全股市均线策略python代码

全股市均线策略是一种通过计算股票价格的平均值，来判断股票趋势和买卖信号的交易策略。这种策略在股票交易中应用广泛，可以采用Python来编写实现。以下是一个简单的全股市均线策略的Python代码。

1. 导入所需库

    import pandas as pd
    import numpy as np
    import matplotlib.pyplot as plt

2. 设置股票代码和时间

    stock_code = 'SH000001'
    start_date = '2015-01-01'
    end_date = '2021-12-31'

3. 从股票数据源中获取数据并进行处理

    from jaqs.data import DataApi
    data_api = DataApi(addr='tcp://data.quantos.org:8910')
    data_api.login(username="phone number", password="password")
    df, msg = data_api.daily(
        symbol=stock_code,
        start_date=start_date,
        end_date=end_date,
        fields="open,close,high,low,volume,vwap"
    )
    data_api.logout()
    df = df.set_index('trade_date')
    df['ma5'] = df['close'].rolling(5).mean()
    df['ma10'] = df['close'].rolling(10).mean()
    df['ma20'] = df['close'].rolling(20).mean()
    df['ma60'] = df['close'].rolling(60).mean()
    df['ma120'] = df['close'].rolling(120).mean()
    df = df.dropna(axis=0, how='any')

4. 根据均线计算交易信号

    df['signal'] = None
    for i in range(1, len(df)):
        if df['ma5'].iloc[i] > df['ma60'].iloc[i] and df['ma5'].iloc[i-1] <= df['ma60'].iloc[i-1]:
            df['signal'].iloc[i] = 'buy'
        elif df['ma5'].iloc[i] < df['ma60'].iloc[i] and df['ma5'].iloc[i-1] >= df['ma60'].iloc[i-1]:
            df['signal'].iloc[i] = 'sell'

5. 绘制股票价格和交易信号曲线图

    buy_points_x = df[df['signal'] == 'buy'].index
    buy_points_y = df[df['signal'] == 'buy']['close']
    sell_points_x = df[df['signal'] == 'sell'].index
    sell_points_y = df[df['signal'] == 'sell']['close']
    plt.figure(figsize=(16,8))
    plt.plot(df['close'], label='Close')
    plt.plot(df['ma5'], label='MA5')
    plt.plot(df['ma10'], label='MA10')
    plt.plot(df['ma20'], label='MA20')
    plt.plot(df['ma60'], label='MA60')
    plt.plot(df['ma120'], label='MA120')
    plt.scatter(buy_points_x, buy_points_y, color='green', label='Buy')
    plt.scatter(sell_points_x, sell_points_y, color='red', label='Sell')
    plt.legend(loc='upper left')
    plt.show()

以上就是一个简单的全股市均线策略的Python代码。如果您想在实际交易中采用股票交易策略，建议您先进行充分的实验和研究，对股市趋势、价格预测和交易成本等多方面因素进行充分考虑和评估。