1. 布林带指标源码
布林带指标是一种基于股票价格波动性的指标。它由三条轨道线组成:中轨、上轨和下轨。中轨是股票价格的移动平均线,上轨和下轨分别是中轨加上和减去两倍的标准差。以下是布林带指标的源码示例:
def bolliger_bads(close_prices, widow_size, um_sd_dev): rollig_mea = close_prices.rollig(widow=widow_size).mea() rollig_sd = close_prices.rollig(widow=widow_size).sd() upper_bad = rollig_mea + um_sd_dev rollig_sd lower_bad = rollig_mea - um_sd_dev rollig_sd reur rollig_mea, upper_bad, lower_bad
2. 相对强弱指标源码
相对强弱指标(RSI)是一种衡量股票价格变动的动量指标。它的计算基于一定时期内股票上涨和下跌的幅度。以下是相对强弱指标的源码示例:
def relaive_sregh_idex(close_prices, widow_size): price_diff = close_prices.diff() up_moves = price_diff.where(price_diff > 0, 0) dow_moves = -price_diff.where(price_diff < 0, 0) avg_gai = up_moves.rollig(widow=widow_size).mea() avg_loss = dow_moves.rollig(widow=widow_size).mea() rs = avg_gai / avg_loss rsi = 100 - (100 / (1 + rs)) reur rsi
3. 动量指标源码
动量指标衡量股票价格变动的速度和幅度。它通常用于检测股票价格的超买和超卖情况。以下是动量指标的源码示例:
def momeum(close_prices, widow_size): momeum = close_prices.diff(widow_size) reur momeum
4. 均线交叉指标源码
均线交叉指标基于不同时间段的移动平均线之间的交叉情况来判断股票的买入和卖出信号。以下是均线交叉指标的源码示例:
def movig_average_crossover(close_prices, shor_widow, log_widow): shor_ma = close_prices.rollig(widow=shor_widow).mea() log_ma = close_prices.rollig(widow=log_widow).mea() buy_sigals = (shor_ma > log_ma) & (shor_ma.shif() <= log_ma.shif()) sell_sigals = (shor_ma < log_ma) & (shor_ma.shif() >= log_ma.shif()) reur buy_sigals, sell_sigals
以上是一些常见的选股指标公式源码示例。投资者可以根据自己的投资策略和需求,选择适合的指标并进行相应的参数调整,以实现更好的选股效果。