第一个量化策略代码

第一个策略，当天股票下跌1%后尾盘买入，第二天如果有涨幅卖出，如果没有涨幅继续买入。代码如下：

# -*- coding:utf-8 -*-

import importlib
import sys, json, re, os, time
import MySQLdb,string,time,datetime
importlib.reload(sys)

def nextOP(id,investmentAmount,salesAmount,volume):
    conn=MySQLdb.connect(host="localhost",user="root",passwd="",db="stock",charset="utf8")
    cursor = conn.cursor()
    cursor.execute("SET NAMES utf8");
    id = id + 1
    common_sql =  "select close,percent,open,high,low from `market` where id ="+str(id)
    cursor.execute(common_sql)
    data = cursor.fetchone()
    if(data[1]>0):
        salesAmount += data[0] * volume
        return investmentAmount,salesAmount,0
    elif data[1] < -1:
        return investmentAmount,salesAmount,volume
    else:
        investmentAmount += data[0] * 20000 - 5
        volume = volume + 20000
        return nextOP(id,investmentAmount,salesAmount,volume)


if __name__=='__main__':
    conn = MySQLdb.connect(host="localhost",user="root",passwd="",db="stock",charset="utf8")
    cursor = conn.cursor()
    cursor.execute("SET NAMES utf8");

    common_sql =  "select id,close,add_time from `market` where percent<-1 order by id asc limit 10"
    investmentAmount = 0.0
    salesAmount = 0.0
    volume = 0.0
    n = cursor.execute(common_sql)
    if conn.affected_rows() > 0:
        common_values = cursor.fetchall()
        for common_value in common_values:
            investmentAmount += common_value[1] * 20000 - 5
            volume = volume + 20000
            investmentAmount,salesAmount,volume = nextOP(common_value[0],investmentAmount,salesAmount,volume)
            
    print("多次买入总金额(扣税后):" + str(investmentAmount))
    print("多次卖出后金额:"+ str(salesAmount))
    print("盈利:"+ str(salesAmount-investmentAmount))

执行结果：

多次买入总金额(扣税后):182010.0
多次卖出后金额:186000.0
盈利:3990.0