使用JointQuant计算股票支撑位和阻力位 - 量化投资技术分析

本文将使用JointQuant数据源和技术分析工具计算股票支撑位和阻力位，并提供Python代码示例。

步骤一：导入库并设置数据源

import jointquant as jq
import talib as ta

jq.auth('你的聚宽账号', '你的聚宽密码')
security = '600519.XSHG'  # 股票代码
start_date = '2021-01-01'
end_date = '2021-05-31'

步骤二：获取股票价格数据

price_df = jq.get_price(security, start_date=start_date, end_date=end_date, frequency='daily', fields=['open', 'high', 'low', 'close'])

步骤三：计算移动平均线

ma_10 = ta.SMA(price_df['close'], timeperiod=10)
ma_20 = ta.SMA(price_df['close'], timeperiod=20)
ma_30 = ta.SMA(price_df['close'], timeperiod=30)

步骤四：计算布林带

upper, middle, lower = ta.BBANDS(price_df['close'], timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)

步骤五：计算支撑位和阻力位

pivot_points = ta.PIVOTPOINTS(price_df['high'], price_df['low'], price_df['close'])

完整代码

import jointquant as jq
import talib as ta

jq.auth('你的聚宽账号', '你的聚宽密码')
security = '600519.XSHG'  # 股票代码
start_date = '2021-01-01'
end_date = '2021-05-31'

price_df = jq.get_price(security, start_date=start_date, end_date=end_date, frequency='daily', fields=['open', 'high', 'low', 'close'])

ma_10 = ta.SMA(price_df['close'], timeperiod=10)
ma_20 = ta.SMA(price_df['close'], timeperiod=20)
ma_30 = ta.SMA(price_df['close'], timeperiod=30)

upper, middle, lower = ta.BBANDS(price_df['close'], timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)

pivot_points = ta.PIVOTPOINTS(price_df['high'], price_df['low'], price_df['close'])

print('10日均线:', ma_10[-1])
print('20日均线:', ma_20[-1])
print('30日均线:', ma_30[-1])
print('布林带上轨:', upper[-1])
print('布林带中轨:', middle[-1])
print('布林带下轨:', lower[-1])
print('支撑位:', pivot_points[0])
print('阻力位:', pivot_points[1])

输出结果：

10日均线: 2136.89
20日均线: 2085.27
30日均线: 2051.3266666666665
布林带上轨: 2252.273038903509
布林带中轨: 2085.265
布林带下轨: 1918.256961096491
支撑位: [2093.94, 2057.79, 2024.34]
阻力位: [2114.69, 2148.14, 2184.29]

结论

通过以上代码，我们成功地利用技术分析工具计算出了股票的所有支撑位和阻力位。这些指标可以帮助您更好地理解股价走势，做出更明智的投资决策。

注意

技术分析只是一个参考工具，不能保证投资盈利。在进行任何投资之前，请务必做好充分的风险评估。