numpy+pandas+matplotlib+tushare股票分析

一.数据导入

安装tushare模块包

pip install tushare

http://tushare.org/

tushare是一个财经数据接口包

import numpy as np
import matplotlib as plt
import pandas as pd
import tushare as ts

#获取股票号为601318的股票信息
df=ts.get_k_data("601318")

#将数据保存到本地,方便处理
df.to_csv("601318.csv",index=False)

#获取数据内的有用列,并将date列作为index
df = pd.read_csv("601318.csv",index_col="date")[["open","close","high","low","volume"]]

二.分析股票策略

使用双均线金叉点和死叉点

首先是添加5日均线点,和30日均线点

#获取5日均线,10日均线
df["ma5"]=np.nan
df["ma30"]=np.nan

# 方式一
# for i in range(4, len(df)):
#     df.loc[df.index[i], 'ma5'] = df['close'][i-4:i+1].mean()

# for i in range(29, len(df)):
#     df.loc[df.index[i], 'ma30'] = df['close'][i-29:i+1].mean()

# 方式二
df["ma5"]=df["close"].rolling(5).mean()
df["ma30"]=df["close"].rolling(30).mean()

三.查看数据图形

df[["close","ma5","ma30"]].plot()

 四.获取金叉和死叉点

# 获取金叉点,死叉点
golden_cross = []
death_cross = []

for i in range(1, len(df)):
    if df['ma5'][i] >= df['ma30'][i] and df['ma5'][i-1] < df['ma30'][i-1]:
        golden_cross.append(df.index[i])
    if df['ma5'][i] < df['ma30'][i] and df['ma5'][i-1] >= df['ma30'][i-1]:
        death_cross.append(df.index[i])

五.计算收益

first_money = 100000
money = first_money
hold = 0 # 持有的股票数

sr1 = pd.Series(1, index=golden_cross)
sr2 = pd.Series(0, index=death_cross)
sr = sr2.append(sr1).sort_index()

for i in range(0, len(sr)):
    p = df['close'][sr.index[i]]
    if sr.iloc[i] == 1:
        #金叉
        buy = (money // p*100)
        hold += buy*100
        money -= buy*100*p
    else:
        money += hold*p
        hold = 0
        
p = df['close'][-1]
now_money = hold*p + money

now_money - first_money