This is Xing buidi 68 I want to quantify the sharing of the small lecture hall
author | Xing can't 、 Assistant - Fama
There was a live broadcast that showed you a tool we use internally —— Timing policy viewer .
Timing policy viewer
On the viewer interface , Not only can we clearly see K Line graph 、 Average And other technical indicators , It can also show the timing strategy Trading signals Of course 、 Selling point .
You can see every transaction on the right side of the page ：
Click on “ Show in the figure ”,K The online page will focus on the transaction , Show its Opening point 、 Closing point 、 Yield Etc .
This tool is mainly to make it easier for everyone to read the transaction by transaction of timing strategy , Help develop 、 Optimize new strategies . At first, it was only used internally , Later, it was opened to the students of the strategy sharing meeting .
This piece “ Artifact ” The main part of it is K Display of lines and related indicators , It looks so complicated , Will it be difficult ？
The answer is ： In fact, just A dozen lines Python Code , Even Xiaobai, who has no programming foundation, can draw K Line graph .
This article follows the following four steps , Explain how to make personalized market analysis artifact on tall ：
01 Draw ordinary K Line graph
02 Add trading volume
03 Join the moving average
04 Add trading signals
If you have any questions after reading , You can scan the QR code below or add me WeChat xbx971, Communicate with me .
01
Draw ordinary K Line graph
Here I default that everyone has installed Python And the environment , And know how to run the code .
If not , Please refer to this article I wrote before ：
The simplest 、 The most detailed Python and Pandas Installation tutorial
First let's open up Anaconda, Click... Inside Spyder.
Here I have prepared three data for you , Namely Bitcoin day K Line , The currency 4 Hours K Line , as well as sh000688 kechuang 50 Index day K Line ：
K Line data file
sh000688 Data presentation
besides , And our 4 A program file ：
If you need these codes and data , You can scan the QR code below or add me WeChat xbx971, Can be directly sent to you .
With The currency 4 Hours K Line For example , hit open “1_ draw K Line .py” This procedure ：
1_ draw K Line .py
Among them the first 1、2 The code of is to import the third-party library we installed in advance , The first 5 To the first 7 Lines are the data needed to import this drawing .
Before selection 7 Line code , Right click , Click again “Run Cell”, Run these lines of code ：
After selecting the code , Right click
On the right side of the interface Variable Can be seen in , The data has been imported into the program ：
We double click here “df” Variable , You can see the imported K Line data ：
Next, we use the imported data to draw K Line graph ：
Drawing part code
The code of the drawing part is to set K Linear Color and style .
If we want to K Line color and domestic A The stock market is the same Red goes up and green goes down , Then just set the parameter to ：
up=’red’ down=’green’
The first 13 Line code edge It means setting up K The color of the line border , The default is black ,edge=’inherit’ It means to keep K The color of the line border is the same as K The color of the line entity is consistent .
Run all the code , You can draw the recent period of bitcoin K Line graph ：
Want to change the name of the ordinate in the diagram , Just change the code number 18 In line code ylabel Parameters can be ：
Now we can draw K The line chart , How should that be in ordinary K Add trading volume to the line chart ？
If you are interested in the above data and code , You can scan the QR code below or add me WeChat xbx971, They can be sent to you for free .
02
Add trading volume
open “2_ Add trading volume .py” This new program ：
2_ Add trading volume .py
Before this program 10 Line code and “1_ draw K Line .py” The procedure is completely consistent , It is also used to import third-party libraries and read data .
The difference is ：
First , In the 14 Line added a volume Parameters ,volume=’inherit’ It means that Color of trading volume histogram Set to red up and green down , And K The lines are consistent .
secondly , The first 19 Two parameters are added to the line mapping code ,volume=True Add trading volume to the graph .ylabel_lower=’volume’ It means that the vertical coordinate of the trading volume chart is named “volume”.
After running the program , You can see that the trading volume has been added K Line graph ：
The histogram below shows the trading volume （ Red goes up and green goes down ）
Want to change the name of the volume ordinate , Just change the code number 20 In line code ylabel_lower Parameters can be ：
Next, let's talk about how to K Add technical indicators to the line diagram .
03
Add technical indicators
Let's take the moving average as an example , Demonstration in K Add technical indicators to the line diagram .
The average has been calculated in the data I provided to you , Just add the moving average index to the drawing function according to the code .
Moving average data field
open “3_ Join the moving average .py” Program ：
3_ Join the moving average .py
Before the program 16 The line code is the same as the above two programs .
The difference is ：
The first 19 Add a new variable to the row add_plot, The assignment is 10 ma ’ma_10’ and 50 ma ’ma_50’, And will add_plot Add variables to the 21 Yes mpf.plot() In the method .
After writing , Run the program , You can get K Line graph ：
You can see ,K Two new moving averages have been added to the line . Blue Yes. 50 ma , Orange Yes. 10 ma .
You should feel it , The process is actually very simple , We just need to add corresponding parameters to the drawing function like building blocks .
If you are interested in the above data and code , You can scan the QR code below or add me WeChat xbx971, They can be sent to you for free .
Finally, let's have a look at , How to signal the opening and closing of trading strategies , Add to K In line .
04
Add trading signals
The data I provide you already contains trading signals , Just add the trading signal to the drawing function according to the code .
Trading signals in the data
open “4_ Join the trading point .py” Program ：
4_ Join the trading point .py
Before this program 16 Line code and “3_ Join the moving average .py” The procedure is exactly the same .
The difference is ：
The first 19-22 Line code ,add_plot Variables add our trading signals . Trading signals Divided into three ：
1. signal_long: Long opening signal
2. signal_short: Short opening signal
3. signal_0: The signal of closing positions
marker Parameter is used to set the shape of the trading signal icon ,marker=’^’ Indicates an upward arrow , marker=’v’ Indicates a downward arrow , marker=’o’ It's a circle .
color Parameters can be used to control the color ,color=’g’ It means green （green）, ‘y’ It means yellow （yellow）, ‘b’ It means blue （blue）, You can set different colors according to your preferences .
Run the program , Make the final Market analyzer ：
The red upward arrow in the figure indicates Open more warehouses The location of , The green downward arrow indicates Open an empty warehouse The location of , The yellow circle indicates close a position The location of .
05
summary
Now we have successfully mapped The currency 4 Hours K Line , Joined the volume , Average , And also put our own Trading signals Add to K In line .
You can see , Programming is not difficult . It's like building blocks , Just add it up bit by bit . And the procedure of the fourth step only needs 20 A few lines Python Code , Most of them are comments and spaces .
It is strongly recommended that interested students can try to run the code by themselves , The experience will be more different . Scan the QR code below or add me WeChat xbx971, I can send you the data and code needed for drawing .
06
Postscript
At the end of the article , Share a little with you Experience of quantifying investment .
Many people ask me how Xiaobai started Learn to quantify investment , There's nothing to The book list recommends .
My advice is Never read a book directly .
You're looking for Ben Programming Book reading , Then knock it out “Hello World” It's over ; You're looking for Ben mathematics Book reading , Then I fell asleep when I saw the formula on page 7 .
A better way to learn is to do practical projects , stay practice Learning quantitative strategies .
Research Report is a good quantitative practice project .
A research paper is a strategy , The authors are highly educated securities analysts with an annual salary of millions , All you have to do is Read the Strategy Research Report , And implement it in code .
During this period, I will learn nothing , Where will not order where , Holding Problem solving mentality To learn , Yield twice the result with half the effort .
Familiar with 300 tang poems , You can sing even if you can't write a poem .
So where can we Obtain the research report Well ?
You can scan the QR code below or add mine WeChat xbx971, I have different categories here Tens of thousands of research reports , Will Real time updates .
I can distinguish the difficulty , selected Then send it to you .
Add me WeChat xbx971 after , It's fine too Exchange quantitative investment related issues , I'm busy , The reply was slow , But I will reply to everything I see .
Have a good chat , We had a good chat , A lot of quantitative data 、 All the information is OK it's for you Of .
You can also turn over me Circle of friends The content of , quite a lot Quantify dry goods . Some content that will not be publicly developed , Will say in the circle of friends .
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