利用tushare的pro版本,结合唐奇安通道和MACD来编写一个发出买入和卖出信号的策略并导出到excel

首先需要导入需要使用的库，其中tushare和pandas为数据处理库，talib为技术指标库，openpyxl为导出excel所需的库。

import tushare as ts
import pandas as pd
import talib as ta
from openpyxl import Workbook

接下来需要通过tushare的pro版本获取股票数据，这里以获取某只股票的日线数据为例。

# 获取日线数据
pro = ts.pro_api('输入你的token')
df = pro.daily(ts_code='股票代码', start_date='开始日期', end_date='结束日期')
df = df.sort_values('trade_date', ascending=True)
df = df.reset_index(drop=True)

接下来需要计算出唐奇安通道的上轨和下轨。

# 计算唐奇安通道上轨和下轨
high_list = df['high'].rolling(window=20).max()
low_list = df['low'].rolling(window=20).min()
df['upperband'] = high_list.shift(1)
df['lowerband'] = low_list.shift(1)

同时也需要计算出MACD指标的值。

# 计算MACD指标
df['dif'], df['dea'], df['hist'] = ta.MACD(df['close'].values, fastperiod=12, slowperiod=26, signalperiod=9)

接下来需要编写一个函数来根据唐奇安通道和MACD指标来判断买入和卖出信号。

# 根据唐奇安通道和MACD指标来判断买入和卖出信号
def get_signal(df):
    signal_list = []
    for i in range(len(df)):
        if df.loc[i, 'close'] > df.loc[i, 'upperband'] and df.loc[i, 'hist'] > 0:
            signal = 'sell'
        elif df.loc[i, 'close'] < df.loc[i, 'lowerband'] and df.loc[i, 'hist'] < 0:
            signal = 'buy'
        else:
            signal = ''
        signal_list.append(signal)
    return signal_list

df['signal'] = get_signal(df)

最后需要将结果导出到excel文件中。

# 导出结果到excel文件
wb = Workbook()
ws = wb.active

headers = ['trade_date', 'open', 'high', 'low', 'close', 'upperband', 'lowerband', 'dif', 'dea', 'hist', 'signal']
ws.append(headers)

for i in range(len(df)):
    row = [df.loc[i, 'trade_date'], df.loc[i, 'open'], df.loc[i, 'high'], df.loc[i, 'low'], df.loc[i, 'close'], df.loc[i, 'upperband'], df.loc[i, 'lowerband'], df.loc[i, 'dif'], df.loc[i, 'dea'], df.loc[i, 'hist'], df.loc[i, 'signal']]
    ws.append(row)

wb.save('result.xlsx')

整合以上代码，得到完整的策略代码如下：

import tushare as ts
import pandas as pd
import talib as ta
from openpyxl import Workbook

# 获取日线数据
pro = ts.pro_api('输入你的token')
df = pro.daily(ts_code='股票代码', start_date='开始日期', end_date='结束日期')
df = df.sort_values('trade_date', ascending=True)
df = df.reset_index(drop=True)

# 计算唐奇安通道上轨和下轨
high_list = df['high'].rolling(window=20).max()
low_list = df['low'].rolling(window=20).min()
df['upperband'] = high_list.shift(1)
df['lowerband'] = low_list.shift(1)

# 计算MACD指标
df['dif'], df['dea'], df['hist'] = ta.MACD(df['close'].values, fastperiod=12, slowperiod=26, signalperiod=9)

# 根据唐奇安通道和MACD指标来判断买入和卖出信号
def get_signal(df):
    signal_list = []
    for i in range(len(df)):
        if df.loc[i, 'close'] > df.loc[i, 'upperband'] and df.loc[i, 'hist'] > 0:
            signal = 'sell'
        elif df.loc[i, 'close'] < df.loc[i, 'lowerband'] and df.loc[i, 'hist'] < 0:
            signal = 'buy'
        else:
            signal = ''
        signal_list.append(signal)
    return signal_list

df['signal'] = get_signal(df)

# 导出结果到excel文件
wb = Workbook()
ws = wb.active

headers = ['trade_date', 'open', 'high', 'low', 'close', 'upperband', 'lowerband', 'dif', 'dea', 'hist', 'signal']
ws.append(headers)

for i in range(len(df)):
    row = [df.loc[i, 'trade_date'], df.loc[i, 'open'], df.loc[i, 'high'], df.loc[i, 'low'], df.loc[i, 'close'], df.loc[i, 'upperband'], df.loc[i, 'lowerband'], df.loc[i, 'dif'], df.loc[i, 'dea'], df.loc[i, 'hist'], df.loc[i, 'signal']]
    ws.append(row)

wb.save('result.xlsx')