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注意1:在运行选股策略时(ipyn文件),可能会出现内存不够的情况,本人电脑是有40个G,所以没有考虑这些问题。如果电脑内存不够,可以考虑去掉一些行业,或者在数据读取的时候就剔除一些不需要的时间(如提出2017年之前的数据),或者选择任意300支股等(总共有2800多支股票)。

注意2:如若因权限原因无法获取tushare数据,可以关注公众号(公众号在末尾),在公众号后台回复“数据获取”,即可获取数据。

代码说明

数据下载、更新及一些处理

DataDowload.py:股票数据下载

RefreshData.py:股票数据更新

CountLimit.py:统计每日涨停数与跌停数,并存入limit.csv中

账户类

Account.py:账户类用于回测使用

策略代码

短期选股策略1.ipyb: 训练模型及回测程序,具体可以看 (公众号第三篇文章)

https://mp.weixin.qq.com/s/LLE3Oe8x13BdAqjCs4Geqw

短期选股策略2.ipyb: 训练模型及回测程序,具体可以看 (公众号第五篇文章)

https://mp.weixin.qq.com/s/drVANZjUhtltD9rsFNb0ZA

中线股选股策略1.ipyb:训练模型及回测程序,具体可以看 (公众号第六篇文章)

https://mp.weixin.qq.com/s/L0p2Z71vorV39qSucQIlFg

超级简单的仓位设置策略.ipynb:超级简单的仓位设置策略,具体可以看

https://mp.weixin.qq.com/s/WOpFs5Tkd7RP0sIZq1JEmg

仓位设置策略2.ipynb:

https://mp.weixin.qq.com/s/WoZG3iO52o-6VWv0RfDlMw

其他代码

Draw.py: 绘图程序,绘制股票涨跌图等 MakeLabel.py:制作训练集标签

运行顺序

短期选股策略1: DataDowload.py->短期选股策略1.ipynb

短期选股策略2: DataDowload.py->CountLimit.py->短期选股策略2.ipynb

中线股选股策略1: DataDowload.py->CountLimit.py->MakeLabel.py->中线股选股策略1.ipynb

结语

如果觉得代码帮助很大,希望给个星,谢谢支持!!!

如果对个人在量化上的研究感兴趣可以关注个人公众号(公众号上有个人对代码的讲解),不定期分享一些研究情况.

公众号:Gambler_Evolution

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个人知乎:https://www.zhihu.com/people/e-zhe-shi-wo/activities

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