\u53cc\u5747\u7ebf\u7b56\u7565<\/strong>\u662f\u6700\u7ecf\u5178\u7684\u91cf\u5316\u7b56\u7565\u4e4b\u4e00\uff0c\u7528\u4e24\u6761\u5747\u7ebf\u7684\u4ea4\u53c9<\/strong>\u6765\u51b3\u5b9a\u4e70\u5356\u3002<\/p>\n \ud83d\udcca \u4ec0\u4e48\u662f\u53cc\u5747\u7ebf\u7b56\u7565\uff1f \u53cc\u5747\u7ebf\u7b56\u7565\u662f\u6700\u7ecf\u5178\u7684\u91cf\u5316\u7b56\u7565\u4e4b\u4e00\uff0c\u7528\u4e24\u6761\u5747\u7ebf\u7684\u4ea4\u53c9\u6765\u51b3\u5b9a\u4e70\u5356\u3002 \ud83d\udcc8 \u91d1\u53c9\uff1a\u77ed\u671f\u5747\u7ebf\u4ece\u4e0b … \u9605\u8bfb\u66f4\u591a<\/a><\/p>","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-3588","post","type-post","status-publish","format-standard","hentry","category-strategies"],"_links":{"self":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts\/3588","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=3588"}],"version-history":[{"count":1,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts\/3588\/revisions"}],"predecessor-version":[{"id":3596,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=\/wp\/v2\/posts\/3588\/revisions\/3596"}],"wp:attachment":[{"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=3588"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=3588"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/xuebuwan.com\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=3588"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}\n
\ud83c\udfaf \u7b56\u7565\u903b\u8f91<\/h2>\n
# \u5047\u8bbe\u7528 5\u65e5\u5747\u7ebf \u548c 20\u65e5\u5747\u7ebf\nif MA5 > MA20 and MA5_prev = MA20_prev:\n \u5356\u51fa() # \u6b7b\u53c9<\/code><\/pre>\n\ud83d\udc68\u200d\ud83d\udcbb \u5b8c\u6574\u4ee3\u7801<\/h2>\n
import akshare as ak\nimport pandas as pd\n\n# 1. \u83b7\u53d6\u6570\u636e\ndf = ak.stock_zh_a_hist(symbol="600519", adjust="qfq")\ndf = df.tail(250) # \u6700\u8fd1250\u5929\n\n# 2. \u8ba1\u7b97\u5747\u7ebf\ndf["MA5"] = df["\u6536\u76d8"].rolling(5).mean()\ndf["MA20"] = df["\u6536\u76d8"].rolling(20).mean()\n\n# 3. \u751f\u6210\u4ea4\u6613\u4fe1\u53f7\ndf["\u4fe1\u53f7"] = "\u6301\u6709"\nfor i in range(1, len(df)):\n ma5 = df["MA5"].iloc[i]\n ma20 = df["MA20"].iloc[i]\n ma5_prev = df["MA5"].iloc[i-1]\n ma20_prev = df["MA20"].iloc[i-1]\n\n if ma5 > ma20 and ma5_prev = ma20_prev:\n df.loc[df.index[i], "\u4fe1\u53f7"] = "\u5356\u51fa"\n\n# 4. \u663e\u793a\u4fe1\u53f7\nsignals = df[df["\u4fe1\u53f7"].isin(["\u4e70\u5165", "\u5356\u51fa"])]\nprint(signals[["\u65e5\u671f", "\u6536\u76d8", "MA5", "MA20", "\u4fe1\u53f7"]])<\/code><\/pre>\n\ud83d\udcca \u8fd0\u884c\u7ed3\u679c\u793a\u4f8b<\/h2>\n
\u65e5\u671f \u6536\u76d8 MA5 MA20 \u4fe1\u53f7\n2024-03-15 1650.0 1640.0 1630.0 \u4e70\u5165\n2024-04-20 1700.0 1690.0 1700.0 \u5356\u51fa\n2024-05-10 1680.0 1670.0 1665.0 \u4e70\u5165\n...\n\n
\ud83d\udcb0 \u6a21\u62df\u56de\u6d4b<\/h2>\n\n
# \u7b80\u5355\u7684\u6a21\u62df\u56de\u6d4b\ninitial_money = 100000 # \u521d\u59cb\u8d44\u91d110\u4e07\nmoney = initial_money\nshares = 0\nhold = False\n\nfor i in range(1, len(df)):\n signal = df["\u4fe1\u53f7"].iloc[i]\n price = df["\u6536\u76d8"].iloc[i]\n\n if signal == "\u4e70\u5165" and not hold:\n shares = money \/\/ price\n money = money - shares * price\n hold = True\n print(f"\u4e70\u5165 {shares} \u80a1\uff0c\u4ef7\u683c {price}")\n\n elif signal == "\u5356\u51fa" and hold:\n money = money + shares * price\n print(f"\u5356\u51fa {shares} \u80a1\uff0c\u4ef7\u683c {price}")\n shares = 0\n hold = False\n\n# \u6700\u7ec8\u8d44\u4ea7\nif hold:\n final_value = money + shares * df["\u6536\u76d8"].iloc[-1]\nelse:\n final_value = money\n\nprofit = (final_value - initial_money) \/ initial_money * 100\nprint(f"\\n\u6700\u7ec8\u8d44\u4ea7: {final_value:.2f}")\nprint(f"\u6536\u76ca\u7387: {profit:.2f}%")<\/code><\/pre>\n\n\ud83d\udcc8 \u4f18\u5316\u65b9\u5411<\/h2>\n\n<\/pre>","protected":false},"excerpt":{"rendered":"