用5日均线和10日均线进行判断 — 改进版
最后更新于:2022-04-01 21:53:05
# 用5日均线和10日均线进行判断 --- 改进版
> 来源:https://uqer.io/community/share/561e3a65f9f06c4ca82fb5ec
## 1、 修改Adobe同学的代码
```py
data=DataAPI.MktEqudGet(ticker="600030",beginDate="20131001") #选取600030股票
a = data.closePrice
B = []
n = len(a)
for i in range(10, n):
x5 = a[i-5:i].mean() #5日均线值
x10 = a[i-10:i].mean() #10日均线值
B.append(x5 > x10)
```
```py
import matplotlib.pyplot as plt
o = data.openPrice
m = len(B)
w = 0 #利润
cash = 1000000 #操作金额1亿,但考虑买的份额为100的整数,取1百万
amount = 0
PL = [] #利润w的数组
for i in range(1, m):
k = i + 10
if B[i-1] == 0 and B[i] == 1 and not amount:
amount = cash // o[k] #买入份额
cash -= o[k] * amount
elif B[i-1] == 1 and B[i]==0 and amount:
cash += o[k] * amount #卖出的金额
amount = 0
# print cash, amount
PL.append(cash + o[k] * amount)
print("利润:{}".format(PL[-1]))
plt.plot(PL,color="green",label="Profit and Loss")
plt.xlabel("Date")
plt.ylabel("Price")
plt.show()
plt.plot(a[10:], color="red",label="Profit and Loss")
plt.show()
利润:1559132.78
```
![](https://docs.gechiui.com/gc-content/uploads/sites/kancloud/2016-07-30_579cbb01c8f63.png)
![](https://docs.gechiui.com/gc-content/uploads/sites/kancloud/2016-07-30_579cbb01dc6ef.png)
## 2、 Uqer框架相同策略
```py
import numpy as np
start = '2013-10-01' # 回测起始时间
end = '2015-10-13' # 回测结束时间
benchmark = 'SH50' # 策略参考标准
universe = ['600030.XSHG'] # 股票池 中信证券
capital_base = 100000 # 起始资金
commission = Commission(0.0,0.0)
window_short = 5 # 短均线周期
window_long = 10 # 长均线周期
def initialize(account): # 初始化虚拟账户状态
account.fund = universe[0]
def handle_data(account): # 每个交易日的买入卖出指令
cp_hist = account.get_attribute_history('closePrice', window_long)[account.fund]
short_mean = np.mean(cp_hist[-window_short:]) # 计算短均线值
long_mean = np.mean(cp_hist[-window_long:]) #计算长均线值
# 计算买入卖出信号
if short_mean - long_mean > 0:
if account.fund not in account.valid_secpos:
# 空仓时全仓买入,买入股数为100的整数倍
approximationAmount = int(account.cash / account.referencePrice[account.fund] / 100) * 100
order(account.fund, approximationAmount)
else:
# 卖出时,全仓清空
if account.fund in account.valid_secpos:
order_to(account.fund, 0)
```
![](https://docs.gechiui.com/gc-content/uploads/sites/kancloud/2016-07-30_579cbb01f01db.jpg)
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