3.买卖信号

…接上文，简单的一个买点信号：

今天：ma5 > ma20 且 前天：ma5 < ma20 则 买入

# -*- coding: utf-8 -*-
class maimaixinhao:
    def __init__(self, date, ma5, ma20):
        self.date = date
        self.ma5 = ma5
        self.ma20 = ma20
    def bspoint(self):
        bdate = []
        bma5 = []
        for i in range(2, len(self.ma5)):
            if self.ma5[i] > self.ma20[i] and self.ma5[i-2] < self.ma20[i-2]:
                bdate.append(self.date[i])
                bma5.append(self.ma5[i])
        return bdate, bma5

在图上显示出来

# -*- coding: utf-8 -*-
import maimaixinhao
import os
import tushare
import pandas
import matplotlib.pyplot as plot
from matplotlib.finance import candlestick_ochl
# 清屏
clea = os.system('cls')
# 获取上证指数历史数据
sh = tushare.get_hist_data('sh')
# 根据需要选择数据
date = pandas.Series([i for i in range(0, len(sh))])
o = sh['open']
h = sh['high']
c = sh['close']
l = sh['low']
volume = sh['volume']
ma5 = sh['ma5']
ma10 = sh['ma10']
ma20 = sh['ma20']
# 按列合并成一个
quotes = []
for i in range(0, len(sh)):
    quotes.append((date[i],
                   o[i],
                   c[i],
                   h[i],
                   l[i],
                   volume[i]))
# 获取图表实例
figure = plot.figure('Figure')
# 上图
subf1 = figure.add_subplot(211,
                           title='Index of Shanghai',
                           xlabel='date',
                           ylabel='index',
                           xlim=[min(date), max(date)])
candlestick_ochl(subf1,
                 quotes,
                 colorup='r',
                 colordown='g')
l11 = subf1.plot(date,
                 ma5)
l12 = subf1.plot(date,
                 ma10)
l13 = subf1.plot(date,
                 ma20)
b11 = subf1.bar(left=date,
                height=[i*100/min(volume) for i in volume],
                bottom=0,
                width=0.8,
                color='c',
                edgecolor='c')
plot.grid(True,
          axis='both')
# 下图
subf2 = figure.add_subplot(212,
                           title='Singal of Buy or Sell',
                           xlabel='date',
                           ylabel='index',
                           xlim=[min(date), max(date)])
l21 = subf2.plot(date,
                 ma5,
                 'g-')
l22 = subf2.plot(date,
                 ma20,
                 'r-')
b21 = subf2.bar(left=date,
                height=[ma5[i]-ma20[i] for i in range(0, len(date))],
                bottom=0,
                color='c',
                edgecolor='c')
buy = maimaixinhao.maimaixinhao(date,
                               ma5,
                               ma20)
bdate, bma5 = buy.bspoint()
subf2.plot(bdate,
           bma5,
           'ro')
plot.grid(True,
          axis='both')
plot.legend(('ma5',
             'ma20',
             'buy'))