MACD国策略代码讲解

MACD（Moving Average Convergence Divergence）是一种常的技术分析指标，用于判断股票或其他资产的趋势和价格变动的强度。下面是一个简单的MACD策略代码讲解：

# 导入所需的库
import pandas as pd
import numpy as np

# 计算MACD指标
def calculate_macd(data, short_period=12, long_period=26, signal_period=9):
    data['EMA_short'] = data['close'].ewm(span=short_period, adjust=False).mean()
    data['EMA_long'] = data['close'].ewm(span=long_period, adjust=False).mean()
    data['DIF'] = data['EMA_short'] - data['EMA_long']
    data['DEA'] = data['DIF'].ewm(span=signal_period, adjust=False).mean()
    data['MACD'] = 2 * (data['DIF'] - data['DEA'])
    return data

# 执行MACD策略
def execute_macd_strategy(data):
    buy_signals = []
    sell_signals = []
    position = 0

    for i in range(1, len(data)):
        if data['MACD'][i] > 0 and data['MACD'][i-1] < 0:
            buy_signals.append(i)
            position = 1
        elif data['MACD'][i] < 0 and data['MACD'][i-1] > 0:
            sell_signals.append(i)
            position = 0
    
    if position == 1:
        sell_signals.append(len(data) - 1)

    return buy_signals, sell_signals

# 示例数据
data = pd.DataFrame({'close': [10, 12, 14, 16, 18, 20, 22, 20, 18, 16]})

# 计算MACD指标
data = calculate_macd(data)

# 执行MACD策略
buy_signals, sell_signals = execute_macd_strategy(data)

# 输出买入和卖出信号
print("买入信号：", buy_signals)
print("卖出信号：", sell_signals)

上述代码中，`calculate_macd`函数用于计算MACD指标，`execute_macd_strategy`函数用于执行MACD策略。示例数据为一个简单的价格序列，通过调用这两个函数可以得到买入和卖出的信号。