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108 lines
3.1 KiB
Python
108 lines
3.1 KiB
Python
#!/usr/bin/python
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# -*- coding: utf8 -*-
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#
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# Create on: 2023-10-20
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# Author: fasiondog
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import pandas as pd
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from hikyuu.core import *
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def combinate_ind_analysis(
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stk,
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query,
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tm,
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sys,
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buy_inds,
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sell_inds,
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n=7,
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keys=["累计投入本金", "当前总资产", "现金余额", "未平仓头寸净值", "赢利交易比例%", "赢利交易数", "亏损交易数"]
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):
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'''
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对单只股票进行指标组合测试
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:param Stock stk: 指定股票
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:param Query query: 指定的查询条件
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:param TradeManager tm: 交易管理实例
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:param System sys: 系统交易策略实例
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:param list buy_inds: 买入信号指标列表
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:param list sell_ins: 卖出信号指标列表
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:param int n: 买入信号组合时同时存在的周期范围
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:param list keys: 输出 Performance 统计项
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:rtype: pd.DataFrame
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'''
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pers = inner_combinate_ind_analysis(stk, query, tm, sys, buy_inds, sell_inds, n)
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if not keys:
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per = Performance()
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stat_names = per.names()
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else:
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stat_names = keys
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stat_dict = {"证券代码": [], "证券名称": []}
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for name in stat_names:
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stat_dict[name] = []
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index_name = []
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for key in pers:
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index_name.append(key)
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stat_dict["证券代码"].append(stk.code)
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stat_dict["证券名称"].append(stk.name)
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per = pers[key]
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for name in stat_names:
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stat_dict[name].append(per[name])
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return pd.DataFrame(stat_dict, index=index_name)
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def combinate_ind_analysis_multi(
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stks,
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query,
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tm,
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sys,
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buy_inds,
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sell_inds,
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n=7,
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keys=["累计投入本金", "当前总资产", "现金余额", "未平仓头寸净值", "赢利交易比例%", "赢利交易数", "亏损交易数"]
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):
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'''
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对指定的股票集进行指标组合测试
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:param list|Block|sm stks: 指定的股票集
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:param Query q: 查询条件
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:param TradeManager tm: 交易管理实例
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:param System sys: 系统实例
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:param list buy_inds: 买入信号指标列表
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:param list sell_inds: 卖出信号指标列表
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:param int n: 买入信号组合时的周期
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:param list keys: 输出 Performance 统计项
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'''
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if isinstance(stks, Block):
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blks = stks
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else:
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blks = Block()
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for stk in stks:
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blks.add(stk)
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out = inner_combinate_ind_analysis_with_block(blks, query, tm, sys, buy_inds, sell_inds, n)
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if not keys:
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ret = out
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else:
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ret = {}
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names = ["组合名称", "证券代码", "证券名称"]
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names.extend(keys)
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for name in names:
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ret[name] = out[name]
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return pd.DataFrame(ret)
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def analysis_sys_list(stks, query, sys_proto, keys=["累计投入本金", "当前总资产", "现金余额", "未平仓头寸净值", "赢利交易比例%", "赢利交易数", "亏损交易数"]):
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out = inner_analysis_sys_list(stks, query, sys_proto)
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if not keys:
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ret = out
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else:
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ret = {}
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names = ["证券代码", "证券名称"]
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names.extend(keys)
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for name in names:
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ret[name] = out[name]
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return pd.DataFrame(ret)
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