案例（三）简单金融数据分析

项目三：计算一年内以MACD指标买入卖出信号进行股票交易而产生的收益

设计一个程序，计算一年内以MACD指标买入卖出信号进行股票交易而产生收益。MACD交易信号为：快线从下往上穿越慢线是当天买入信号，快线从上往下穿越慢线是当天卖出。假设买入和卖出价格为发出交易信号当天的收盘价格。

# -*- coding: utf-8 -*-"""Created on Sun Sept 20 9:04:59 @author: mly"""import numpy as npimport datetimeimport pandas_datareader.data as webstart = datetime.datetime(, 6, 1)end = datetime.datetime.today()stock_name = '601318.ss'df = web.DataReader(stock_name, 'yahoo', start, end)def df_EMA(prices, N):ema = []k = len(prices)if k > 0:for i in range(k):if i == 0:ema.append(prices[i])else:ema.append((2 * prices[i] + (N - 1) * ema[i - 1]) / (N + 1))return (ema)def df_MACD(df, short=12, long=26, M=9):fast = df_EMA(df['Adj Close'].values, short)slow = df_EMA(df['Adj Close'].values, long)if len(fast) > 0: # & len(slow)>0:df['Fast'] = np.round(np.array(fast), 2)df['Slow'] = np.round(np.array(slow), 2)df['DIF'] = df['Fast'] - df['Slow']df['DEA'] = np.round(np.array(df_EMA(df['DIF'].values, M)), 2)df['MACD'] = 2 * (df['DIF'] - df['DEA'])df['tim'] = df['Close'] / df['Open']return (df)else:print('no data,no MACD')times0 = 1marker = 0df_MACD(df, 12, 26, 9)for i in df.itertuples(index=True, name='df'):if getattr(i, 'DIF') > 0 and marker == 0:times0 = times0 * getattr(i, 'tim')marker = 1elif getattr(i, 'DIF') > 0 and marker == 1:times0 = times0 * getattr(i, 'tim')marker = 1elif getattr(i, 'DIF') == 0 and marker == 1:times0 = times0 * getattr(i, 'tim')marker = 0elif getattr(i, 'DIF') < 0 and marker == 1:times0 = times0 * getattr(i, 'tim')marker = 0else:continueprint(times0)

运行结果：

看来历史上如果按照这个方法买股票，至少不会亏qwq，233333333…