import tushare as ts
import pandas as pd
from pandas import DataFrame,Series
df = pd.read_csv(‘maotai.csv‘,index_col=‘date‘,parse_dates=[‘date‘])
df.drop(labels=‘Unnamed: 0‘,axis=1,inplace=True)
df
ma5 = df[‘close‘].rolling(5).mean()
ma30 = df[‘close‘].rolling(30).mean()
df[‘ma5‘] = ma5
df[‘ma30‘] = ma30
s1 = ma5 < ma30 T->F金叉 F->T死叉 s2 = ma5 >= ma30 s1 T T F F T T F F
s2 F F T T F F T T T F T T T F T F T F F F T F
~(s1 | s2.shift(1))
s1 = ma5 < ma30
s2 = ma5 >= ma30
df.loc[~(s1 | s2.shift(1))].index
df.loc[s1&s2.shift(1)].index
#如果我从假如我从2010年1月1日开始，初始资金为100000元，金叉尽量买入，死叉全部卖出，则到今天为止，我的炒股收益率如何？
df = df[‘2010‘:‘2019‘]
df
df[‘ma5‘]=df[‘close‘].rolling(5).mean()
df[‘ma30‘]=df[‘close‘].rolling(30).mean()
sr1 = df[‘ma5‘] < df[‘ma30‘]
sr2 = df[‘ma5‘] >= df[‘ma30‘]
death_cross = df[sr1 & sr2.shift(1)].index
golden_cross = df[~(sr1 | sr2.shift(1))].index
first_money = 100000
money = first_money
hold = 0#持有多少股
sr1 = pd.Series(1, index=golden_cross)
sr2 = pd.Series(0, index=death_cross)
#根据时间排序
sr = sr1.append(sr2).sort_index()
for i in range(0, len(sr)):
p = df[‘open‘][sr.index[i]]
if sr[i] == 1:
#金叉
buy = (money // (100 * p))
hold += buy*100
money -= buy*100*p
else:
money += hold * p
hold = 0
p = df[‘open‘][-1]
now_money = hold * p + money
print(now_money - first_money)
原文：https://www.cnblogs.com/bilx/p/11644700.html