Do it yourselfQuantitative tradingsoftware(20) Implementation of the stock selection procedure of Tongdaxin formula
1. It is easy to achieve with Xiaobai 2. First, get the stocks in the sector and store them in the list. For example, get "Shanghai Stock Exchange 50"
import HP_tdx as htdx
from HP_formula import *
global CLOSE,LOW,HIGH,OPEN,VOL
global C,L,H,O,V
hq=(ip='183.60.224.178',port=7709) ##Initialize communication
codes=htdx.getblock2('SSE 50') #Return to stocks in the sector
2. Next, use the Xiaobai imitation Tongdaxin formula mode to calculate the index and store it in the B and S lists.
If it is a buying point, list B determines whether the last data is 1. If it is 1, save the stock code into the stock selection pool. This is stock selectionalgorithm。
Because there are too many stock market data and the calculation is slow, don’t get all the data. If you use MA5 to wear MA20, because the longest parameter 20 is used, you have to obtain at least 40 cycles of data to be accurate.
If you use macd, the maximum period parameter is 26, you need to obtain at least 52 cycle data market conditions. Others and so on. This ensures the accuracy of indicator calculations and improves the calculation speed.
We make this stock selection function(cd), and the parameter cd represents the stock code.
Stock selection strategy ’5-day moving average crosses the 20-day moving average’, and the implementation function is given below.
#Moving average stock selection function: 5-day moving average crosses the 20-day moving average
def function(cd):
global CLOSE,LOW,HIGH,OPEN,VOL
global C,L,H,O,V
df3=htdx.get_security_bars(nCategory=4,nMarket = 0,code=cd,\
nStart=0, nCount=40) #Get the securities K-line of the specified range
##Data Specification
(inplace=True)
#Little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little
mydf=()
CLOSE=mydf['close']
LOW=mydf['low']
HIGH=mydf['high']
OPEN=mydf['open']
VOL=mydf['volume']
C=mydf['close']
L=mydf['low']
H=mydf['high']
O=mydf['open']
V=mydf['volume']
#Imitation of Tongdaxin, Great Wisdom Formula Calculation and Stock Selection
MA5=MA(CLOSE,5)
MA20=MA(CLOSE,20)
B=CROSS(MA5,MA20) #5-day moving average crosses the 20-day moving average
B2=list(B) #Put 1 dimensionArrayConvert to list data
return B2[len(B2)-1] #get the last value in the list
3. Then loop through the stock market in the stock pool list and calculate it.
#The following starts the selection of stocks in sectors or stock pools
myblock=[] #Stock Selection Pool
for code in codes:
buy=function(code) #calculate stock selection function
if buy==1:
(code)
4. Output result
print('Output selected stock pool')
print(myblock)
5. Below are the results selected in 20200411:
Novice quantitative stock selection: Upload the 5-day moving average for 20-day moving average
Export stocks in stock pool or sector
['600000', '600009', '600016', '600028', '600030', '600031', '600036', '600048', '600050', '600104', '600196', '600276', '600309', '600340', '600519', '600547', '600585', '600690', '600703', '600837', '600887', '601012', '601066', '601088', '601111', '601138', '601166', '601186', '601211', '601236', '601288', '601318', '601319', '601328', '601336', '601390', '601398', '601601', '601628', '601668', '601688', '601766', '601818', '601857', '601888', '601939', '601988', '601989', '603259', '603993']
Output the selected stock pool
['600000', '600690']
All the codes are given below.
#Little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little
#Purchase the genuine book <build a quantitative investment system with zero foundation> and send it to the novice quantitative softwaresource code。
# /
#Light light lightqq:2775205
#Dafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafafa
#Tel: 18578755056
#WeChat Official Account: Lone Wolf Stock Analysis
import HP_tdx as htdx
from HP_formula import *
global CLOSE,LOW,HIGH,OPEN,VOL
global C,L,H,O,V
hq=(ip='183.60.224.178',port=7709) ##Initialize communication
codes=htdx.getblock2('SSE 50') #Return to stocks in the sector
print('Xiaobai Quantitative Stock Selection: 5-day moving average uploads 20-day moving average')
print('Output stocks in stock pool or sector')
print(codes)
#Moving average stock selection function
def function(cd):
global CLOSE,LOW,HIGH,OPEN,VOL
global C,L,H,O,V
df3=htdx.get_security_bars(nCategory=4,nMarket = 0,code=cd,\
nStart=0, nCount=40) #Get the securities K-line of the specified range
##Data Specification
(inplace=True)
#Little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little little
mydf=()
CLOSE=mydf['close']
LOW=mydf['low']
HIGH=mydf['high']
OPEN=mydf['open']
VOL=mydf['volume']
C=mydf['close']
L=mydf['low']
H=mydf['high']
O=mydf['open']
V=mydf['volume']
#Imitation of Tongdaxin, Great Wisdom Formula Calculation and Stock Selection
MA5=MA(CLOSE,5)
MA20=MA(CLOSE,20)
B=CROSS(MA5,MA20) #5-day moving average crosses the 20-day moving average
B2=list(B)
return B2[len(B2)-1]
#The following starts the selection of stocks in sectors or stock pools
myblock=[] #Stock Selection Pool
for code in codes:
buy=function(code) #calculate stock selection function
if buy==1:
(code)
print('Output selected stock pool')
print(myblock)
Readers can select stocks based on the above code and change it to their own self-compiled indicators.
JD.com, Taobao, Dangdang.com, etc. purchase genuine <zero-foundation to build a quantitative investment system - using Python as a tool> books, add a reader group, in addition to obtaining the novices quantitative source code, the second generation novices quantitative source code and related financial module source code. HP_tdx.py is a real-time market module in the second generation.
Original link: /hepu8/article/details/105451351