{"id":1403,"date":"2024-09-09T07:24:00","date_gmt":"2024-09-08T23:24:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1403"},"modified":"2024-09-04T20:57:42","modified_gmt":"2024-09-04T12:57:42","slug":"%e6%8e%a2%e7%a9%b6%e9%80%9a%e8%be%be%e4%bf%a1%e6%8c%87%e6%a0%87%e8%bd%ac-qmt-%e7%9a%84%e4%b8%89%e5%a4%a7%e5%88%a9%e5%99%a8%ef%bc%8c%e8%b0%81%e6%9b%b4%e7%b2%be%e5%87%86%ef%bc%9f","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2024\/09\/09\/%e6%8e%a2%e7%a9%b6%e9%80%9a%e8%be%be%e4%bf%a1%e6%8c%87%e6%a0%87%e8%bd%ac-qmt-%e7%9a%84%e4%b8%89%e5%a4%a7%e5%88%a9%e5%99%a8%ef%bc%8c%e8%b0%81%e6%9b%b4%e7%b2%be%e5%87%86%ef%bc%9f\/","title":{"rendered":"\u63a2\u7a76\u901a\u8fbe\u4fe1\u6307\u6807\u8f6c QMT \u7684\u4e09\u5927\u5229\u5668\uff0c\u8c01\u66f4\u7cbe\u51c6\uff1f"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/maintenance.webp\" alt=\"\" class=\"wp-image-1720\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u5e38\u7528\u4e8e\u5c06\u901a\u8fbe\u4fe1\u6307\u6807\u8f6c\u6362\u4e3a QMT \u7684 Python \u5e93\u6709 talib\u3001MyTT \u4ee5\u53ca fengwo\u3002<\/mark>\u8fd9\u4e09\u4e2a\u5e93\u7684\u529f\u80fd\u5747\u6781\u4e3a\u5f3a\u5927\uff0c\u901a\u5e38\u7684\u901a\u8fbe\u4fe1\u6307\u6807\u5747\u80fd\u591f\u88ab\u7ffb\u8bd1\u6210 QMT\u3002\u9488\u5bf9\u8fd9\u4e09\u4e2a\u5e93\u7684\u8be6\u5c3d\u4ecb\u7ecd\uff0c\u7f51\u7edc\u4e0a\u6570\u91cf\u4f17\u591a\uff0c\u53ef\u81ea\u884c\u8fdb\u884c\u67e5\u9605\u3002<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u672c\u6587\u501f\u52a9\u5b9e\u4f8b\uff0c\u5bf9\u8fd9\u4e09\u4e2a\u5e93\u7ffb\u8bd1\u51fa\u7684\u6307\u6807\u8fdb\u884c\u5bf9\u6bd4\uff0c\u770b\u54ea\u4e00\u4e2a\u66f4\u4e3a\u51c6\u786e<\/mark>\u3002<\/pre>\n<\/blockquote>\n\n\n\n<p>\u6211\u4eec\u4ee5\u5e38\u7528\u7684RSI\u6307\u6807\u4e3a\u4f8b\uff0c\u8ba1\u7b9724\u65e5RSI\u7684\u503c\u3002\u4e0b\u9762\u4e0a\u4ee3\u7801\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><\/li>\n<\/ul>\n\n\n\n<pre class=\"wp-block-code\"><code><code>#encoding:gbk<\/code><code>#\u5bfc\u5165\u4e09\u4e2a\u5e93\uff0c\u6ca1\u6709\u7684\u5148\u81ea\u884cpip\u5b89\u88c5<\/code><code>import talib as tl<\/code><code>import MyTT as mt<\/code><code>import fengwo as fw<\/code><code><br><\/code><code>def init(C):<\/code><code>    #\u8bbe\u7f6e\u80a1\u7968<\/code><code>    stock = '510300.SH'<\/code><code>    #\u8bbe\u7f6e\u83b7\u53d6\u884c\u60c5\u7684\u5f00\u59cb\u65f6\u95f4<\/code><code>    start_time = '20230101'<\/code><code>    #\u8bbe\u7f6e\u83b7\u53d6\u884c\u60c5\u7684\u7ed3\u675f\u65f6\u95f4<\/code><code>    end_time = '20240902'<\/code><code>    #\u4e0b\u8f7d\u884c\u60c5<\/code><code>    download_history_data(stock,\"1d\",\"20240101\",\"\") <\/code><code>    #\u83b7\u53d6\u884c\u60c5<\/code><code>    data = C.get_market_data_ex(fields=&#91;'open','high','low','close'],stock_code=&#91;stock],period='1d',start_time=start_time,end_time=end_time,count=-1,dividend_type='front',fill_data=True,subscribe=True)<\/code><code>    #\u83b7\u53d6\u5f00\u9ad8\u4f4e\u6536\u6570\u636e<\/code><code>    open = data&#91;stock]&#91;'open'].values<\/code><code>    high = data&#91;stock]&#91;'high'].values<\/code><code>    low = data&#91;stock]&#91;'low'].values<\/code><code>    close = data&#91;stock]&#91;'close'].values<\/code><code>    #\u4e09\u4e2a\u5e93\u4f9d\u6b21\u83b7\u53d6RSI\u7684\u6570\u503c<\/code><code>    t_RSI = tl.RSI(close,timeperiod=24)<\/code><code>    m_RSI = mt.RSI(close,N=24)<\/code><code>    f_RSI = fw.RSI(close,N1=6,N2=12,N3=24)<\/code><code>    #\u6253\u5370<\/code><code>    print('talib\u7684RSV\u503c\uff1a',t_RSI&#91;-1],'\\nMyTT\u7684RSV\u503c\uff1a',m_RSI&#91;-1],'\\nfengwo\u7684RSV\u503c:',f_RSI&#91;2]&#91;-1])<\/code><\/code><\/pre>\n\n\n\n<p>\u8fd4\u56de\u7684\u7ed3\u679c\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/640.png\" alt=\"\" class=\"wp-image-1722\"\/><\/figure>\n\n\n\n<p>\u53ef\u4ee5\u770b\u51fa\uff0c\u6570\u636e\u5f88\u63a5\u8fd1\uff0c\u5176\u4e2dMyTT\u4fdd\u7559\u4e863\u4f4d\u5c0f\u6570\u3002talib\u548cfengwo\u4fdd\u7559\u4e8610\u4f4d\u4ee5\u4e0a\u5c0f\u6570\u3002\u5982\u679c\u4fdd\u7559\u4e09\u4f4d\u5c0f\u6570\u7684\u8bdd\uff0c\u4e09\u8005\u90fd\u662f38.644\u3002\u90a3\u4e48\u5b9e\u9645\u60c5\u51b5\u5462\uff1f\u6211\u67e5\u770b\u4e86\u4e00\u4e0b\u540c\u82b1\u987a\u548c\u901a\u8fbe\u4fe1\u7684\u6570\u636e\u3002<\/p>\n\n\n\n<p>\u540c\u82b1\u987a\uff1a38.64<\/p>\n\n\n\n<p>\u901a\u8fbe\u4fe1\uff1a38.644\u3002<\/p>\n\n\n\n<p>\u770b\u6765talib\u3001MyTT\u548cfengwo\u8ba1\u7b97\u7684\u90fd\u662f\u51c6\u786e\u7684\u3002<\/p>\n\n\n\n<p>\u8fd9\u91cc\u8981\u63d0\u9192\u4e00\u4e0b\uff0c\u5728\u4e0b\u8f7d\u548c\u83b7\u53d6\u6570\u636e\u7684\u65f6\u5019\uff0c\u4e00\u5b9a\u8981\u591a\u83b7\u53d6\u4e00\u4e9b\uff0c\u83b7\u53d6\u5f97\u8d8a\u591a\u8d8a\u51c6\u786e\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u672c\u6587\u5185\u5bb9\u4ec5\u4ec5\u662f\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u5e76\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/mark><\/strong><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u8f6c\u53d1\u8bf7\u6ce8\u660e\u539f\u4f5c\u8005\u548c\u51fa\u5904\u3002<\/mark><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" 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