talib实现聚宽选股所有的形态指标

导入函数库
import jqdata
import warnings
import numpy as np
from kuanke.wizard import *

# 初始化函数，设定基准等等
def initialize(context):
    
    security = '000001.XSHE'
    st = attribute_history('000001.XSHE', 5)
    print(st['close'].mean())
    security_list = list(get_all_securities('stock', context.current_dt).index)
    print(len(security_list))
    list0 = [security for security in security_list if CDLMORNINGSTAR_judge0(security)]
    print(len(list0))
    # list1 = [security for security in security_list if CDLSHOOTINGSTAR_judge0(security)]
    # print(len(list1))
    
#红三兵
def CDL3WHITESOLDIERS_judge0(security):
    try:
        rs = False
        h = attribute_history(security, 100)
        o, hi, l, c = map((lambda x : np.array(h[x])),['open','high','low','close'])
        i = talib.CDL3WHITESOLDIERS(o, hi, l, c)
        rs = i[-1] > 0
    except:
        traceback.print_exc()
    finally:
        return rs
#锤子
def CDLHAMMER_judge0(security):
    try:
        rs = False
        h = attribute_history(security, 100)
        o, hi, l, c = map((lambda x : np.array(h[x])),['open','high','low','close'])
        i = talib.CDLHAMMER(o, hi, l, c)
        rs = i[-1] > 0
    except:
        traceback.print_exc()
    finally:
        return rs
#倒锤
def CDLINVERTEDHAMMER_judge0(security):
    try:
        rs = False
        h = attribute_history(security, 100)
        o, hi, l, c = map((lambda x : np.array(h[x])),['open','high','low','close'])
        i = talib.CDLINVERTEDHAMMER(o, hi, l, c)
        rs = i[-1] > 0
    except:
        traceback.print_exc()
    finally:
        return rs
##两只乌鸦
def CDL2CROWS_judge0(security):
    try:
        rs = False
        h = attribute_history(security, 100)
        o, hi, l, c = map((lambda x : np.array(h[x])),['open','high','low','close'])
        i = talib.CDL2CROWS(o, hi, l, c)
        #print(i)
        rs = i[-1] == -100
    except:
        traceback.print_exc()
    finally:
        return rs
##三只乌鸦
def CDL3BLACKCROWS_judge0(security):
    try:
        rs = False
        h = attribute_history(security, 100)
        o, hi, l, c = map((lambda x : np.array(h[x])),['open','high','low','close'])
        i = talib.CDL3BLACKCROWS(o, hi, l, c)
        rs = i[-1] > 0
    except:
        traceback.print_exc()
    finally:
        return rs
##早晨之星
def CDLMORNINGSTAR_judge0(security):
    try:
        rs = False
        h = attribute_history(security, 100)
        o, hi, l, c = map((lambda x : np.array(h[x])),['open','high','low','close'])
        i = talib.CDLMORNINGSTAR(o, hi, l, c)
        rs = i[-1] > 0 
    except:
        traceback.print_exc()
    finally:
        if rs == True:
            print(security)
        return rs
##黄昏之星
def CDLEVENINGSTAR_judge0(security):
    try:
        rs = False
        h = attribute_history(security, 100)
        o, hi, l, c = map((lambda x : np.array(h[x])),['open','high','low','close'])
        i = talib.CDLEVENINGSTAR(o, hi, l, c)
        rs = i[-1] == -100
    except:
        traceback.print_exc()
    finally:
        return rs
##乌云盖顶
def CDLDARKCLOUDCOVER_judge0(security):
    try:
        rs = False
        h = attribute_history(security, 100)
        o, hi, l, c = map((lambda x : np.array(h[x])),['open','high','low','close'])
        i = talib.CDLDARKCLOUDCOVER(o, hi, l, c)
        rs = i[-1] < 0
    except:
        traceback.print_exc()
    finally:
        return rs
##流星线
def CDLSHOOTINGSTAR_judge0(security):
    try:
        rs = False
        h = attribute_history(security, 100)
        #print(security,h)
        o, hi, l, c = map((lambda x : np.array(h[x])),['open','high','low','close'])
        i = talib.CDLSHOOTINGSTAR(o, hi, l, c)
        rs = i[-1] < 0
    except Exception, e:
        traceback.print_exc()
    finally:
        if rs == True:
            print(security,h)
        return rs