python-双均线系统-参数优化

重新温习pandas,优化了一下双均线系统之后，速度果然嗖嗖往上穿，和TB，文华这些有点可比性了。

# -*- coding: utf-8 -*-"""Created on Thu May 25 08:55:12 2017@author: yunjinqi  E-mail:[e-mail]  Differentiate yourself in the world from anyone else."""import pandas as pdimport numpy as npimport datetimeimport time#获取数据df=pd.read_csv('C:/Users/HXWD/Desktop/000001.csv',encoding='gbk')df.columns=['date','code','name','close','high','low','open','preclose','change','change_per','volume','amt']df=df[['date','open','high','low','close','volume','amt']]df.head()value=[]for i in range(1,21):    for j in range(21,121):        df['ma5']=df['close'].rolling(i).mean()        df['ma20']=df['close'].rolling(j).mean()        df.ix[df['ma5']>df['ma20'],'cross']=1        df.ix[df['ma5']<=df['ma20'],'cross']=-1        #df[['close','ma5','ma20']][-200:].plot()        df['ret']=(df['close']-df['close'].shift(1))        df['profit']=df['ret']*df['cross']        #df['profit'].plot()        target=df['profit'].sum()        s=[i,j,target]        ts=time.strftime('%Y-%m-%d %X', time.localtime() )        value.append(s)        print('当前时间:{}短期参数:{},长期参数:{}优化完毕,净利润{}'.format(ts,i,j,s))

data=pd.DataFrame(value)

data.to_csv('参数优化.csv')

注：这个数据可能有点少，找点数据多的试一下。

注：注：以上代码仅供参考，如若发现有不对的地方或者需要单独编写文华财经，金字塔，大智慧，通达信，TB，Python平台的指标、策略等，请联系扣扣1733505732，时间：工作日下午18:00-22:00，节假日。