【原】编写一个股票选股代码

​股票选股代码

import talib

import pandas as pd

# 这里用talib计算MACD指标，以下代码块需要你自行编写

# TODO：

# 计算MACD指标

data = pd.DataFrame(df['close'].values, index=df.index, columns=['close'])

macd, macdsignal, macdhist = talib.MACD(data['close'].values,

                                        fastperiod=12,

                                        slowperiod=26,

                                        signalperiod=9)

data['macd'] = macd

data['macdsignal'] = macdsignal

data['macdhist'] = macdhist

# 将计算出来的指标添加到原数据表中

df = pd.concat([df, data], axis=1)

# 选出上升通道，买入股票

up_threshold = 0

buy_stocks = df.loc[df['macd'] > up_threshold]

# 选出下降通道，卖出股票

down_threshold = 0

sell_stocks = df.loc[df['macd'] < down_threshold]