将金融公式翻译为Python策略
将金融公式翻译为Python策略
以下代码展示了如何将常见的金融公式翻译成Python策略,并使用一些常用的技术指标库进行实现。
# 定义一些常用技术指标函数
def ma(data, period):
return talib.SMA(data, period)
def ema(data, period):
return talib.EMA(data, period)
def hhv(data, period):
return talib.MAX(data, period)
def llv(data, period):
return talib.MIN(data, period)
def ref(data, period):
return data.shift(period)
def sma(data, period, matype=0):
return talib.SMA(data, period)
def count(data, period):
return talib.SUM(data, period)
def cross(data1, data2):
return (data1 > data2) & (data1.shift(1) < data2.shift(1))
def stickline(data1, data2, data3, width, color):
return data1 # 具体的绘制逻辑需要根据你使用的绘图库进行调整
def dma(data, period):
return talib.DEMA(data, period)
def sum(data, period):
return talib.SUM(data, period)
def sumbars(data, capital):
return talib.SUM(data, period)
def if(condition, data1, data2):
return np.where(condition, data1, data2)
def min(data1, data2):
return np.minimum(data1, data2)
def max(data1, data2):
return np.maximum(data1, data2)
def abs(data):
return np.abs(data)
# 定义一些需要用到的变量
close = df['close']
high = df['high']
low = df['low']
open = df['open']
vol = df['volume']
amount = df['amount']
capital = df['capital']
# 计算公式
A2 = (100 * (close - (ma(close, 30)))) / (ma(close, 30))
A3 = 100 - ((90 * ((hhv(high, 20)) - close)) / ((hhv(high, 20)) - (llv(low, 20))))
A4 = 100 - (ma(((100 * ((hhv(high, 6)) - close)) / ((hhv(high, 6)) - (llv(low, 6))))), 28))
A5 = ma(a4, 6)
A6 = (3 * (sma((((close - (llv(low, 27))) / ((hhv(high, 27)) - (llv(low, 27)))) * 100), 5, 1))) - (2 * (sma((sma((((close - (llv(low, 27))) / ((hhv(high, 27)) - (llv(low, 27)))) * 100), 5, 1)), 3, 1)))
A7 = 10
A8 = (ref(close, 1)) / close
A9 = min((ma(((amount / vol) / 100), 15)), (ema(((amount / vol) / 100), 15)))
A10 = ((1 - ((sma(((low * a8) - (a8 / 10)), 6, 1)) / (ema(((amount / vol) / 100), 15)))) * 100) - (100 / 10)
A11 = ((((1 - ((ma((low - (a8 / 10)), 6)) / a9)) * (dma(close, (vol / capital)))) / (ma(low, 6))) * 100) - (100 / 10)
A12 = ((((a10 + (a11 / 10)) > 0))) and ((count((((1 - (close / (ref(close, 1)))) > 0.099) and ((1 - ((ref(close, 1)) / (ref(close, 2)))) > 0.099)), 20)) < 3)
A13 = ((((((a10 + (a11 / 10)) > -3.688))) and ((close / (ref(close, 1))) > 1.02)) and ((count((((1 - (close / (ref(close, 1)))) > 0.099) and ((1 - ((ref(close, 1)) / (ref(close, 2)))) > 0.099)), 20)) < 3)) and (((ref(close, 1)) / (ref(close, 2))) < 0.95)) and ((close / (hhv(high, 20))) < 0.855)
A14 = ema(close, 8)
A15 = ema(a14, 20)
A16 = cross(a14, a15)
A17 = a14 < (ema(close, 120))
A18 = sum((if((close > (ref(close, 1))), vol, (if((close < (ref(close, 1))),(0 - vol),0)))), 0)
A19 = sumbars(vol, capital)
A20 = (if((close > (llv(close, a19))), 1, -1)) * (if((a18 > (llv(a18, a19))), 1, -1))
A21 = if((a20 == -1), 1, 0)
A22 = (count((a21 == 1), 8)) > 2
A23 = ((sum(amount, 13)) / ((amount / vol) / 100)) / 100
A24 = dma((((((3 * high) + low) + open) + (2 * close)) / 7), (vol / a23))
A25 = (((close - a24) / a24) * 100) < -15
A26 = ((close - (min(((ref(close, 5)) * 0.865),((ref(close, 21)) * 0.772)))) / close) < 0.05
A27 = ref(low, 1)
A28 = ((sma(abs((low - a27)), 3, 1)) / (sma((max((low - a27), 0)), 3, 1))) * 100
A29 = ema((if((close * 1.2),(a28 * 10),(a28 / 10))), 3)
A30 = llv(low, 38)
A31 = hhv(a29, 38)
A32 = if((llv(low, 90)), 1, 0)
A33 = ((ema((if((low <= a30),((a29 + (a31 * 2)) / 2),0)), 3)) / 618) * a32
# 红持股
red_holdings = if((a3 < a5), a5, a3)
# 绿持币
green_currency = if((a3 > a5), a5, a3)
# 强弱
strength_weakness = (a5)
# 测底
bottom_testing = cross(a6, a7) * 75
# 黑马
black_horse = (if(((((100 < 100) and ((a10 + (a11 / 10)) > 0)))), (a12 == 1), (a13 == 1))) * 100
# 黑马起步
black_horse_start = (a16 and a17) * 75
# 吸筹
absorption_line = stickline(a33, 0, a33, 6, 1)
# 底部买
bottom_buy = (if(((a25 and a26) and a22), 60, 0))
# 风险提示线
risk_warning_line = 95
# 强弱分界线
strength_weakness_dividing_line = 50
# 安全提示线
safety_warning_line = 20
# 以上代码仅展示了公式的翻译,具体的策略实现需要根据你的需求进行调整,例如:
# - 添加交易逻辑
# - 添加止损止盈
# - 添加其他技术指标
# - 使用不同的绘图库进行可视化
注意事项
- 由于公式和策略实现的复杂性,需要根据具体的应用场景和需求进行调整。
- 本文仅提供了一个简单的翻译示例,实际应用中可能需要更复杂的实现。
- 请注意风险控制,不要盲目根据策略进行交易。
原文地址: https://www.cveoy.top/t/topic/lQwm 著作权归作者所有。请勿转载和采集!