38 lines
1.0 KiB
Python
38 lines
1.0 KiB
Python
import pandas as pd
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import numpy as np
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def run():
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"""
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简单均线策略示例：
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- 买入条件：收盘价 > 5 日均线
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- 卖出条件：收盘价 < 5 日均线
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"""
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# 模拟历史行情数据
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dates = pd.date_range(start='2026-01-01', periods=20)
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prices = pd.Series(np.random.uniform(100, 200, size=20), index=dates)
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# 计算 5 日均线
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ma5 = prices.rolling(window=5).mean()
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# 策略信号：1 买入，-1 卖出
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signal = (prices > ma5).astype(int) - (prices < ma5).astype(int)
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# 简单净值计算
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capital = 10000
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position = 0
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nav = []
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for i in range(len(prices)):
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if signal[i] == 1: # 买入
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position = capital / prices[i]
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elif signal[i] == -1: # 卖出
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capital = position * prices[i]
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position = 0
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nav.append(capital + position * prices[i])
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result = pd.DataFrame({
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'date': dates,
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'price': prices,
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'signal': signal,
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'nav': nav
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})
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return result |