自己做量化交易软件(31)小白量化实战5–板块股票池与基本面选股
在小白量化软件中，股票池与板块是一样的,都是股票代码列表。前面博客有零散知识的介绍。
小白量化学习（4）基本面选股与股票池
/hepu8/article/details/93378707
自己做量化交易软件(17)通过基本面建立自己的股票池
/hepu8/article/details/88048476
自己做量化交易软件(21)通达信自选股文件的读写程序
/hepu8/article/details/106425443
如果我们采用通达信软件，经常也会使用通达信股票代码格式和通达信列表格式。我们可以打开自己的通达信软件，看看有什么板块，例如对“特斯拉”板块感兴趣，看看包含什么股票代码。
这些是小白量化的基本功能，获取股票所属板块,获取板块的所有股票代码,板块股票代码合并,股票代码去重,转化为通达信板块数据格式,保存到通达信自选股2板块文件中。我下面直接给出源代码，代码有详细说明，不懂在读者群中问。
#小白量化:板块与自选股 股票池#购买<零基础搭建量化投资系统>正版书,送小白量化软件源代码。# /61567375505.html#独狼荷蒲qq:2775205#通通python量化群:524949939#电话微信:18578755056#微信公众号：独狼股票分析#日期:-01-09import HP_tdx as htdx #小白量化通达信行情模块#连接通达信行情服务器hq=htdx.TdxInit(ip='183.57.72.22',port=7709) ##初始化通达信#获取股票所属板块code='000776'bk=htdx.getblock3(code)print(code,' 所属板块 :',bk)code='600655'bk=htdx.getblock3(code)print(code,' 所属板块 :',bk)#获取板块的所有股票代码bkn='特斯拉'codes=htdx.getblock2(bkn) #返回板块中的股票print(bkn,' 板块的所有股票 :',codes)#板块股票合并codes1=htdx.getblock2('近期强势') #返回板块中的股票codes2=htdx.getblock2('深证300') #返回板块中的股票codes3=htdx.getblock2('深证成指') #返回板块中的股票codes4=htdx.getblock2('上证380') #返回板块中的股票codes=codes1+codes2+codes3+codes4print(len(codes),codes)#代码去重codes=list(set(codes)) #利用集合去掉重复代码print(len(codes),codes)#保存为通达信自选股，需要重新启动通达信软件，才能看到#通达信软件的自选股文件的目录为：C:\tdx目录\T0002\blocknewpath='C:\\zd_gfzq\\T0002\\blocknew\\' #通道信软件自选股路径#转化为通达信板块数据格式bk2=htdx.tdxcodes(codes)print(bk2)#保存到通达信自选股板块文件中htdx.putzxgfile(bk2,path+'ZXG2.blk')#断开连接行情服务器htdx.disconnect()
上面程序输出很多信息。
000776 所属板块 : ['泛珠三角', '深证300', '大盘股', '深证价值', '参股新股', 'MSCI成份', '保险重仓', '融资融券', '含H股', '沪深300', '国证价值', '国证红利', '证金持股', '深证成指', '深证红利', '深证100', '300周期', '罗素大盘', '大盘价值', '中证100']600655 所属板块 : ['MSCI中盘', '黄金概念', '昨日连板', '融资增加', '300非周', '融资融券', '昨日涨停', '沪深300', '中证200', '近期新高', '国证价值', '长三角', '要约收购', '银河99', '员工持股', '最近异动', '最近多板', '罗素大盘', '中盘价值', '昨日上榜', '上证380', '近期强势', '上海自贸', '中证龙头']特斯拉 板块的所有股票 : ['000009', '000012', '000030', '000049', '000400', '000551', '000559', '000636', '000700', '000800', '000821', '000839', '000887', '000970', '000973', '000988', '00', '002028', '002036', '002045', '002048', '002050', '002055', '002056', '002085', '002091', '002101', '002121', '002126', '002130', '002156', '002160', '002179', '002182', '002196', '002203', '002206', '002239', '002245', '002276', '002328', '002334', '002340', '002363', '002382', '002384', '002389', '002403', '002405', '002407', '002441', '002459', '002460', '002466', '002472', '002484', '002497', '002501', '002510', '002516', '002533', '002536', '002540', '002547', '002579', '002590', '002594', '002595', '002623', '002635', '002662', '002664', '002666', '002709', '002738', '002812', '002815', '002823', '002838', '002850', '002965', '002975', '300014', '300035', '300037', '300041', '300068', '300073', '300088', '300100', '300115', '300127', '300134', '300160', '300169', '300176', '300184', '300222', '300230', '300256', '300258', '300276', '300278', '300279', '300293', '300310', '300320', '300328', '300337', '300351', '300376', '300382', '300400', '300420', '300428', '300433', '300445', '300450', '300476', '300580', '300619', '300626', '300643', '300644', '300707', '300709', '300718', '300748', '300750', '300806', '300817', '300863', '300890', '300919', '600019', '600110', '600114', '600143', '600215', '600330', '600335', '600366', '600390', '600418', '600480', '600525', '600577', '600580', '600611', '600660', '600683', '600699', '600741', '600848', '600869', '600884', '600885', '601137', '601689', '601702', '603009', '603011', '603026', '603035', '603050', '603066', '603158', '603159', '603179', '603197', '603228', '603266', '603305', '603348', '603358', '603659', '603667', '603730', '603799', '603920', '603960', '603997', '688022', '688157', '688529', '688559']804 ['000155', '000538', '000570', '000661', '000708', '000718', '000733', '000767', '000799', '000927', '002041', '002064', '002074', '002080', '002164', '002202', '002324', '002340', '002342', '002414', '002460', '002466', '002497', '002594', '002617', '002625', '002709', '002738', '002759', '300001', '300014', '300082', '300087', '300115', '300274', '300568', '300618', '300677', '300696', '300699', '300712', '300750', '300999', '600031', '600038', '600059', '600110', '600176', '600189', '600219', '600309', '600346', '600409', '600460', '600499', '600586', '600655', '600660', '600685', '600711', '600760', '600809', '600862', '600882', '600893', '601012', '601016', '601058', '601633', '601899', '601908', '601919', '603063', '603087', '603185', '603259', '603267', '603392', '603486', '603613', '603799', '603882', '603993', '688388', '688390', '000001', '000002', '000009', '000021', '000027', '000028', '000031', '000046', '000050', '000063',。。。
我们前面也零散介绍了有关通达信行情相关的知识。
自己做量化交易软件(20)通达信公式选股程序的实现
/hepu8/article/details/105451351
自己做量化交易软件(24)小白量化增强仿通达信财务基本数据公式
/hepu8/article/details/106972813
因为基本面被大家认可，大家都来买买买，所以股票价格涨了。
假设基本面选股条件如下，我们如何实现选股。
1、 5日成交量合计换手率大于15%。
2、 市盈率大于0且小于50。
写成通达信选股公式如下：
A1:=SUM(VOL,5);A2:=IF(A1/CAPITAL*100>15,1,0);A3:=IF(CLOSE/FINANCE(33)>1,1,0)*IF(CLOSE/FINANCE(33)<50,1,0);AX:A2+A3>=2;
用沪深300板块，选出24只股票。
下面看，用Python如何实现选股。 我们仍然用仿通达信公式格式。
#小白量化选股 :基本面指标选股#购买<零基础搭建量化投资系统>正版书,送小白量化软件源代码。# /61567375505.html#独狼荷蒲qq:2775205#通通python量化群:524949939#电话微信:18578755056#微信公众号：独狼股票分析#日期:-01-09import timeimport HP_tdx as htdximport HP_tdxgs as hgsfrom HP_formula import *global CLOSE,LOW,HIGH,OPEN,VOLglobal C,L,H,O,V'''财务函数FINANCE(1)总股本（万股）FINANCE(2)市场类型FINANCE(3)沪深品种类型FINANCE(4)沪深品种通达信二级行业代码FINANCE(5)B股（万股）FINANCE(6)H股（万股）FINANCE(7)流通股本（万股）CAPITAL流通股本（手）FINANCE(8) 股东人数(户)(上市公司的最新数据)FINANCE(9) 资产负债率FINANCE(10) 总资产FINANCE(11) 流动资产FINANCE(12) 固定资产FINANCE(13) 无形资产FINANCE(14) 长期投资FINANCE(15) 流动负债FINANCE(16) 长期负债FINANCE(17) 资本公积金金FINANCE(18) 每股公积金金FINANCE(19) 股东权益FINANCE(20) 主营收入FINANCE(21) 主营利利益FINANCE(22) 其它利利益FINANCE(23) 营业利利益FINANCE(24) 投资收益FINANCE(25) 补贴收入FINANCE(26) 营业外收支FINANCE(27) 上年年损益调整FINANCE(28)利利益总额FINANCE(29) 税后利利益FINANCE(30) 净利利益FINANCE(31) 未分配利利益FINANCE(32) 每股未分配利利润FINANCE(33) 每股收益FINANCE(34) 每股净资产FINANCE(35)调整每股净资产FINANCE(36) 股东权益比FINANCE(40) 流通市值FINANCE(41) 总市值FINANCE(42) 上市日期'''def FINANCE(x):return hgs.FINANCE(x)#CAPITAL流通股本（手）def CAPITAL():return hgs.Capitalhq=htdx.TdxInit(ip='183.57.72.22',port=7709) ##初始化通达信bkn='沪深300'codes=htdx.getblock2(bkn) #返回板块中的股票print('小白量化选股: 基本面指标选股')print('输出股票池或板块中股票')print(bkn,len(codes),' 板块中股票 :',codes)#仿通达信选股函数模板def function(cd):global CLOSE,LOW,HIGH,OPEN,VOLglobal C,L,H,O,V#获取通达信财物数据#nMarket = get_market(cd)hgs.readbase(htdx.get_market(cd),cd)df3=htdx.get_security_bars(nCategory=4,nMarket = htdx.get_market(cd),code=cd,\nStart=0, nCount=10) #获取指定范围的证券K线##数据规格化 df3.dropna(inplace=True)#小白数据规格化mydf=df3.copy()CLOSE=mydf['close']LOW=mydf['low']HIGH=mydf['high']OPEN=mydf['open']VOL=mydf['volume']/100 #通达信软件是手C=mydf['close']L=mydf['low']H=mydf['high']O=mydf['open']V=mydf['volume']/100 #通达信软件是手#仿通达信，大智慧公式计算和选股A1=SUM(VOL,5);A2=IF(A1/CAPITAL()*100>15,1,0);A3=IF(CLOSE/FINANCE(33)>1,1,0)*IF(CLOSE/FINANCE(33)<50,1,0);AX=IF(A2+A3>=2,1,0);#转化为买点信号B2=list(AX)if B2[len(B2)-1]==1:return 1else:return 0#下面开始进行板块或股票池选股myblock=[] #选股池start = time.time()for code in codes:buy=function(code) #计算股票选股函数if buy==1:myblock.append(code)print('输出选出的股票池',len(myblock))print(myblock)end=time.time()print('时间:',round(start,2),round(end,2),round(end-start,2),'秒')
程序运行结果如下：
小白量化选股: 基本面指标选股输出股票池或板块中股票沪深300 300 板块中股票 : ['000001', '000002', '000063', '000066', '000069', '000100', '000157', '000166', '000333', '000338', '000425', '000538', '000568', '000596', '000625', '000627', '000651', '000656', '000661', '000671', '000703', '000708', '000723', '000725', '000728', '000768', '000776', '000783', '000786', '000858', '000860', '000876', '000895', '000938', '000961', '000963', '000977', '001979', '002001', '00', '00', '002024', '002027', '002032', '002044', '002049', '002050', '002120', '002129', '002142', '002146', '002153', '002157', '002179', '002202', '002230', '002236', '002241', '002252', '002271', '002304', '002311', '002352', '002371', '002384', '002410', '002414', '002415', '002422', '002456', '002460', '002463', '002475', '002493', '002508', '002555', '002558', '002594', '002600', '002601', '002602', '002607', '002624', '002673', '002714', '002736', '002739', '002773', '002812', '002821', '002841', '002916', '002938', '002939', '002945', '002958', '003816', '300003', '300014', '300015', '300033', '300059', '300122', '300124', '300136', '300142', '300144', '300347', '300408', '300413', '300433', '300498', '300529', '300601', '300628', '300676', '600000', '600004', '600009', '600010', '600011', '600015', '600016', '600018', '600019', '600025', '600027', '600028', '600029', '600030', '600031', '600036', '600048', '600050', '600061', '600066', '600068', '600085', '600104', '600109', '600111', '600115', '600118', '600150', '600161', '600176', '600177', '600183', '600196', '600208', '600233', '600271', '600276', '600297', '600299', '600309', '600332', '600340', '600346', '600352', '600362', '600369', '600383', '600390', '600406', '600436', '600438', '600482', '600487', '600489', '600498', '600519', '600522', '600547', '600570', '600584', '600585', '600588', '600600', '600606', '600637', '600655', '600660', '600690', '600703', '600705', '600741', '600745', '600760', '600763', '600795', '600809', '600837', '600845', '600848', '600872', '600886', '600887', '600893', '600900', '600918', '600919', '600926', '600958', '600989', '600998', '600999', '601006', '601009', '601012', '601021', '601066', '601077', '601088', '601100', '601108', '601111', '601117', '601138', '601155', '601162', '601166', '601169', '601186', '601198', '601211', '601216', '601225', '601229', '601231', '601236', '601238', '601288', '601318', '601319', '601328', '601336', '601360', '601377', '601390', '601398', '601555', '601577', '601600', '601601', '601607', '601618', '601628', '601633', '601658', '601668', '601669', '601688', '601696', '601698', '601727', '601766', '601788', '601800', '601808', '601816', '601818', '601838', '601857', '601872', '601877', '601878', '601881', '601888', '601899', '601901', '601916', '601919', '601933', '601939', '601985', '601988', '601989', '601990', '601998', '603019', '603087', '603156', '603160', '603195', '603259', '603288', '603369', '603392', '603501', '603658', '603799', '603833', '603899', '603986', '603993', '688008', '688009', '688012', '688036']输出选出的股票池 16['000538', '000625', '00', '002157', '002202', '002236', '002384', '002555', '002673', '300136', '300676', '600109', '600655', '600989', '601066', '601838']时间: 1610260670.1 1610260678.45 8.35 秒
因数据除权问题，有点差异，总体影响不大。
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