写一个有关交易量和macd的可运行的模拟交易代码
时间: 2024-03-29 21:40:13 浏览: 131
以下是一个使用交易量和MACD指标进行简单模拟交易的Python代码。这只是一个示例,您需要根据实际情况进行修改和调整,同时请注意交易风险和资金管理。
```python
import pandas as pd
import talib
import numpy as np
# 读取交易数据
df = pd.read_csv('trading_data.csv')
close = df['Close']
volume = df['Volume']
# 计算MACD指标
macd, signal, hist = talib.MACD(close)
# 定义交易策略
def trading_strategy(df):
buy_signal = False
sell_signal = False
signal = ''
# MACD金叉买入
if (macd[-1] > signal[-1] and macd[-2] < signal[-2]):
buy_signal = True
signal = 'BUY'
# MACD死叉卖出
elif (macd[-1] < signal[-1] and macd[-2] > signal[-2]):
sell_signal = True
signal = 'SELL'
return signal
# 模拟交易
capital = 1000000 # 初始资金
position = 0 # 初始持仓
profit = 0 # 初始收益
fee_rate = 0.0005 # 手续费率
for i in range(1, len(df)):
# 计算交易信号
signal = trading_strategy(df.iloc[:i])
# 买入
if signal == 'BUY' and position == 0:
position = capital / close[i]
capital = 0
# 卖出
elif signal == 'SELL' and position > 0:
capital = position * close[i] * (1 - fee_rate)
profit = capital - 1000000
position = 0
print("最终收益:", profit)
```
请注意,这只是一个简单的模拟交易代码,您需要在实际交易中谨慎考虑交易风险和资金管理。
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