diff --git a/2024.03.07_akshare_strategy/check_data.py b/2024.03.07_akshare_strategy/check_data.py new file mode 100644 index 0000000..d717167 --- /dev/null +++ b/2024.03.07_akshare_strategy/check_data.py @@ -0,0 +1,14 @@ +import guan + +stock_symbols_60, stock_symbols_00, stock_symbols_30, stock_symbols_68, \ +stock_symbols_8_4,stock_symbols_others = guan.stock_symbols_classification() +print(len(stock_symbols_60)) +print(len(stock_symbols_00)) +print() + +file_list_60 = guan.get_all_filenames_in_directory(directory='./all_to_2024_03_07/stock_data_60', \ + file_format=None, show_root_path=0, sort=1, include_subdirectory=1) +print(len(file_list_60)) +file_list_00 = guan.get_all_filenames_in_directory(directory='./all_to_2024_03_07/stock_data_00', \ + file_format=None, show_root_path=0, sort=1, include_subdirectory=1) +print(len(file_list_00)) \ No newline at end of file diff --git a/2024.03.07_akshare_strategy/data_processing.py b/2024.03.07_akshare_strategy/data_processing.py new file mode 100644 index 0000000..08f2dea --- /dev/null +++ b/2024.03.07_akshare_strategy/data_processing.py @@ -0,0 +1,38 @@ +import guan +import numpy as np +import datetime + +file_list_60 = guan.get_all_filenames_in_directory(directory='./all_to_2024_03_07/stock_data_60', \ + file_format=None, show_root_path=0, sort=1, include_subdirectory=1) +file_list_00 = guan.get_all_filenames_in_directory(directory='./all_to_2024_03_07/stock_data_00', \ + file_format=None, show_root_path=0, sort=1, include_subdirectory=1) + + +len_stock_60 = len(file_list_60) +guan.make_directory('./2018_01_01_to_2024_03_07/') +guan.make_directory('./2018_01_01_to_2024_03_07/stock_data_60/') +for i00 in range(len_stock_60): + stock_data = guan.load_data('./all_to_2024_03_07/stock_data_60/'+file_list_60[i00], file_format='') + num_data = len(stock_data) + new_stock_data = [] + for i0 in range(num_data): + if stock_data[i0, 0]>datetime.date(2018, 1, 1): + new_stock_data.append(list(stock_data[i0, :])) + new_stock_data = np.array(new_stock_data) + guan.dump_data(data=new_stock_data, filename='./2018_01_01_to_2024_03_07/stock_data_60/'+file_list_60[i00], file_format='') + +print('数据处理结束1') + +len_stock_00 = len(file_list_00) +guan.make_directory('./2018_01_01_to_2024_03_07/stock_data_00/') +for i00 in range(len_stock_00): + stock_data = guan.load_data('./all_to_2024_03_07/stock_data_00/'+file_list_00[i00], file_format='') + num_data = len(stock_data) + new_stock_data = [] + for i0 in range(num_data): + if stock_data[i0, 0]>datetime.date(2018, 1, 1): + new_stock_data.append(list(stock_data[i0, :])) + new_stock_data = np.array(new_stock_data) + guan.dump_data(data=new_stock_data, filename='./2018_01_01_to_2024_03_07/stock_data_00/'+file_list_00[i00], file_format='') + +print('数据处理结束2') \ No newline at end of file diff --git a/2024.03.07_akshare_strategy/download_data.py b/2024.03.07_akshare_strategy/download_data.py new file mode 100644 index 0000000..312604d --- /dev/null +++ b/2024.03.07_akshare_strategy/download_data.py @@ -0,0 +1,28 @@ +import guan +stock_symbols_60, stock_symbols_00, stock_symbols_30, stock_symbols_68, \ +stock_symbols_8_4,stock_symbols_others = guan.stock_symbols_classification() + +import os +guan.make_directory('./all_to_2024_03_07') + +guan.make_directory('./all_to_2024_03_07/stock_data_60') +for stock_symbol in stock_symbols_60: + try: + if not os.path.exists('./all_to_2024_03_07/stock_data_60/'+stock_symbol+'.txt'): + title, stock_data = guan.history_data_of_one_stock(symbol=stock_symbol, \ + period='daily', start_date="19000101", end_date='21000101') + guan.dump_data(data=stock_data, filename='./all_to_2024_03_07/stock_data_60/'+stock_symbol, file_format='.txt') + except: + pass +print('60下载完成') + +guan.make_directory('./all_to_2024_03_07/stock_data_00') +for stock_symbol in stock_symbols_00: + try: + if not os.path.exists('./all_to_2024_03_07/stock_data_00/'+stock_symbol+'.txt'): + title, stock_data = guan.history_data_of_one_stock(symbol=stock_symbol, \ + period='daily', start_date="19000101", end_date='21000101') + guan.dump_data(data=stock_data, filename='./all_to_2024_03_07/stock_data_00/'+stock_symbol, file_format='.txt') + except: + pass +print('00下载完成') \ No newline at end of file diff --git a/2024.03.07_akshare_strategy/strategy.py b/2024.03.07_akshare_strategy/strategy.py new file mode 100644 index 0000000..1e66e07 --- /dev/null +++ b/2024.03.07_akshare_strategy/strategy.py @@ -0,0 +1,79 @@ +import guan +file_list_60 = guan.get_all_filenames_in_directory(directory='./2018_01_01_to_2024_03_07/stock_data_60', \ + file_format=None, show_root_path=0, sort=1, include_subdirectory=1) +file_list_00 = guan.get_all_filenames_in_directory(directory='./2018_01_01_to_2024_03_07/stock_data_00', \ + file_format=None, show_root_path=0, sort=1, include_subdirectory=1) +# print(len(file_list_60)) +# print(len(file_list_00)) +# print() + +# 回测策略：当跌到成本时的 ratio 倍时，翻倍投入补仓。（这里只对00开头的股票进行回测） +buy_limit = 100 +for buy_limit in [100000, 10, 4]: # 限制补仓次数 + print('限制补仓次数：', buy_limit, '\n') + for ratio in [0.95, 0.9, 0.85, 0.8, 0.75, 0.7, 0.65]: + win_count = 0 + lose_count = 0 + win_count_relative = 0 + lose_count_relative = 0 + win_count_0 = 0 + lose_count_0 = 0 + print('跌到成本的某个倍数补仓：', ratio) + invest_money_array = [] + current_money_array = [] + buy_times_array = [] + profit_array = [] + profit_array_0 = [] + for i00 in range(len(file_list_00)): + stock_data = guan.load_data('./2018_01_01_to_2024_03_07/stock_data_00/'+file_list_00[i00], file_format='') + stock_data = stock_data[::-1] + if len(stock_data) > 0: + invest_money = 1000 # 初始投入资金 + current_money = 1000 # 当前所有资金 + buy_price = stock_data[0, 2] # 买入的价格（第一天买入） + cost_price = stock_data[0, 2] # 当前持有的成本价（第一天买入） + cost_num = invest_money/cost_price # 当前持有的股数（为了简化，这里不做取整处理） + len_date = len(stock_data[:, 2]) + buy_times = 0 + for i0 in range(len_date): + if stock_data[i0, 2]/cost_price < ratio and buy_times < buy_limit: # 当满足策略，且补仓次数小于buy_limit时，补仓 + current_price = stock_data[i0, 2] # 当前的市场价 + current_money = invest_money + (invest_money/cost_price)*current_price # 补仓后的所有资金 + buy_price = stock_data[i0, 2] # 买入价为当前市场价 + cost_num = (invest_money/cost_price)+(invest_money/buy_price) # 更新当前持有的股数 + cost_price = 2*invest_money/cost_num # 更新当前持有的成本价 + invest_money = invest_money*2 # 更新总投入资金 + buy_times += 1 + current_price = stock_data[i0, 2] # 当前的市场价 + current_money = cost_num*current_price # 当前所有资金 + buy_times_array.append(buy_times) + invest_money_array.append(invest_money) + current_money_array.append(current_money) + profit_array.append(current_money/invest_money) + profit_array_0.append(current_price/stock_data[0, 2]) + if current_money > invest_money: + win_count += 1 + else: + lose_count += 1 + if current_money/invest_money > current_price/stock_data[0, 2]: + win_count_relative += 1 + else: + lose_count_relative += 1 + if current_price > stock_data[0, 2]: + win_count_0 += 1 + else: + lose_count_0 += 1 + print('策略的平均加仓次数：', sum(buy_times_array)/len(buy_times_array)) + print('策略的平均投入资金：', sum(invest_money_array)/len(invest_money_array)) + print('策略的平均最终所有资金：', sum(invest_money_array)/len(invest_money_array)) + print('策略的平均利润率（包含本金）：', sum(profit_array)/len(profit_array)) + print('完成不操作的市场平均利润率（包含本金）：', sum(profit_array_0)/len(profit_array_0)) + print('策略赢的次数：', win_count) + print('策略输的次数；', lose_count) + print('策略相对于市场赢的次数：', win_count_relative) + print('策略相对于市场输的次数；', lose_count_relative) + print('完全不操作市场赢的次数：', win_count_0) + print('完全不操作市场输的次数；', lose_count_0) + print() + print('-----') + print() \ No newline at end of file