重新溫習pandas,優化了一下雙均線系統之後，速度果然嗖嗖往上穿，和TB，文華這些有點可比性了。

# -*- coding: utf-8 -*-
"""
Created on Thu May 25 08:55:12 2017

@author: yunjinqi 
 
E-mail:[email protected] 
 
Differentiate yourself in the world from anyone else.
"""
import pandas as pd
import numpy as np
import datetime
import time
#獲取資料
df=pd.read_csv('C:/Users/HXWD/Desktop/000001.csv',encoding='gbk')
df.columns=['date','code','name','close','high','low','open','preclose',
'change','change_per','volume','amt']
df=df[['date','open','high','low','close','volume','amt']]
df.head()
value=[]
for i in range(1,21):
    for j in range(21,121):
        df['ma5']=df['close'].rolling(i).mean()
        df['ma20']=df['close'].rolling(j).mean()
        df.ix[df['ma5']>df['ma20'],'cross']=1
        df.ix[df['ma5']<=df['ma20'],'cross']=-1
        #df[['close','ma5','ma20']][-200:].plot()
        df['ret']=(df['close']-df['close'].shift(1))
        df['profit']=df['ret']*df['cross']
        #df['profit'].plot()
        target=df['profit'].sum()
        s=[i,j,target]
        ts=time.strftime('%Y-%m-%d %X', time.localtime() )
        value.append(s)
        print('當前時間:{}短期引數:{},長期引數:{}優化完畢,淨利潤{}'.format(ts,i,j,s))
 

data=pd.DataFrame(value)

data.to_csv('引數優化.csv')

注：注：以上程式碼僅供參考，如若發現有不對的地方或者需要單獨編寫文華財經，金字塔，大智慧，通達信，TB，Python平臺的指標、策略等，請聯絡扣扣1733505732，時間：工作日下午18:00-22:00，節假日。