark'] == 'g'])\n",
+    "                    zs_d = max([x['bi'] for x in points[2:6] if x['fx_mark'] == 'd'])\n",
+    "                    \n",
+    "                    if zs_g > zs_d:\n",
+    "                        # print(\"{} 满足条件2：向下中枢完成\".format(symbol))\n",
+    "                        date_span = [points[-5]['dt'], points[-1]['dt']]\n",
+    "                        low = [x['low'] for x in ka.kline_raw if date_span[1] >= x['dt'] >= date_span[0]]\n",
+    "                        ma_ = [x['ma250'] for x in ka.ma if date_span[1] >= x['dt'] >= date_span[0]]\n",
+    "                        num = cross_number(low, ma_)\n",
+    "                        res.append({\"symbol\": symbol, \"cross_num\": num})\n",
+    "        except:\n",
+    "            traceback.print_exc()\n",
+    "    return res"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 16,
+   "metadata": {
+    "scrolled": false
+   },
+   "outputs": [
+    {
+     "data": {
+      "application/vnd.jupyter.widget-view+json": {
+       "model_id": "8da8cca5b5b34c53b4cd3bb4f25da4f6",
+       "version_major": 2,
+       "version_minor": 0
+      },
+      "text/plain": [
+       "HBox(children=(IntProgress(value=0, description='缠论选股', style=ProgressStyle(description_width='initial')), HTM…"
+      ]
+     },
+     "metadata": {},
+     "output_type": "display_data"
+    },
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "\n",
+      "选股结果： [{'symbol': '300003.XSHE', 'cross_num': 0}, {'symbol': '300223.XSHE', 'cross_num': 0}, {'symbol': '300383.XSHE', 'cross_num': 0}, {'symbol': '300567.XSHE', 'cross_num': 2}, {'symbol': '300633.XSHE', 'cross_num': 0}, {'symbol': '300661.XSHE', 'cross_num': 0}]\n"
+     ]
+    }
+   ],
+   "source": [
+    "# 在创业板中选股\n",
+    "symbols = get_index_stocks(\"399006.XSHE\")\n",
+    "# symbols = get_index_stocks(\"000001.XSHG\")\n",
+    "selected = selector(symbols)\n",
+    "\n",
+    "print(\"选股结果：\", selected)\n",
+    "# df = pd.DataFrame(selected)\n",
+    "# df.to_excel(\"选股结果.xlsx\", index=False)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
   {
    "cell_type": "code",
    "execution_count": null,