#coding: utf-8 """ 均线策略 """ import pandas as pd # MA指标择时 def select_time_ma(df_closeprice, ma_short=12, ma_long=40): """ MA指标择时(简单均线SMA) :param df_closeprice: DataFrame, 收盘价 :param ma_short: :param ma_long: :return: """ #SMA df_closeprice['ma_close_short'] = pd.rolling_mean(df_closeprice['close_price'], ma_short) df_closeprice['ma_close_long'] = pd.rolling_mean(df_closeprice['close_price'], ma_long) df_closeprice['signal'] = 0 for ix, row in df_closeprice.iterrows(): pass # if ema_close_short[-1] > ema_close_short[-2] and ema_close_short[-1] > ema_close_long[-1] \ # and ema_close_short[-2] < ema_close_long[-2]: # signal = SIGNAL_BUY # elif ema_close_long[-1] < ema_close_long[-2] and ema_close_short[-1] < ema_close_long[-1] \ # and ema_close_short[-2] > ema_close_long[-2]: # signal = SIGNAL_SALE # return signal