经典理论 【量价趋势】 部分python代码

#1
xh=False #判断趋势线形成信号
#此处已经比对完毕 true false true
condition=(
            ((df['close']-df['preclose'])>=0.9*df['atr'])&
            (df['volume']>2*df['volume'].shift(1))&
            (df['preclose']<df['close'].shift(-1))&
            (df['close'].shift(-1)<df['close'])&
            (0.4*df['volume']<=df['volume'].shift(-1))&
            (df['volume'].shift(-1)<=0.6*df['volume'])
        )

# result=df[condition]
# if len(result)==0:
#     xh=True
#结果 是否有启动信号
#只取后30行
last_30_index=df.iloc[-30:].index
index_i=last_30_index[condition.loc[last_30_index]].tolist()
if len(index_i)==0:
    xh=True


#2
#df 切割后的df可行吗？
# 其中df为最后一个趋势起点
# index_i[-1] #最后一个启动点
result=[]
result_index=[] #谷点位置
for i in range(index_i[-1]+1,len(df)-1):
# for i in range(1,len(df)-1):
    a=df.iloc[i-1]
    b=df.iloc[i]
    c=df.iloc[i+1]
    if (a['low']>b['low'])and(b['low']<c['low']):
        result.append(b)
        result_index.append(i)
result_df=pd.DataFrame(result)
xh=False #判断趋势线形成信号
if len(result_df)>2:
    for i in range(0,len(result_df)-1):
        if result_df.iloc[i]['low']>result_df.iloc[i+1]['low']:
            xh=True
# 使用xh判断 是否趋势线形成


#3 没有循环判断
# 动态阻力线 支撑线 maxHigh minLow
# i行 即最后一个低点后到值 显示突破 目前没有动态创建 两个价格

# result_index[-1] 为后面最后一个谷底位置
resultx=[]
resultx_index=[]
zc=False
xh=False
for i in range(result_index[-1]+1,len(df)-1):
    maxHigh=df.iloc[i-10:i]['high'].max()
    minLow=df.iloc[i-10:i]['low'].min()
    for j in range(i,len(df)-1):
        #突破后阻力位转为支撑位  
        if (df.iloc[j]['close']>maxHigh) and (df.iloc[j]['volume']>=2*df.iloc[j-1]['volume']) and (df.iloc[j+1]['close']>maxHigh):
            resultx.append(df.iloc[j])
            result_index.append(j)
            zc=maxHigh
            for jj in range(j,len(df)):
                #此处只记录突破位置
                if zc:
                    if df.iloc[jj]['close']<zc:
                        xh=True
        #破线  趋势结束


# 4 没有循环判断
# 成交量异常  放大


# resultx_index[-1]开始循环是否出现下面的形态

for ii in range(resultx_index[-1]+1,len(df)-1):
    if df.iloc[ii]['volume']>2*df.iloc[ii-1]['volume']:
        #锤子
        if abs(df.iloc[ii]['close']-df.iloc[ii]['open'])*3<=(df.iloc[ii]['high']-df.iloc[ii]['low']) and (df.iloc[ii]['close']>df.iloc[ii]['low'])and (df.iloc[ii]['open']>df.iloc[ii]['low']):
            xh=True
        #黄昏星
        if (df.iloc[ii-1]['close']>df.iloc[ii-1]['open'])and(df.iloc[ii+1]['close']<df.iloc[ii+1]['open']) and(abs(df.iloc[ii]['close']-df.iloc[ii]['open'])*3<=(df.iloc[ii]['high']-df.iloc[ii]['low']))and(df.iloc[ii]['high']>df.iloc[ii]['open'])and(df.iloc[ii]['high']>df.iloc[ii]['close']):
            xh=True
        #吞没
        if (df.iloc[ii-1]['close']>df.iloc[ii-1]['open'])and(df.iloc[ii]['close']<df.iloc[ii]['open'])and(df.iloc[ii]['close']<df.iloc[ii-1]['open'])and(df.iloc[ii]['open']>df.iloc[ii-1]['close']):
            xh=True


#      趋势结束

import pandas as pd


class Jugg:
    def __init__(self,df):
        self.xh=False
        self.info=[]
        self.index_1=[]
        self.index_2=[]
        self.index_3=[]
        self.index_4=[]
        self.df=df
    def doing(self):
        self.step_1()
        if not self.xh:
            self.step_2()
        if not self.xh:
            self.step_3()
        if not self.xh:
            self.step_4()
    def step_1(self):
        df=self.df
        condition=(
            ((df['close']-df['preclose'])>=0.9*df['atr'])&
            (df['volume']>2*df['volume'].shift(1))&
            (df['preclose']<df['close'].shift(-1))&
            (df['close'].shift(-1)<df['close'])&
            (0.4*df['volume']<=df['volume'].shift(-1))&
            (df['volume'].shift(-1)<=0.6*df['volume'])
        )
        last_30_index=df.iloc[-30:].index
        self.index_1=last_30_index[condition.loc[last_30_index]].tolist()
        if len(self.index_1)==0:
            self.info.append("不存在启动点")
            self.xh=True
    def step_2(self):
        df=self.df
        if len(self.index_1)==0:
            self.xh=True
            return 
        for i in range(self.index_1[-1]+1,len(df)-1):
            a=df.iloc[i-1]
            b=df.iloc[i]
            c=df.iloc[i+1]
            if (a['low']>b['low'])and(b['low']<c['low']):
                self.index_2.append(i)
        if len(self.index_2)>=2:
            for i in range(len(self.index_2) - 1):
                if df.iloc[self.index_2[i]]['low']>df.iloc[self.index_2[i+1]]['low']:
                    self.info.append("趋势向下")
                    self.xh=True
        else:
            self.info.append("趋势线不存在")
            self.xh=True


    def step_3(self):
        if len(self.index_2)>=2:
            self.info.append("形成趋势")
        else:
            self.xh=True
            return
        df=self.df
        for i in range(self.index_2[-1]+1,len(df)-2):
            maxHigh=df.iloc[i-10:i]['high'].max()
            minLow=df.iloc[i-10:i]['low'].min()
            j=i+1 #后2日
            if(df.iloc[j]['close']>maxHigh) and (df.iloc[j]['volume']>=2*df.iloc[j-1]['volume']) and (df.iloc[j+1]['close']>maxHigh):
                #突破
                self.index_3.append(j)
                self.info.append("突破位置形成")
                zc=maxHigh
                for jj in range(j,len(df)):
                    #此处只记录突破位置
                    if zc:
                        if df.iloc[jj]['close']<zc:
                            self.xh=True
                            self.info.append("跌破支撑位")
                            #破线  趋势结束
                            return
                break
        if len(self.index_3)==0:
            self.xh=True
            self.info.append("没有有效突破")
    def step_4(self):
        if len(self.index_3)==0:
            self.xh=True
            return 
        df=self.df
        for ii in range(self.index_3[-1]+1,len(df)-1):
            if df.iloc[ii]['volume']>2*df.iloc[ii-1]['volume']:
                #锤子
                if abs(df.iloc[ii]['close']-df.iloc[ii]['open'])*3<=(df.iloc[ii]['high']-df.iloc[ii]['low']) and (df.iloc[ii]['close']>df.iloc[ii]['low'])and (df.iloc[ii]['open']>df.iloc[ii]['low']):
                    self.info.append("见顶，K线形态锤子")
                    self.index_4.append(ii)
                    self.xh=True
                    return 
                #黄昏星
                if (df.iloc[ii-1]['close']>df.iloc[ii-1]['open'])and(df.iloc[ii+1]['close']<df.iloc[ii+1]['open']) and(abs(df.iloc[ii]['close']-df.iloc[ii]['open'])*3<=(df.iloc[ii]['high']-df.iloc[ii]['low']))and(df.iloc[ii]['high']>df.iloc[ii]['open'])and(df.iloc[ii]['high']>df.iloc[ii]['close']):
                    self.info.append("见顶，K线形态黄昏星")
                    self.index_4.append(ii)
                    self.xh=True
                    return
                #吞没
                if (df.iloc[ii-1]['close']>df.iloc[ii-1]['open'])and(df.iloc[ii]['close']<df.iloc[ii]['open'])and(df.iloc[ii]['close']<df.iloc[ii-1]['open'])and(df.iloc[ii]['open']>df.iloc[ii-1]['close']):
                    self.info.append("见顶，K线形态吞没")
                    self.index_4.append(ii)
                    self.xh=True
                    return