前一陣子在同學的鼓動下，花了一個多月研究了股票行情的預測方法，熟悉了常見的炒股術語及技術指標，現總結如下，純屬興趣，如果想依照本文的方法來短線操作獲利，請繞道。

         研究的第二步就是了解常用的股票技術指標，如macd、rsi、ar等，由於前面已經下載了所有的股票資料。那麼使用下面程式碼就可以獲得指定股票的所有歷史行情：

import pandas as pd
import sqlite3 as db

cxn = db.connect('all_tushare_data.db')
m= pd.read_sql("select * from gp_record where code ='%s' % id,  cxn) #id是股票程式碼
 

然後就可以計算各個指標，指標的含義及計算公式可自行百度，下面實現過程僅作參考：

     if 1:
        #OBV線，稱為成交量多空比率淨額法
        obv = m.volume*((m.close-m.low)-(m.high-m.close))/(m.high-m.low)
        obv = obv.fillna(0.0)
        obv.apply(np.cumsum)
        print 'obv', len(obv)
        
    if 1:
        #MACD指標
        #ema12 = m.adjust_price.copy()               #以後復權價為基礎
        ema12 = m.close.copy()               
        ema26 = ema12.copy()              
        for k in range(1,len(m)): ema12[k] = (ema12[k-1]*11 + ema12[k]*2)/13.0
        for k in range(1,len(m)): ema26[k] = (ema26[k-1]*25 + ema26[k]*2)/27.0
        dif = ema12-ema26
        dea = dif.copy()
        for k in range(1,len(dea)): dea[k] = (dea[k-1]*8 + dea[k]*2)/10.0
        macd = dif-dea
        print 'macd', len(ema12), len(ema26), len(macd)
        
    if 1:#rsi指標，統計近段時間收盤漲數和跌數來判斷買賣意向
        n=6
        rsi = m.change.copy()
        rsi.apply(np.sign)
        rsi = rsi.rolling(center=False,window=n).mean()
        print 'rsi', len(rsi)
        
    if 1:#AR BR CR 指標          #第一天的計算資料沒有，少一個
        refVa = m.open[1:].values           #Ar
        refVb = m.close[:-1].values          #BR
        refVc = (2*m.close[:-1] + m.high[:-1] +m.low[:-1]).values /4     #CR
        ref = np.median([refVa, refVb, refVc])
        a = m.high[1:] - ref
        b = ref - m.low[1:]
        
        c = pd.rolling_sum(a, 26)
        d = pd.rolling_sum(b, 26)
        cr = c/d
        print 'ar br cr', len(cr)
        
    if 1:
        #kdj 指標
        n = 5
        Ln =  pd.rolling_min(m.low, n)
        Hn =  pd.rolling_max(m.high, n)
        rsv = (m.close-Ln)/(Hn-Ln)                      #跟wr指標類似
        para1 = para2 = 1.0/3
        
        K = rsv.copy()               #以後復權價為基礎
        K = K.fillna(0.0)
        for k in range(1,len(K)): K[k] = K[k-1]*(1-para1) + K[k]*para1
        D = K.copy()
        for k in range(1,len(D)): D[k] = D[k-1]*(1-para2) + D[k]*para2
        print 'KDJ', len(rsv), len(K), len(D)
        
    if 1:
        #cci 順勢指標
        n= 10
        ma = pd.rolling_mean(m.close, n)
        md = pd.rolling_mean((ma-m.close).abs(), n)     #絕對偏差的平均值
        cci = ((m.close+m.high+m.low)/3 -ma)/md/0.015
        print 'cci',  len(cci)
    if 1:
        #DMI指標                               #第一天的計算資料沒有，少一個
        n=12
        dm1 = pd.rolling_apply(m.high, 2, lambda d:max(d[1]-d[0],0.0))[1:]
        dm2 = pd.rolling_apply(m.low , 2, lambda d:max(d[0]-d[1],0.0))[1:]
        
        dm1[dm1<dm2] = 0
        dm2[dm2<dm1] = 0
        
        tr = (m.high-m.low).abs().values[1:], m.high[1:]-m.close[:-1].abs().values, m.low[1:]-m.close[:-1].abs().values
        tr = np.minimum(np.minimum(tr[0], tr[1]) ,tr[2])
        
        dm1 = pd.rolling_mean(dm1, n)        
        dm2 = pd.rolling_mean(dm2, n)        
        tr  = pd.rolling_mean(tr , n)
        
        di1 = dm1/tr        
        di2 = dm2/tr
        
        dx = (di1-di2).abs()/(di1+di2)
        adx = pd.rolling_mean(dx , n)
        
        print 'dmi', len(adx)
    if 1:
        #boll指標
        n=10
        ma = pd.rolling_mean(m.close , n)
        md = np.sqrt( pd.rolling_mean((m.close-ma)**2 , n))
        up = ma + 2*md
        dn = ma - 2*md
        print 'boll', len(ma), len(up), len(dn)