{"id":1594,"date":"2024-11-04T07:55:00","date_gmt":"2024-11-03T23:55:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1594"},"modified":"2024-10-10T17:12:51","modified_gmt":"2024-10-10T09:12:51","slug":"%e4%bb%a5-python-adx-%e4%b8%ba%e5%8c%99%ef%bc%8c%e5%bc%80%e5%90%af%e7%ae%97%e6%b3%95%e4%ba%a4%e6%98%93%e4%b9%8b%e6%97%85","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2024\/11\/04\/%e4%bb%a5-python-adx-%e4%b8%ba%e5%8c%99%ef%bc%8c%e5%bc%80%e5%90%af%e7%ae%97%e6%b3%95%e4%ba%a4%e6%98%93%e4%b9%8b%e6%97%85\/","title":{"rendered":"\u4ee5 Python ADX \u4e3a\u5319\uff0c\u5f00\u542f\u7b97\u6cd5\u4ea4\u6613\u4e4b\u65c5"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/10\/100708.png\" alt=\"\" class=\"wp-image-2462\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u672c\u6587\u4e3b\u8981\u4ecb\u7ecd<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u5982\u4f55\u7528 Python \u91cc\u7684\u5e73\u5747\u65b9\u5411\u6307\u6570\uff08ADX\uff09\u6765\u8fdb\u884c\u7b97\u6cd5\u4ea4\u6613<\/mark>\uff0c\u8fd8\u7ed9\u51fa\u4e86 Python \u4ee3\u7801\u5b9e\u73b0\uff0c\u5c55\u793a\u4e86\u600e\u4e48\u4ece\u5934\u5f00\u59cb\u7b97 ADX\uff0c\u4ee5\u53ca\u6839\u636e ADX \u503c\u548c +DI \u4e0e -DI \u7684\u5173\u7cfb\u6765\u5236\u5b9a\u4ea4\u6613\u7b56\u7565\u3002\u901a\u8fc7\u5bf9\u82f9\u679c\u80a1\u7968\u6570\u636e\u7684\u56de\u6eaf\u6d4b\u8bd5\uff0c\u8bc4\u4f30\u4e86\u8fd9\u4e2a\u7b56\u7565\u7684\u6709\u6548\u6027\uff0c\u8fd8\u628a\u5b83\u7684\u6536\u76ca\u548c SPY ETF \u505a\u4e86\u6bd4\u8f83\u3002<\/pre>\n<\/blockquote>\n\n\n\n<p id=\"186b\">\u6280\u672f\u6307\u6807\u6709\u591a\u4e2a\u5206\u652f\uff0c\u5176\u4e2d\u4f7f\u7528\u6700\u5e7f\u6cdb\u7684\u662f\u8d8b\u52bf\u6307\u6807\u3002\u8fd9\u4e9b\u5de5\u5177\u5e2e\u52a9\u4ea4\u6613\u8005\u786e\u5b9a\u5e02\u573a\u8d8b\u52bf\u7684\u65b9\u5411\u548c\u5f3a\u5ea6\uff0c\u4f7f\u4ed6\u4eec\u80fd\u591f\u636e\u6b64\u8c03\u6574\u81ea\u5df1\u7684\u4ea4\u6613\u3002\u53ea\u8981\u5e94\u7528\u5f97\u5f53\uff0c\u8d8b\u52bf\u6307\u6807\u901a\u5e38\u4f1a\u4ea7\u751f\u79ef\u6781\u7684\u7ed3\u679c\u3002<\/p>\n\n\n\n<p id=\"5958\">\u5728\u672c\u6587\u4e2d\uff0c\u6211\u4eec\u5c06\u4ed4\u7ec6\u7814\u7a76\u6700\u8457\u540d\u7684\u8d8b\u52bf\u6307\u6807\u4e4b\u4e00&#8211;\u5e73\u5747\u65b9\u5411\u6307\u6570 (ADX)\u3002\u9996\u5148\uff0c\u6211\u4eec\u5c06\u5efa\u7acb\u5bf9 ADX \u7684\u57fa\u672c\u8ba4\u8bc6\uff0c\u5305\u62ec\u5176\u76ee\u7684\u548c\u8ba1\u7b97\u65b9\u6cd5\u3002\u7136\u540e\uff0c\u6211\u4eec\u5c06\u4ece\u5934\u5f00\u59cb\u5f00\u53d1\u8be5\u6307\u6807\uff0c\u5e76\u7528 Python \u5b9e\u73b0\u57fa\u4e8e\u8be5\u6307\u6807\u7684\u4ea4\u6613\u7b56\u7565\u3002\u4e3a\u4e86\u8bc4\u4f30\u6211\u4eec\u7b56\u7565\u7684\u6709\u6548\u6027\uff0c\u6211\u4eec\u5c06\u4f7f\u7528\u82f9\u679c\u80a1\u7968\u5bf9\u5176\u8fdb\u884c\u56de\u6eaf\u6d4b\u8bd5\uff0c\u5e76\u5c06\u5176\u6536\u76ca\u4e0e\u8ddf\u8e2a\u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u7684 SPY ETF \u7684\u6536\u76ca\u8fdb\u884c\u6bd4\u8f83\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"b865\"><br><strong>\u4e00\u3001\u4ec0\u4e48\u662f ATR \uff1f<\/strong><\/h2>\n\n\n\n<p id=\"1b8a\">\u5728\u6df1\u5165\u7814\u7a76\u5e73\u5747\u65b9\u5411\u6307\u6570\uff08ADX\uff09\u4e4b\u524d\uff0c\u6709\u5fc5\u8981\u4e86\u89e3\u5e73\u5747\u771f\u5b9e\u8303\u56f4\uff08ATR\uff09\uff0c\u56e0\u4e3a\u5b83\u5728\u8ba1\u7b97 ADX \u65f6\u8d77\u7740\u5173\u952e\u4f5c\u7528\u3002<\/p>\n\n\n\n<p id=\"d278\"><strong>ATR \u662f\u4e00\u4e2a\u6280\u672f\u6307\u6807<\/strong>\uff0c\u901a\u8fc7\u786e\u5b9a\u8d44\u4ea7\u7684\u5e73\u5747\u6ce2\u52a8\u5e45\u5ea6\u6765\u8861\u91cf\u8d44\u4ea7\u7684\u6ce2\u52a8\u6027\u3002\u5b83\u662f\u4e00\u4e2a\u6ede\u540e\u6307\u6807\uff0c\u8fd9\u610f\u5473\u7740\u5b83\u4f7f\u7528\u8fc7\u53bb\u7684\u4ef7\u683c\u6570\u636e\u6765\u8ba1\u7b97\u5f53\u524d\u503c\uff0c\u4f46\u65e0\u6cd5\u9884\u6d4b\u672a\u6765\u4ef7\u683c\u3002\u4e0d\u8fc7\uff0c\u8fd9\u79cd\u6ede\u540e\u5e76\u4e0d\u4e00\u5b9a\u662f\u4e00\u4e2a\u7f3a\u70b9\uff0c\u56e0\u4e3a ATR \u7684\u8bbe\u8ba1\u76ee\u7684\u662f\u66f4\u51c6\u786e\u5730\u8ddf\u8e2a\u5e02\u573a\u6ce2\u52a8\u3002\u6b64\u5916\uff0cATR \u662f\u975e\u65b9\u5411\u6027\u7684\uff0c\u8fd9\u610f\u5473\u7740\u5b83\u7684\u53d8\u52a8\u4e0e\u5e02\u573a\u65b9\u5411\u65e0\u5173\u3002\u8981\u8ba1\u7b97 ATR\uff0c\u8bf7\u9075\u5faa\u4ee5\u4e0b\u6b65\u9aa4\uff1a<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong>\u8ba1\u7b97\u771f\u5b9e\u8303\u56f4 (TR)\uff1a<\/strong>\u771f\u5b9e\u8303\u56f4\u662f\u4e09\u4e2a\u503c\u4e2d\u7684\u6700\u5927\u503c\uff1a<\/li>\n<\/ol>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5e02\u573a\u6700\u9ad8\u4ef7\u51cf\u53bb\u5e02\u573a\u6700\u4f4e\u4ef7<\/li>\n\n\n\n<li>\u5e02\u573a\u6700\u9ad8\u4ef7\u51cf\u53bb\u524d\u6536\u76d8\u4ef7<\/li>\n\n\n\n<li>\u524d\u6536\u76d8\u4ef7\u51cf\u53bb\u5e02\u573a\u6700\u4f4e\u4ef7 \u53ef\u4ee5\u8868\u793a\u4e3a\uff1a<code>TR = MAX[ {HIGH - LOW}, {HIGH - P.CLOSE}, {P.CLOSE - LOW} ]<\/code><\/li>\n<\/ul>\n\n\n\n<p id=\"7fb0\"><strong>Where:<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>MAX<\/strong> \u8868\u793a\u6700\u5927\u503c<\/li>\n\n\n\n<li><strong>HIGH<\/strong>&nbsp;\u662f\u5e02\u573a\u7684\u9ad8\u4ef7\u4f4d<\/li>\n\n\n\n<li><strong>LOW<\/strong>&nbsp; \u4e3a\u5e02\u573a\u6700\u4f4e\u4ef7<\/li>\n\n\n\n<li><strong>P.CLOSE<\/strong>&nbsp; \u662f\u524d\u4e00\u4e2a\u5e02\u573a\u7684\u6536\u76d8\u4ef7<\/li>\n<\/ul>\n\n\n\n<p id=\"90dc\"><strong>2.\u8ba1\u7b97 ATR\uff1a<\/strong>\u8ba1\u7b97\u51fa TR \u503c\u540e\uff0c\u5c31\u53ef\u4ee5\u5229\u7528\u6307\u5b9a\u5468\u671f\u5185 TR \u503c\u7684\u5e73\u6ed1\u5e73\u5747\u503c\u6765\u786e\u5b9a ATR\u3002\u867d\u7136\u6700\u521d\u7684 ATR \u8ba1\u7b97\u6d89\u53ca Wilder Wiles\uff08\u6307\u6807\u521b\u5efa\u8005\uff09\u81ea\u5b9a\u4e49\u7684\u5e73\u6ed1\u5e73\u5747\u503c\uff0c\u4f46\u4e5f\u53ef\u4ee5\u4f7f\u7528\u5176\u4ed6\u79fb\u52a8\u5e73\u5747\u7ebf\uff0c\u5982 SMA \u6216 EMA\u3002\u4e3a\u7b80\u5355\u8d77\u89c1\uff0c\u672c\u6587\u5c06\u4f7f\u7528 14 \u671f\u5747\u7ebf\uff0c\u8ba1\u7b97\u516c\u5f0f\u5982\u4e0b\uff1a&nbsp;<code>ATR 14 = SMA 14 [ TR ]<\/code>\u3002<\/p>\n\n\n\n<p id=\"85fd\"><strong>Where:<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>ATR 14<\/strong>&nbsp;\u662f 14 \u671f\u5e73\u5747\u771f\u5b9e\u8303\u56f4<\/li>\n\n\n\n<li><strong>SMA 14<\/strong>&nbsp;\u662f 14 \u671f\u7b80\u5355\u79fb\u52a8\u5e73\u5747\u7ebf<\/li>\n\n\n\n<li><strong>TR<\/strong>&nbsp;\u662f\u771f\u5b9e\u8303\u56f4<\/li>\n<\/ul>\n\n\n\n<p id=\"8466\">\u5c3d\u7ba1 ATR \u5df2\u7ecf\u843d\u540e\uff0c\u4f46\u5b83\u5728\u8ddf\u8e2a\u5e02\u573a\u6ce2\u52a8\u65b9\u9762\u4ecd\u7136\u975e\u5e38\u6709\u7528\u3002\u5728\u4ecb\u7ecd\u4e86 ATR \u4e4b\u540e\uff0c\u8ba9\u6211\u4eec\u6765\u8c08\u8c08\u672c\u6587\u7684\u91cd\u70b9\uff1a<strong>\u5e73\u5747\u65b9\u5411\u6307\u6570 (ADX)\u3002<\/strong><\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"208e\"><strong>\u4e8c\u3001\u4ec0\u4e48\u662f ADX<\/strong> <strong>\uff1f<\/strong><\/h2>\n\n\n\n<p id=\"3c0d\"><strong>ADX \u662f\u4e00\u79cd\u5e7f\u6cdb\u4f7f\u7528\u7684\u6280\u672f\u6307\u6807\uff0c\u7528\u4e8e\u8861\u91cf\u5e02\u573a\u8d8b\u52bf\u7684\u5f3a\u5f31<\/strong>\u3002\u867d\u7136 ADX \u5e76\u4e0d\u6307\u660e\u8d8b\u52bf\u662f\u770b\u6da8\u8fd8\u662f\u770b\u8dcc\uff0c\u4f46\u5b83\u80fd\u663e\u793a\u8d8b\u52bf\u7684\u5f3a\u5ea6\u3002\u4e3a\u786e\u5b9a\u8d8b\u52bf\u65b9\u5411\uff0cADX \u4e0e\u6b63\u65b9\u5411\u6307\u6570 (+DI) \u548c\u8d1f\u65b9\u5411\u6307\u6570 (-DI) \u642d\u914d\u4f7f\u7528\u3002\u987e\u540d\u601d\u4e49\uff0c+DI \u8868\u793a\u6b63\u5411\u8d8b\u52bf\uff08\u770b\u6da8\uff09\uff0c\u800c -DI \u8868\u793a\u8d1f\u5411\u8d8b\u52bf\uff08\u770b\u8dcc\uff09\u3002ADX \u503c\u7684\u8303\u56f4\u901a\u5e38\u5728 0 \u5230 100 \u4e4b\u95f4\uff0c\u662f\u4e00\u79cd\u9707\u8361\u6307\u6807\u3002\u4f20\u7edf\u7684 ADX \u8bbe\u7f6e\u4f7f\u7528 14 \u671f\u56de\u6eaf\u3002<\/p>\n\n\n\n<p id=\"973d\">\u8981\u4f7f\u7528 14 \u671f\u56de\u6eaf\u6cd5\u8ba1\u7b97 ADX\uff0c\u8bf7\u6309\u4ee5\u4e0b\u6b65\u9aa4\u64cd\u4f5c\uff1a<\/p>\n\n\n\n<p><strong>1. \u786e\u5b9a\u6b63\u65b9\u5411\u8fd0\u52a8\uff08+DM\uff09\u548c\u8d1f\u65b9\u5411\u8fd0\u52a8\uff08-DM\uff09\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>+DM\u7684\u8ba1\u7b97\u65b9\u6cd5\u662f\u5f53\u524d\u9ad8\u70b9\u4e0e\u524d\u4e00\u9ad8\u70b9\u4e4b\u5dee<\/li>\n\n\n\n<li>-DM\u7684\u8ba1\u7b97\u65b9\u6cd5\u662f\u524d\u4e00\u4e2a\u4f4e\u70b9\u4e0e\u5f53\u524d\u4f4e\u70b9\u4e4b\u95f4\u7684\u5dee\u503c\uff1a<\/li>\n<\/ul>\n\n\n\n<p id=\"8ca7\"><code>+DM = CURRENT HIGH - PREVIOUS HIGH<\/code> \uff08 \u5f53\u524d\u9ad8\u70b9 &#8211; \u524d\u4e00\u4e2a\u9ad8\u70b9\uff09<br><code>-DM = PREVIOUS LOW - CURRENT LOW<\/code> \uff08\u524d\u4e00\u4e2a\u4f4e\u70b9 &#8211; \u5f53\u524d\u4f4e\u70b9\uff09<br><\/p>\n\n\n\n<p id=\"e047\"><strong>2. \u8ba1\u7b97 ATR\uff1a \u5982\u4e0a\u4e00\u8282\u6240\u8ff0\uff0c\u8ba1\u7b97 14 \u671f ATR\u3002<\/strong><\/p>\n\n\n\n<p id=\"6c41\"><strong>3. \u8ba1\u7b97 +DI \u548c -DI\uff1a<\/strong>\u8ba1\u7b97 +DI \u65f6\uff0c\u7528 +DM \u7684 14 \u671f EMA \u9664\u4ee5 14 \u671f ATR \u518d\u4e58\u4ee5 100\u3002\u5bf9\u4e8e -DI\uff0c\u5219\u4f7f\u7528 -DM \u7684 14 \u671f EMA\u3002\u516c\u5f0f\u5982\u4e0b<\/p>\n\n\n\n<p id=\"a4d5\"><code>+DI 14 = 100 * [ EMA 14 ( +DM ) \/ ATR 14 ]<\/code><br><code>-DI 14 = 100 * [ EMA 14 ( -DM ) \/ ATR 14 ]<\/code><\/p>\n\n\n\n<p id=\"576e\"><br><strong>4. \u786e\u5b9a\u65b9\u5411\u6307\u6570\uff08DI\uff09\uff1a\u65b9\u5411\u6307\u6570\u7684\u8ba1\u7b97\u65b9\u6cd5\u662f\u7528 +DI \u548c -DI \u7684\u7edd\u5bf9\u5dee\u503c\u9664\u4ee5\u5b83\u4eec\u7684\u603b\u548c\uff0c\u7136\u540e\u4e58\u4ee5 100\u3002\u8ba1\u7b97\u516c\u5f0f\u4e3a <\/strong><\/p>\n\n\n\n<p id=\"90e5\"><code>DI 14 = | (+DI 14) - (-DI 14) | \/ | (+DI 14) + (-DI 14) | * 100<\/code><\/p>\n\n\n\n<p id=\"647b\">5.<strong>\u8ba1\u7b97 ADX\uff1a<\/strong>ADX \u662f\u5f53\u524d DI \u503c\u548c\u4e0a\u4e00\u4e2a DI \u503c\u7684\u52a0\u6743\u5e73\u5747\u503c\u3002\u5177\u4f53\u6765\u8bf4\uff0c\u524d\u4e00\u4e2a DI \u503c\u4e58\u4ee5 13\uff08\u56de\u6eaf\u671f\u51cf\u53bb 1\uff09\uff0c\u7136\u540e\u4e0e\u5f53\u524d DI \u503c\u76f8\u52a0\u3002\u8ba1\u7b97\u516c\u5f0f\u4e3a<\/p>\n\n\n\n<p id=\"17f5\"><code>ADX 14 = [ ( PREV DI 14 * 13 ) + DI 14 ] \/ 14<\/code><\/p>\n\n\n\n<p id=\"8c0a\">\u6700\u540e\uff0c\u4f7f\u7528\u6000\u5c14\u5fb7-\u6000\u5c14\u65af\uff08Wilder Wiles\uff09\u8bbe\u8ba1\u7684\u5b9a\u5236\u79fb\u52a8\u5e73\u5747\u7ebf\u5bf9 ADX \u503c\u8fdb\u884c\u5e73\u6ed1\u5904\u7406\u3002\u8fd9\u4e00\u5e73\u6ed1\u8fc7\u7a0b\u53ef\u786e\u4fdd ADX \u503c\u7684\u51c6\u786e\u6027\u548c\u4e00\u81f4\u6027\uff0c\u4ee5\u4fbf\u8fdb\u884c\u8d8b\u52bf\u5206\u6790\u3002<\/p>\n\n\n\n<p id=\"a154\">\u65e2\u7136\u6211\u4eec\u5df2\u7ecf\u4ecb\u7ecd\u4e86 ADX \u7684\u8ba1\u7b97\u65b9\u6cd5\uff0c\u5c31\u53ef\u4ee5\u63a2\u8ba8\u5982\u4f55\u6839\u636e ADX \u6307\u6807\u5236\u5b9a\u4ea4\u6613\u7b56\u7565\u4e86\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"8b79\"><strong><br>\u4e09\u3001\u5173\u4e8e\u6211\u4eec\u7684\u4ea4\u6613\u7b56\u7565<\/strong><\/h2>\n\n\n\n<p id=\"0f45\">\u5728\u672c\u6587\u4e2d\uff0c\u6211\u4eec\u5c06\u5efa\u7acb\u4e00\u4e2a\u76f4\u63a5\u7684\u4ea4\u53c9\u7b56\u7565\u3002\u53ea\u8981 ADX \u7ebf\u5728 25 \u4ee5\u4e0a\u4ea4\u53c9\uff0c\u4e14 +DI \u7ebf\u9ad8\u4e8e -DI \u7ebf\uff0c\u8be5\u7b56\u7565\u5c31\u4f1a\u53d1\u51fa\u4e70\u5165\u4fe1\u53f7\u3002\u53cd\u4e4b\uff0c\u5f53 ADX \u7ebf\u5728 25 \u4ee5\u4e0a\u4ea4\u53c9\uff0c\u4f46 -DI \u7ebf\u9ad8\u4e8e +DI \u7ebf\u65f6\uff0c\u5c31\u4f1a\u89e6\u53d1\u5356\u51fa\u4fe1\u53f7\u3002\u6211\u4eec\u4ea4\u6613\u7b56\u7565\u7684\u903b\u8f91\u53ef\u4ee5\u8868\u8ff0\u4e3a\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>IF P.ADX &lt; 25 AND C.ADX &gt; 25 AND + DI LINE &gt; - DI LINE ==&gt; BUY\nIF P.ADX &lt; 25 AND C.ADX &gt; 25 AND + DI LINE &lt; - DI LINE ==&gt; SELL<\/code><\/code><\/pre>\n\n\n\n<p id=\"defb\">\u7406\u8bba\u90e8\u5206\u5230\u6b64\u4e3a\u6b62\u3002\u73b0\u5728\uff0c\u6211\u4eec\u5c06\u7528 Python \u4ece\u5934\u5f00\u59cb\u7f16\u7801 ADX \u6307\u6807\uff0c\u5e76\u57fa\u4e8e\u8be5\u6307\u6807\u521b\u5efa\u4ea4\u6613\u7b56\u7565\u3002\u7136\u540e\uff0c\u6211\u4eec\u5c06\u4f7f\u7528\u82f9\u679c\u80a1\u7968\u6570\u636e\u5bf9\u5176\u8fdb\u884c\u56de\u6eaf\u6d4b\u8bd5\uff0c\u5e76\u5c06\u8be5\u7b56\u7565\u7684\u8868\u73b0\u4e0e SPY ETF \u8fdb\u884c\u6bd4\u8f83\uff0c\u4ee5\u8bc4\u4f30\u6211\u4eec\u7684 ADX \u4ea4\u53c9\u7b56\u7565\u4e0e\u57fa\u51c6\u7684\u5bf9\u6bd4\u60c5\u51b5\u3002\u8ba9\u6211\u4eec\u5f00\u59cb\u7f16\u7801\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"d8c9\"><strong>\u56db\u3001\u7528 Python \u5b9e\u73b0<\/strong><\/h2>\n\n\n\n<p id=\"da09\">\u6211\u4eec\u5c06\u628a\u7f16\u7801\u5206\u6210\u4ee5\u4e0b\u51e0\u4e2a\u6b65\u9aa4\uff1a<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\u5bfc\u5165\u8f6f\u4ef6\u5305<\/li>\n\n\n\n<li>\u6fc0\u6d3b API \u5bc6\u94a5<\/li>\n\n\n\n<li>\u63d0\u53d6\u80a1\u7968\u5386\u53f2\u6570\u636e<\/li>\n\n\n\n<li>ADX \u8ba1\u7b97<\/li>\n\n\n\n<li>\u7ed8\u5236 ADX \u6307\u6807\u56fe<\/li>\n\n\n\n<li>\u5b9e\u65bd\u4ea4\u6613\u7b56\u7565<\/li>\n\n\n\n<li>\u7ed8\u5236\u4e70\u5356\u4fe1\u53f7\u56fe<\/li>\n\n\n\n<li>\u521b\u5efa\u4ea4\u6613\u5934\u5bf8<\/li>\n\n\n\n<li>\u56de\u6eaf\u6d4b\u8bd5<\/li>\n\n\n\n<li>\u4e0e SPY ETF \u56de\u62a5\u7387\u7684\u6bd4\u8f83<\/li>\n<\/ol>\n\n\n\n<p id=\"b8d6\">\u6211\u4eec\u5c06\u6309\u7167\u8fd9\u4e9b\u6b65\u9aa4\u6765\u6307\u5bfc\u6211\u4eec\u7684\u5b9e\u65bd\u5de5\u4f5c\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"d025\"><strong>\u6b65\u9aa4 1\uff1a\u5bfc\u5165\u8f6f\u4ef6\u5305<\/strong><\/h3>\n\n\n\n<p id=\"c0bd\">\u7b2c\u4e00\u6b65\u662f\u5bfc\u5165\u5fc5\u8981\u7684 Python \u8f6f\u4ef6\u5305\u3002\u6211\u4eec\u5c06\u4e3b\u8981\u4f7f\u7528 eodhd \u63d0\u53d6\u5386\u53f2\u80a1\u7968\u6570\u636e\uff0c\u4f7f\u7528 Pandas \u8fdb\u884c\u6570\u636e\u64cd\u4f5c\uff0c\u4f7f\u7528 NumPy \u5904\u7406\u6570\u7ec4\u5e76\u6267\u884c\u6570\u5b66\u8fd0\u7b97\uff0c\u4f7f\u7528 Matplotlib \u7ed8\u5236\u56fe\u8868\u3002\u6b64\u5916\uff0c\u6211\u4eec\u8fd8\u5c06\u4f7f\u7528 math \u6765\u8fdb\u884c\u5404\u79cd\u8ba1\u7b97\uff0c\u4f7f\u7528 termcolor \u6765\u8bbe\u8ba1\u8f93\u51fa\u6837\u5f0f\uff08\u53ef\u9009\uff09\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code># IMPORTING PACKAGES\n\nimport numpy as np\nimport matplotlib.pyplot as plt\nimport pandas as pd\nfrom termcolor import colored as cl\nfrom math import floor\nfrom eodhd import APIClient\n\nplt.rcParams&#91;'figure.figsize'] = (20,10)\nplt.style.use('fivethirtyeight')v<\/code><\/code><\/pre>\n\n\n\n<p id=\"f594\">\u5bfc\u5165\u5fc5\u8981\u7684\u8f6f\u4ef6\u5305\u540e\uff0c\u6211\u4eec\u5c31\u53ef\u4ee5\u4f7f\u7528 eodhd \u5e93\u4e3a\u82f9\u679c\u83b7\u53d6\u5386\u53f2\u6570\u636e\u4e86\u3002\u5982\u679c\u6ca1\u6709\u5b89\u88c5\u8fd9\u4e9b\u8f6f\u4ef6\u5305\uff0c\u53ef\u4ee5\u5728\u7ec8\u7aef\u8fd0\u884c pip install \u547d\u4ee4\u8f7b\u677e\u5b89\u88c5\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"ae24\"><strong>\u6b65\u9aa4 2\uff1a\u6fc0\u6d3b API \u5bc6\u94a5<\/strong><\/h3>\n\n\n\n<p id=\"bca5\">\u5fc5\u987b\u5728\u8f6f\u4ef6\u5305\u4e2d\u6ce8\u518c EODHD API \u5bc6\u94a5\uff0c\u624d\u80fd\u4f7f\u7528\u5176\u529f\u80fd\u3002\u5982\u679c\u60a8\u6ca1\u6709 EODHD API \u5bc6\u94a5\uff0c\u8bf7\u9996\u5148\u8bbf\u95ee\u5176\u7f51\u7ad9\uff08<a href=\"https:\/\/eodhd.com\/\">https:\/\/eodhd.com\/<\/a>\uff09\uff0c\u7136\u540e\u5b8c\u6210\u6ce8\u518c\u8fc7\u7a0b\u4ee5\u521b\u5efa EODHD \u8d26\u6237\uff0c\u6700\u540e\u5bfc\u822a\u5230\u63a7\u5236\u9762\u677f\uff08<a href=\"https:\/\/eodhd.com\/cp\/dashboard\">https:\/\/eodhd.com\/cp\/dashboard<\/a>\uff09\uff0c\u5728\u90a3\u91cc\u60a8\u53ef\u4ee5\u627e\u5230\u60a8\u7684 EODHD API \u5bc6\u94a5\u3002\u91cd\u8981\u7684\u662f\u8981\u786e\u4fdd\u8fd9\u4e2a\u79d8\u5bc6 API \u5bc6\u94a5\u4e0d\u4f1a\u6cc4\u9732\u7ed9\u4efb\u4f55\u4eba\u3002\u60a8\u53ef\u4ee5\u6309\u7167\u4ee5\u4e0b\u4ee3\u7801\u6fc0\u6d3b API \u5bc6\u94a5\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>api_key = '&lt;YOUR API KEY&gt;'\nclient = APIClient(api_key)<\/code><\/code><\/pre>\n\n\n\n<p id=\"f82d\">\u4ee3\u7801\u975e\u5e38\u7b80\u5355\u3002\u7b2c\u4e00\u884c\uff0c\u6211\u4eec\u5c06 EODHD API \u5bc6\u94a5\u5b58\u50a8\u5728 api_key \u4e2d\uff0c\u7b2c\u4e8c\u884c\uff0c\u6211\u4eec\u4f7f\u7528 eodhd \u8f6f\u4ef6\u5305\u63d0\u4f9b\u7684 APIClient \u7c7b\u6fc0\u6d3b API \u5bc6\u94a5\uff0c\u5e76\u5c06\u54cd\u5e94\u5b58\u50a8\u5728\u5ba2\u6237\u7aef\u53d8\u91cf\u4e2d\u3002<\/p>\n\n\n\n<p id=\"0ca5\">\u8bf7\u6ce8\u610f\uff0c\u60a8\u9700\u8981\u5c06&nbsp;\u66ff\u6362\u4e3a\u60a8\u7684 EODHD API \u5bc6\u94a5\u3002\u9664\u4e86\u76f4\u63a5\u7528\u6587\u672c\u5b58\u50a8 API \u5bc6\u94a5\u5916\uff0c\u8fd8\u6709\u5176\u4ed6\u65b9\u6cd5\u53ef\u4ee5\u63d0\u9ad8\u5b89\u5168\u6027\uff0c\u4f8b\u5982\u5229\u7528\u73af\u5883\u53d8\u91cf\u7b49\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"f136\"><strong>\u6b65\u9aa4 3\uff1a\u63d0\u53d6\u5386\u53f2\u6570\u636e<\/strong><\/h3>\n\n\n\n<p id=\"2cca\">\u5728\u63d0\u53d6\u6570\u636e\u4e4b\u524d\uff0c\u4e86\u89e3\u4ec0\u4e48\u662f\u5386\u53f2\u6570\u636e\u6216\u65e5\u7ec8\uff08EOD\uff09\u6570\u636e\u975e\u5e38\u91cd\u8981\u3002\u8fd9\u4e9b\u6570\u636e\u8bb0\u5f55\u4e86\u8fc7\u53bb\u7684\u5e02\u573a\u6d3b\u52a8\uff0c\u5bf9\u4e8e\u8bc6\u522b\u8d8b\u52bf\u3001\u6a21\u5f0f\u548c\u6574\u4f53\u5e02\u573a\u884c\u4e3a\u81f3\u5173\u91cd\u8981\u3002\u5386\u53f2\u6570\u636e\u5bf9\u4e8e\u56de\u6eaf\u6d4b\u8bd5\u7b56\u7565\u548c\u5206\u6790\u8d44\u4ea7\u8868\u73b0\u81f3\u5173\u91cd\u8981\u3002\u4f7f\u7528 eodhd \u8f6f\u4ef6\u5305\uff0c\u60a8\u53ef\u4ee5\u901a\u8fc7\u8fd0\u884c\u4ee5\u4e0b\u4ee3\u7801\u8f7b\u677e\u68c0\u7d22\u4efb\u4f55\u53ef\u4ea4\u6613\u8d44\u4ea7\u7684\u5386\u53f2\u6570\u636e\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code># EXTRACTING HISTORICAL DATA\n\ndef get_historical_data(ticker, start_date):\n    json_resp = client.get_eod_historical_stock_market_data(symbol = ticker, period = 'd', from_date = start_date, order = 'a')\n    df = pd.DataFrame(json_resp)\n    df = df.set_index('date')\n    df.index = pd.to_datetime(df.index)\n    return df\n\naapl = get_historical_data('AAPL', '2020-01-01')\naapl.tail()<\/code><\/code><\/pre>\n\n\n\n<p id=\"b243\">\u5728\u8fd9\u6bb5\u4ee3\u7801\u4e2d\uff0c\u6211\u4eec\u4f7f\u7528 eodhd \u8f6f\u4ef6\u5305\u4e2d\u7684 get_eod_historical_stock_market_data \u51fd\u6570\u6765\u63d0\u53d6\u82f9\u679c\u516c\u53f8\u7ecf\u62c6\u5206\u8c03\u6574\u540e\u7684\u5386\u53f2\u80a1\u7968\u6570\u636e\u3002\u8ba9\u6211\u4eec\u5206\u89e3\u4e00\u4e0b\u5173\u952e\u53c2\u6570\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><code>ticker<\/code>:\u8981\u83b7\u53d6\u6570\u636e\u7684\u80a1\u7968\u4ee3\u7801\uff08\u5728\u672c\u4f8b\u4e2d\uff0cAAPL \u8868\u793a Apple\uff09\u3002<\/li>\n\n\n\n<li><code>period<\/code>: \u5b9a\u4e49\u6bcf\u4e2a\u6570\u636e\u70b9\u4e4b\u95f4\u7684\u65f6\u95f4\u95f4\u9694\uff0c\u8bbe\u7f6e\u4e3a\u6bcf\u65e5\u95f4\u9694\uff08&#8217;d&#8217;\uff09\u3002<\/li>\n\n\n\n<li><code>from_date<\/code>: \u6307\u5b9a\u6570\u636e\u63d0\u53d6\u7684\u5f00\u59cb\u65e5\u671f\uff0c\u683c\u5f0f\u4e3a &#8220;YYYY-MM-DD&#8221;\u3002<\/li>\n\n\n\n<li><code>order<\/code>: \u53ef\u9009\u53c2\u6570\uff0c\u7528\u4e8e\u6839\u636e\u65e5\u671f\u4ee5\u5347\u5e8f\uff08&#8217;a&#8217;\uff09\u6216\u964d\u5e8f\uff08&#8217;d&#8217;\uff09\u6392\u5217\u6570\u636e\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"a1f5\">\u63d0\u53d6\u6570\u636e\u540e\uff0c\u9700\u8981\u5e94\u7528\u4e00\u4e9b\u57fa\u672c\u7684\u6570\u636e\u6574\u7406\u6b65\u9aa4\uff0c\u5c06\u5176\u683c\u5f0f\u5316\u4e3a Pandas DataFrame\u3002\u5f97\u5230\u7684\u6570\u636e\u5982\u4e0b\u6240\u793a<\/p>\n\n\n\n<figure class=\"wp-block-image\" id=\"92d5\"><img decoding=\"async\" src=\"https:\/\/cdn-images-1.readmedium.com\/v2\/resize:fit:800\/0*dp-SNKb06RDL8jFB.png\" alt=\"\"\/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"2e9e\"><strong><br>\u6b65\u9aa4 4\uff1aADX \u8ba1\u7b97<\/strong><\/h3>\n\n\n\n<p id=\"7105\">\u5728\u8fd9\u4e00\u6b65\u4e2d\uff0c\u6211\u4eec\u5c06\u91c7\u7528\u524d\u9762\u8ba8\u8bba\u8fc7\u7684\u65b9\u6cd5\u8ba1\u7b97\u5e73\u5747\u65b9\u5411\u6307\u6570 (ADX) \u503c\u3002<\/p>\n\n\n\n<p><strong>Python \u5b9e\u73b0\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>def get_adx(high, low, close, lookback):\n    plus_dm = high.diff()\n    minus_dm = low.diff()\n    plus_dm&#91;plus_dm &lt; 0] = 0\n    minus_dm&#91;minus_dm &gt; 0] = 0\n    \n    tr1 = pd.DataFrame(high - low)\n    tr2 = pd.DataFrame(abs(high - close.shift(1)))\n    tr3 = pd.DataFrame(abs(low - close.shift(1)))\n    frames = &#91;tr1, tr2, tr3]\n    tr = pd.concat(frames, axis = 1, join = 'inner').max(axis = 1)\n    atr = tr.rolling(lookback).mean()\n    \n    plus_di = 100 * (plus_dm.ewm(alpha = 1\/lookback).mean() \/ atr)\n    minus_di = abs(100 * (minus_dm.ewm(alpha = 1\/lookback).mean() \/ atr))\n    dx = (abs(plus_di - minus_di) \/ abs(plus_di + minus_di)) * 100\n    adx = ((dx.shift(1) * (lookback - 1)) + dx) \/ lookback\n    adx_smooth = adx.ewm(alpha = 1\/lookback).mean()\n    return plus_di, minus_di, adx_smooth\n\naapl&#91;'plus_di'] = pd.DataFrame(get_adx(aapl&#91;'high'], aapl&#91;'low'], aapl&#91;'close'], 14)&#91;0]).rename(columns = {0:'plus_di'})\naapl&#91;'minus_di'] = pd.DataFrame(get_adx(aapl&#91;'high'], aapl&#91;'low'], aapl&#91;'close'], 14)&#91;1]).rename(columns = {0:'minus_di'})\naapl&#91;'adx'] = pd.DataFrame(get_adx(aapl&#91;'high'], aapl&#91;'low'], aapl&#91;'close'], 14)&#91;2]).rename(columns = {0:'adx'})\naapl = aapl.dropna()\naapl.tail()<\/code><\/code><\/pre>\n\n\n\n<p><strong>\u8f93\u51fa\uff1a<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image\" id=\"c56c\"><img decoding=\"async\" src=\"https:\/\/cdn-images-1.readmedium.com\/v2\/resize:fit:800\/0*21FvJKEEEDkpoWRX.png\" alt=\"\"\/><\/figure>\n\n\n\n<p id=\"f804\"><strong>\u4ee3\u7801\u89e3\u91ca\uff1a<\/strong><\/p>\n\n\n\n<p id=\"6172\">\u9996\u5148\uff0c\u6211\u4eec\u8981\u5b9a\u4e49\u4e00\u4e2a\u540d\u4e3a get_adx \u7684\u51fd\u6570\uff0c\u5b83\u9700\u8981\u56db\u4e2a\u53c2\u6570\uff1a\u80a1\u7968\u7684\u6700\u9ad8\u4ef7\uff08high\uff09\u3001\u6700\u4f4e\u4ef7\uff08low\uff09\u548c\u6536\u76d8\u4ef7\uff08close\uff09\uff0c\u4ee5\u53ca\u56de\u6eaf\u5468\u671f\uff08lookback\uff09\uff0c\u5b83\u51b3\u5b9a\u4e86\u8ba1\u7b97\u65f6\u8981\u8003\u8651\u7684\u5468\u671f\u6570\u3002<\/p>\n\n\n\n<p><strong>\u9010\u6b65\u5206\u89e3\uff1a<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong>\u5b9a\u5411\u79fb\u52a8  (+DM and -DM)<\/strong> :<\/li>\n<\/ol>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u51fd\u6570\u7684\u7b2c\u4e00\u6b65\u662f\u8ba1\u7b97\u6b63\u65b9\u5411\u79fb\u52a8\uff08+DM\uff09\u548c\u8d1f\u65b9\u5411\u79fb\u52a8\uff08-DM\uff09\u3002<\/li>\n\n\n\n<li><code>plus_dm<\/code>&nbsp;\u8ba1\u7b97\u5f53\u524d\u6700\u9ad8\u70b9\u4e0e\u524d\u4e00\u4e2a\u6700\u9ad8\u70b9\u4e4b\u95f4\u7684\u5dee\u503c\u3002\u4efb\u4f55\u8d1f\u503c\u90fd\u5c06\u8bbe\u4e3a\u96f6\u3002<\/li>\n\n\n\n<li><code>minus_dm<\/code>&nbsp; \u8ba1\u7b97\u524d\u4e00\u4e2a\u4f4e\u70b9\u4e0e\u5f53\u524d\u4f4e\u70b9\u4e4b\u95f4\u7684\u5dee\u503c\u3002\u4efb\u4f55\u6b63\u503c\u90fd\u5c06\u8bbe\u4e3a\u96f6\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"5ac8\"><strong>2. \u771f\u5b9e\u8303\u56f4  (TR)<\/strong>:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6211\u4eec\u8ba1\u7b97\u4e09\u79cd\u4ef7\u683c\u5dee\uff1a\u5f53\u524d\u6700\u9ad8\u4ef7\u51cf\u53bb\u6700\u4f4e\u4ef7\uff0c\u7edd\u5bf9\u6700\u9ad8\u4ef7\u51cf\u53bb\u524d\u6536\u76d8\u4ef7\uff0c\u7edd\u5bf9\u6700\u4f4e\u4ef7\u51cf\u53bb\u524d\u6536\u76d8\u4ef7\u3002<\/li>\n\n\n\n<li>\u771f\u5b9e\u8303\u56f4 (TR) \u662f\u6bcf\u4e2a\u65f6\u95f4\u6bb5\u8fd9\u4e09\u4e2a\u5dee\u503c\u4e2d\u7684\u6700\u5927\u503c\uff0c\u6211\u4eec\u5c06\u5176\u5b58\u50a8\u5728 tr \u53d8\u91cf\u4e2d\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"60c1\"><strong>3. \u5e73\u5747\u771f\u5b9e\u8303\u56f4  (ATR)<\/strong>:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>ATR \u662f\u4ee5\u6307\u5b9a\u56de\u6eaf\u5468\u671f\u5185\u771f\u5b9e\u8303\u56f4 (tr) \u7684\u6eda\u52a8\u5e73\u5747\u503c\u8ba1\u7b97\u7684\u3002\u6211\u4eec\u5c06\u6b64\u503c\u5b58\u50a8\u5728 atr \u53d8\u91cf\u4e2d\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"da65\"><strong>4. \u65b9\u5411\u6307\u793a\u5668 (+DI and -DI)<\/strong>:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5229\u7528\u8ba1\u7b97\u51fa\u7684 +DM\u3001-DM \u548c ATR\uff0c\u6211\u4eec\u53ef\u4ee5\u8ba1\u7b97\u51fa\u6b63\u5411\u6307\u6807 (+DI) \u548c\u8d1f\u5411\u6307\u6807 (-DI)\u3002<\/li>\n\n\n\n<li>\u8ba1\u7b97\u65b9\u6cd5\u662f\u5c06\u65b9\u5411\u6027\u53d8\u52a8\u7684\u6307\u6570\u79fb\u52a8\u5e73\u5747\u7ebf (EMA) \u9664\u4ee5 ATR\uff0c\u518d\u5c06\u7ed3\u679c\u4e58\u4ee5 100\u3002\u8fd9\u4e9b\u503c\u5206\u522b\u5b58\u50a8\u5728 plus_di \u548c minus_di \u53d8\u91cf\u4e2d\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"c5cc\"><strong>5. \u65b9\u5411\u6307\u6570 (DX)<\/strong>:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u65b9\u5411\u6307\u6570 (DX) \u8861\u91cf +DI \u548c -DI \u4e4b\u95f4\u7684\u5dee\u503c\u3002<\/li>\n\n\n\n<li>DX \u7684\u8ba1\u7b97\u65b9\u6cd5\u662f\u5c06 +DI \u548c -DI \u7684\u7edd\u5bf9\u5dee\u503c\u9664\u4ee5\u5b83\u4eec\u7684\u603b\u548c\uff0c\u518d\u4e58\u4ee5 100\u3002DX \u503c\u5b58\u50a8\u5728 dx \u53d8\u91cf\u4e2d\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"4924\"><strong>6. \u5e73\u5747\u65b9\u5411\u6307\u6570 (ADX)<\/strong>:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>ADX \u91c7\u7528\u5e73\u6ed1\u6280\u672f\u8ba1\u7b97\u3002\u5f53\u524d DX \u503c\u4e58\u4ee5\u56de\u6eaf\u5468\u671f\uff0c\u4e0a\u4e00\u4e2a ADX \u503c\u4e58\u4ee5\u4e0a\u4e00\u4e2a\u5468\u671f\u6570\u3002\u5e73\u6ed1\u540e\u7684 ADX \u4fdd\u5b58\u5728 adx_smooth \u53d8\u91cf\u4e2d\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"65e4\"><strong>7.\u8fd4\u56de\u7ed3\u679c\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u51fd\u6570\u6700\u540e\u8fd4\u56de +DI\u3001-DI \u548c\u5e73\u6ed1 ADX \u7684\u8ba1\u7b97\u503c\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"118d\"><strong>8.\u8c03\u7528\u51fd\u6570\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6211\u4eec\u4f7f\u7528\u82f9\u679c\u516c\u53f8\u7684\u80a1\u7968\u6570\u636e (AAPL) \u548c 14 \u671f\u56de\u6eaf\u8c03\u7528\u8be5\u51fd\u6570\uff0c\u4ee5\u68c0\u7d22 +DI\u3001-DI \u548c ADX \u7684\u8ba1\u7b97\u503c\uff0c\u4f9b\u8fdb\u4e00\u6b65\u4f7f\u7528\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"35b0\">\u8fd9\u79cd\u5faa\u5e8f\u6e10\u8fdb\u7684\u65b9\u6cd5\u53ef\u786e\u4fdd\u51c6\u786e\u8ba1\u7b97\u8d8b\u52bf\u5f3a\u5ea6\uff08ADX\uff09\u548c\u65b9\u5411\u6027\u53d8\u52a8\uff08+DI\u3001-DI\uff09\uff0c\u8fd9\u5bf9\u4e8e\u6784\u5efa\u57fa\u4e8e\u8d8b\u52bf\u5f3a\u5ea6\u7684\u4ea4\u6613\u7b56\u7565\u81f3\u5173\u91cd\u8981\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"6ed0\"><strong>\u6b65\u9aa4-5\uff1aADX \u56fe<\/strong><\/h3>\n\n\n\n<p id=\"e6de\">\u5728\u672c\u6b65\u9aa4\u4e2d\uff0c\u6211\u4eec\u5c06\u76f4\u89c2\u663e\u793a\u8ba1\u7b97\u5f97\u51fa\u7684\u82f9\u679c\u516c\u53f8 (AAPL) \u7684 ADX \u503c\uff0c\u4ee5\u4fbf\u66f4\u597d\u5730\u4e86\u89e3\u8d8b\u52bf\u5f3a\u5ea6\u548c\u65b9\u5411\u6027\u8fd0\u52a8\u3002\u8fd9\u91cc\u7684\u4e3b\u8981\u76ee\u7684\u662f\u89c2\u5bdf\u66f2\u7ebf\u56fe\uff0c\u4ee5\u4fbf\u66f4\u597d\u5730\u4e86\u89e3\u5e73\u5747\u65b9\u5411\u6027\u6307\u6570\uff08ADX\uff09\u4ee5\u53ca\u6b63\u65b9\u5411\u6027\u6307\u6807\uff08+DI\uff09\u548c\u8d1f\u65b9\u5411\u6027\u6307\u6807\uff08-DI\uff09\u968f\u65f6\u95f4\u7684\u53d8\u5316\u60c5\u51b5\u3002<\/p>\n\n\n\n<p><strong>Python \u5b9e\u73b0\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>ax1 = plt.subplot2grid((11,1), (0,0), rowspan = 5, colspan = 1)\nax2 = plt.subplot2grid((11,1), (6,0), rowspan = 5, colspan = 1)\nax1.plot(aapl&#91;'close'], linewidth = 2, color = '#ff9800')\nax1.set_title('AAPL CLOSING PRICE')\nax2.plot(aapl&#91;'plus_di'], color = '#26a69a', label = '+ DI 14', linewidth = 3, alpha = 0.3)\nax2.plot(aapl&#91;'minus_di'], color = '#f44336', label = '- DI 14', linewidth = 3, alpha = 0.3)\nax2.plot(aapl&#91;'adx'], color = '#2196f3', label = 'ADX 14', linewidth = 3)\nax2.axhline(25, color = 'grey', linewidth = 2, linestyle = '--')\nax2.legend()\nax2.set_title('AAPL ADX 14')\nplt.show()<\/code><\/code><\/pre>\n\n\n\n<p><strong>\u8f93\u51fa\uff1a<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image\" id=\"d1f5\"><img decoding=\"async\" src=\"https:\/\/cdn-images-1.readmedium.com\/v2\/resize:fit:800\/0*dmJvmI03hNGNF-Sp.png\" alt=\"\"\/><\/figure>\n\n\n\n<p id=\"1185\">\u4e0a\u56fe\u5206\u4e3a\u4e24\u90e8\u5206\uff1a\u4e0a\u90e8\u5206\u663e\u793a\u82f9\u679c\u7684\u6536\u76d8\u4ef7\uff0c\u4e0b\u90e8\u5206\u663e\u793a ADX \u6307\u6807\u7684\u7ec4\u6210\u90e8\u5206\u3002\u5728\u4e0b\u90e8\u9762\u677f\u4e2d\uff0c\u9664\u4e86 ADX \u6307\u6807\u5916\uff0c\u60a8\u8fd8\u4f1a\u770b\u5230\u4e00\u6761\u7070\u8272\u865a\u7ebf\uff0c\u5176\u6c34\u5e73\u7ebf\u4e3a 25\uff0c\u8fd9\u662f\u4e00\u4e2a\u9608\u503c\u3002\u5982\u524d\u6240\u8ff0\uff0cADX \u5e76\u4e0d\u8861\u91cf\u8d8b\u52bf\u65b9\u5411\uff0c\u800c\u662f\u8861\u91cf\u8d8b\u52bf\u7684\u5f3a\u5ea6\u3002\u8fd9\u4e00\u70b9\u5728\u56fe\u8868\u4e2d\u5f88\u660e\u663e\uff0c\u56e0\u4e3a\u5f53\u5e02\u573a\u5448\u73b0\u5f3a\u52b2\u8d8b\u52bf\uff08\u65e0\u8bba\u662f\u5411\u4e0a\u8fd8\u662f\u5411\u4e0b\uff09\u65f6\uff0cADX \u7ebf\u4f1a\u4e0a\u5347\uff0c\u800c\u5728\u5e02\u573a\u76d8\u6574\u671f\u95f4\uff0cADX \u7ebf\u4f1a\u4e0b\u964d\u3002<\/p>\n\n\n\n<p id=\"5b6e\">\u65b9\u5411\u6307\u6570\u7ebf\uff08+DI \u548c -DI\uff09\u4e5f\u662f\u5982\u6b64\u3002+DI\u7ebf\u5f80\u5f80\u5728\u7a33\u56fa\u7684\u4e0a\u5347\u8d8b\u52bf\u4e2d\u4e0a\u5347\uff0c\u800c\u5728\u5e02\u573a\u4e0b\u884c\u65f6\u4e0b\u964d\u3002\u76f8\u53cd\uff0c-DI \u7ebf\u5728\u4e0b\u8dcc\u8d8b\u52bf\u4e2d\u4e0a\u5347\uff0c\u5728\u4e0a\u5347\u8d8b\u52bf\u4e2d\u4e0b\u964d\u3002<\/p>\n\n\n\n<p id=\"9f49\">ADX \u4e0d\u4ec5\u53ef\u4ee5\u7528\u6765\u8861\u91cf\u8d8b\u52bf\u7684\u5f3a\u5f31\uff0c\u8fd8\u662f\u8bc6\u522b\u533a\u95f4\u5e02\u573a\uff08\u80a1\u7968\u5728\u786e\u5b9a\u7684\u9ad8\u4f4d\u548c\u4f4e\u4f4d\u4e4b\u95f4\u53cd\u5f39\uff0c\u6ca1\u6709\u660e\u663e\u7684\u52a8\u80fd\uff09\u7684\u7edd\u4f73\u5de5\u5177\u3002\u5f53 +DI \u7ebf\u548c -DI \u7ebf\u9760\u62e2\u65f6\uff0c\u5e02\u573a\u901a\u5e38\u5904\u4e8e\u533a\u95f4\u9707\u8361\u3002\u76f8\u53cd\uff0c\u8fd9\u4e24\u6761\u7ebf\u4e4b\u95f4\u7684\u5dee\u8ddd\u8d8a\u5927\uff0c\u5e02\u573a\u8d8a\u6709\u53ef\u80fd\u5904\u4e8e\u8d8b\u52bf\u4e4b\u4e2d\u3002\u5bf9\u4e8e\u90a3\u4e9b\u4e0d\u719f\u6089 ADX \u56fe\u8868\u7684\u4eba\u6765\u8bf4\uff0c\u8fd9\u4e9b\u7ebf\u7684\u79fb\u52a8\u4e0e\u5e02\u573a\u65b9\u5411\u4e4b\u95f4\u7684\u53cd\u5411\u5173\u7cfb\u6700\u521d\u53ef\u80fd\u4f1a\u8ba9\u4eba\u611f\u5230\u56f0\u60d1\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"2512\"><strong>\u6b65\u9aa4 6\uff1a\u521b\u5efa\u6211\u4eec\u7684\u4ea4\u6613\u7b56\u7565<\/strong><\/h3>\n\n\n\n<p id=\"5b5d\">\u5728\u8fd9\u4e00\u6b65\u4e2d\uff0c\u6211\u4eec\u4f7f\u7528 Python \u5b9e\u73b0\u5e73\u5747\u65b9\u5411\u6307\u6570 (ADX) \u4ea4\u6613\u7b56\u7565\u3002<\/p>\n\n\n\n<p><strong>Python \u5b9e\u73b0\uff1a<\/strong><\/p>\n\n\n\n<p id=\"d969\">\u6211\u4eec\u9996\u5148\u5b9a\u4e49\u51fd\u6570 implement_adx_strategy\uff0c\u5b83\u9700\u8981\u56db\u4e2a\u53c2\u6570\uff1a\u80a1\u7968\u4ef7\u683c (price)\u3001\u6b63\u65b9\u5411\u6307\u6570 (pdi)\u3001\u8d1f\u65b9\u5411\u6307\u6570 (ndi) \u548c\u5e73\u5747\u65b9\u5411\u6307\u6570 (adx)\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>def implement_adx_strategy(prices, pdi, ndi, adx):\n    buy_price = &#91;]\n    sell_price = &#91;]\n    adx_signal = &#91;]\n    signal = 0\n    \n    for i in range(len(prices)):\n        if adx&#91;i-1] &lt; 25 and adx&#91;i] &gt; 25 and pdi&#91;i] &gt; ndi&#91;i]:\n            if signal != 1:\n                buy_price.append(prices&#91;i])\n                sell_price.append(np.nan)\n                signal = 1\n                adx_signal.append(signal)\n            else:\n                buy_price.append(np.nan)\n                sell_price.append(np.nan)\n                adx_signal.append(0)\n        elif adx&#91;i-1] &lt; 25 and adx&#91;i] &gt; 25 and ndi&#91;i] &gt; pdi&#91;i]:\n            if signal != -1:\n                buy_price.append(np.nan)\n                sell_price.append(prices&#91;i])\n                signal = -1\n                adx_signal.append(signal)\n            else:\n                buy_price.append(np.nan)\n                sell_price.append(np.nan)\n                adx_signal.append(0)\n        else:\n            buy_price.append(np.nan)\n            sell_price.append(np.nan)\n            adx_signal.append(0)\n            \n    return buy_price, sell_price, adx_signal\n\nbuy_price, sell_price, adx_signal = implement_adx_strategy(aapl&#91;'close'], aapl&#91;'plus_di'], aapl&#91;'minus_di'], aapl&#91;'adx'])<\/code><\/code><\/pre>\n\n\n\n<p><strong>\u4ee3\u7801\u89e3\u91ca\uff1a<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong>\u521d\u59cb\u5316\uff1a<\/strong>\u6211\u4eec\u9996\u5148\u521d\u59cb\u5316\u4e09\u4e2a\u7a7a\u5217\u8868\uff1abuy_price\u3001sell_price \u548c adx_signal\u3002\u5b83\u4eec\u5c06\u6839\u636e\u751f\u6210\u7684\u4ea4\u6613\u4fe1\u53f7\u5b58\u50a8\u5404\u81ea\u7684\u503c\u3002<\/li>\n\n\n\n<li><strong>\u5faa\u73af\u6570\u636e\uff1a<\/strong>\u7136\u540e\uff0c\u6211\u4eec\u5bf9\u4ef7\u683c\u6570\u636e\u7684\u957f\u5ea6\u8fdb\u884c\u5faa\u73af\uff0c\u6839\u636e\u6d89\u53ca ADX\u3001+DI \u548c -DI \u7684\u6761\u4ef6\u751f\u6210\u4e70\u5165\u548c\u5356\u51fa\u4fe1\u53f7\u3002<\/li>\n\n\n\n<li><strong>\u4e70\u5165\u4fe1\u53f7\uff1a<\/strong>\u5f53 ADX \u7a7f\u8fc7 25 \u4ee5\u4e0a\uff08\u5373\u4ece 25 \u4ee5\u4e0b\u79fb\u52a8\u5230 25 \u4ee5\u4e0a\uff09\u4e14 +DI \u5927\u4e8e -DI \u65f6\uff0c\u4e70\u5165\u4fe1\u53f7\u5c31\u4f1a\u89e6\u53d1\u3002\u5982\u679c\u6ee1\u8db3\u8fd9\u4e00\u6761\u4ef6\uff0c\u80a1\u4ef7\u5c06\u88ab\u6dfb\u52a0\u5230 buy_price \u5217\u8868\u4e2d\uff0c\u4fe1\u53f7\u6807\u8bb0\u4e3a 1\u3002<\/li>\n\n\n\n<li><strong>\u5356\u51fa\u4fe1\u53f7\uff1a<\/strong>\u5f53 ADX \u7a7f\u8fc7 25 \u4ee5\u4e0a\uff0c\u4f46 -DI \u5927\u4e8e +DI \u65f6\uff0c\u5c31\u4f1a\u4ea7\u751f\u5356\u51fa\u4fe1\u53f7\u3002\u5728\u8fd9\u79cd\u60c5\u51b5\u4e0b\uff0c\u80a1\u7968\u4ef7\u683c\u4f1a\u9644\u52a0\u5230\u5356\u51fa\u4ef7\u5217\u8868\u4e2d\uff0c\u4fe1\u53f7\u6807\u8bb0\u4e3a-1\u3002<\/li>\n\n\n\n<li><strong>\u65e0\u4fe1\u53f7\uff1a<\/strong>\u5982\u679c\u4e24\u4e2a\u6761\u4ef6\u90fd\u4e0d\u6ee1\u8db3\uff0c\u5219\u4e70\u5165\u4ef7\u548c\u5356\u51fa\u4ef7\u5217\u8868\u5747\u4ee5 NaN \u586b\u5145\uff0c\u4e0d\u91c7\u53d6\u4efb\u4f55\u4ea4\u6613\u884c\u52a8\uff08\u4fe1\u53f7\u4e3a 0\uff09\u3002<\/li>\n\n\n\n<li><strong>\u8fd4\u56de\u503c\uff1a<\/strong>\u5904\u7406\u6570\u636e\u540e\uff0c\u51fd\u6570\u8fd4\u56de\u751f\u6210\u7684\u4e70\u5165\u4ef7\u3001\u5356\u51fa\u4ef7\u548c adx_signal \u5217\u8868\u3002<\/li>\n\n\n\n<li><strong>\u8c03\u7528\u51fd\u6570\uff1a<\/strong>\u7136\u540e\u4f7f\u7528\u82f9\u679c\u80a1\u7968\u7684\u5386\u53f2\u6570\u636e\u8c03\u7528\u8be5\u51fd\u6570\uff0c\u5e76\u5c06\u7ed3\u679c\u5b58\u50a8\u5728\u76f8\u5e94\u7684\u53d8\u91cf\uff08buy_price\u3001sell_price\u3001adx_signal\uff09\u4e2d\u3002<\/li>\n<\/ol>\n\n\n\n<p id=\"4eae\">\u901a\u8fc7\u8fd9\u79cd\u57fa\u4e8e ADX \u7684\u4ea4\u6613\u7b56\u7565\uff0c\u6211\u4eec\u53ef\u4ee5\u6839\u636e ADX \u548c\u65b9\u5411\u6307\u6570\u663e\u793a\u7684\u8d8b\u52bf\u5f3a\u5ea6\u751f\u6210\u4e70\u5165\u548c\u5356\u51fa\u4fe1\u53f7\u3002\u4e0b\u4e00\u6b65\uff0c\u6211\u4eec\u53ef\u4ee5\u5c06\u8fd9\u4e9b\u4fe1\u53f7\u53ef\u89c6\u5316\uff0c\u4ee5\u4fbf\u66f4\u597d\u5730\u4e86\u89e3\u5b83\u4eec\u5728\u4e0d\u540c\u5e02\u573a\u6761\u4ef6\u4e0b\u7684\u6709\u6548\u6027\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"3871\"><strong>\u6b65\u9aa4 7\uff1a\u7ed8\u5236\u4ea4\u6613\u4fe1\u53f7\u56fe<\/strong><\/h3>\n\n\n\n<p id=\"407b\">\u5728\u8fd9\u4e00\u6b65\u4e2d\uff0c\u6211\u4eec\u5c06\u53ef\u89c6\u5316\u751f\u6210\u7684\u4ea4\u6613\u4fe1\u53f7\u4ee5\u53ca\u82f9\u679c\u516c\u53f8\u7684\u80a1\u4ef7\u548c ADX \u503c\u3002\u8be5\u56fe\u5c06\u5e2e\u52a9\u6211\u4eec\u4e86\u89e3\u4e70\u5165\u548c\u5356\u51fa\u4fe1\u53f7\u7684\u89e6\u53d1\u70b9\uff0c\u4ee5\u53ca\u5e02\u573a\u8d8b\u52bf\u7684\u6574\u4f53\u5f3a\u5ea6\u3002<\/p>\n\n\n\n<p><strong>Python \u5b9e\u73b0\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>ax1 = plt.subplot2grid((11,1), (0,0), rowspan = 5, colspan = 1)\nax2 = plt.subplot2grid((11,1), (6,0), rowspan = 5, colspan = 1)\nax1.plot(aapl&#91;'close'], linewidth = 3, color = '#ff9800', alpha = 0.6)\nax1.set_title('AAPL CLOSING PRICE')\nax1.plot(aapl.index, buy_price, marker = '^', color = '#26a69a', markersize = 14, linewidth = 0, label = 'BUY SIGNAL')\nax1.plot(aapl.index, sell_price, marker = 'v', color = '#f44336', markersize = 14, linewidth = 0, label = 'SELL SIGNAL')\nax2.plot(aapl&#91;'plus_di'], color = '#26a69a', label = '+ DI 14', linewidth = 3, alpha = 0.3)\nax2.plot(aapl&#91;'minus_di'], color = '#f44336', label = '- DI 14', linewidth = 3, alpha = 0.3)\nax2.plot(aapl&#91;'adx'], color = '#2196f3', label = 'ADX 14', linewidth = 3)\nax2.axhline(25, color = 'grey', linewidth = 2, linestyle = '--')\nax2.legend()\nax2.set_title('AAPL ADX 14')\nplt.show()<\/code><\/code><\/pre>\n\n\n\n<p><strong>\u8f93\u51fa\uff1a<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image\" id=\"3e09\"><img decoding=\"async\" src=\"https:\/\/cdn-images-1.readmedium.com\/v2\/resize:fit:800\/0*T7XWqqm5QTjRbwOW.png\" alt=\"\"\/><\/figure>\n\n\n\n<p><br><strong>\u4ee3\u7801\u89e3\u91ca\uff1a<\/strong><\/p>\n\n\n\n<p id=\"89a0\">\u6211\u4eec\u6b63\u5728\u7ed8\u5236\u5e73\u5747\u65b9\u5411\u6307\u6570 (ADX) \u7684\u7ec4\u6210\u90e8\u5206\uff0c\u4ee5\u53ca\u6211\u4eec\u7684\u4ea4\u6613\u7b56\u7565\u6240\u4ea7\u751f\u7684\u4e70\u5165\u548c\u5356\u51fa\u4fe1\u53f7\u3002\u901a\u8fc7\u8be5\u56fe\uff0c\u6211\u4eec\u53ef\u4ee5\u76f4\u89c2\u5730\u67e5\u770b\u8be5\u7b56\u7565\u4e0e ADX\u3001+DI \u548c -DI \u6307\u6807\u7684\u5173\u7cfb\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Buy signals<\/strong>&nbsp;\u5f53 ADX \u7a7f\u8fc7 25 \u4ee5\u4e0a\uff0c\u4e14 +DI \u7ebf\u9ad8\u4e8e -DI \u7ebf\u65f6\uff0c\u5c31\u4f1a\u51fa\u73b0\u4e70\u5165\u4fe1\u53f7\uff08\u4ee5\u7eff\u8272\u5411\u4e0a\u4e09\u89d2\u5f62\u8868\u793a\uff09\u3002\u8fd9\u8868\u660e\u770b\u6da8\u8d8b\u52bf\u5f3a\u52b2\u3002<\/li>\n\n\n\n<li><strong>Sell signals<\/strong>&nbsp;\u5f53 ADX \u7a7f\u8fc7 25 \u4ee5\u4e0a\uff0c+DI \u7ebf\u4f4e\u4e8e-DI \u7ebf\uff0c\u8868\u793a\u5f3a\u70c8\u7684\u770b\u8dcc\u8d8b\u52bf\u65f6\uff0c\u5c31\u4f1a\u51fa\u73b0\u5356\u51fa\u4fe1\u53f7\uff08\u7528\u7ea2\u8272\u5411\u4e0b\u4e09\u89d2\u5f62\u8868\u793a\uff09\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"695e\">\u8fd9\u79cd\u53ef\u89c6\u5316\u65b9\u6cd5\u6709\u52a9\u4e8e\u786e\u8ba4\u4ea4\u6613\u7b56\u7565\u7684\u51c6\u786e\u6027\uff0c\u56e0\u4e3a\u5b83\u80fd\u6e05\u695a\u5730\u8bc6\u522b ADX \u53d1\u51fa\u5e02\u573a\u8d8b\u52bf\u4fe1\u53f7\u7684\u65f6\u523b\uff0c\u5e76\u91c7\u53d6\u76f8\u5e94\u7684\u4e70\u5165\u6216\u5356\u51fa\u884c\u52a8\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"1d3f\"><strong>\u6b65\u9aa4 8\uff1a\u521b\u5efa\u6211\u4eec\u7684\u4f4d\u7f6e<\/strong><\/h3>\n\n\n\n<p id=\"e783\">\u5728\u8fd9\u4e00\u6b65\u4e2d\uff0c\u6211\u4eec\u5c06\u6839\u636e ADX \u7b56\u7565\u751f\u6210\u7684\u4e70\u5165\u548c\u5356\u51fa\u4fe1\u53f7\uff0c\u521b\u5efa\u4e00\u4e2a\u4ed3\u4f4d\u5217\u8868\uff0c\u663e\u793a\u6211\u4eec\u662f\u5426\u6301\u6709\u80a1\u7968\uff08\u7528 1 \u8868\u793a\uff09\uff08\u7528 0 \u8868\u793a\uff09\u3002<\/p>\n\n\n\n<p><strong>Python \u5b9e\u73b0\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>position = &#91;]\nfor i in range(len(adx_signal)):\n    if adx_signal&#91;i] &gt; 1:\n        position.append(0)\n    else:\n        position.append(1)\n        \nfor i in range(len(aapl&#91;'close'])):\n    if adx_signal&#91;i] == 1:\n        position&#91;i] = 1\n    elif adx_signal&#91;i] == -1:\n        position&#91;i] = 0\n    else:\n        position&#91;i] = position&#91;i-1]\n        \nclose_price = aapl&#91;'close']\nplus_di = aapl&#91;'plus_di']\nminus_di = aapl&#91;'minus_di']\nadx = aapl&#91;'adx']\nadx_signal = pd.DataFrame(adx_signal).rename(columns = {0:'adx_signal'}).set_index(aapl.index)\nposition = pd.DataFrame(position).rename(columns = {0:'adx_position'}).set_index(aapl.index)\n\nframes = &#91;close_price, plus_di, minus_di, adx, adx_signal, position]\nstrategy = pd.concat(frames, join = 'inner', axis = 1)\n\nstrategy<\/code><\/code><\/pre>\n\n\n\n<p><strong>\u8f93\u51fa\uff1a<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image\" id=\"e742\"><img decoding=\"async\" src=\"https:\/\/cdn-images-1.readmedium.com\/v2\/resize:fit:800\/1*SeKGBnJtF_rHEUmpGN8_3A.png\" alt=\"\"\/><\/figure>\n\n\n\n<p><br><strong>\u4ee3\u7801\u89e3\u91ca\uff1a<\/strong><\/p>\n\n\n\n<p id=\"a4d2\">\u6211\u4eec\u9996\u5148\u521b\u5efa\u4e00\u4e2a\u540d\u4e3a position \u7684\u7a7a\u5217\u8868\u3002\u8be5\u5217\u8868\u6700\u7ec8\u5c06\u663e\u793a\u6211\u4eec\u662f\u6301\u6709\u80a1\u7968\uff081\uff09\u8fd8\u662f\u672a\u6301\u6709\u80a1\u7968\uff080\uff09\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5728\u7b2c\u4e00\u4e2a for \u5faa\u73af\u4e2d\uff0c\u6211\u4eec\u4f7f\u7528\u5360\u4f4d\u7b26\u503c\u521d\u59cb\u5316\u4f4d\u7f6e\u5217\u8868\uff0c\u4ee5\u5339\u914d adx_signal \u5217\u8868\u7684\u957f\u5ea6\u3002<\/li>\n\n\n\n<li>\u5728\u7b2c\u4e8c\u4e2a for \u5faa\u73af\u4e2d\uff0c\u6211\u4eec\u904d\u5386 adx_signal \u5217\u8868\u4e2d\u7684\u503c\uff1a<\/li>\n\n\n\n<li>\u5982\u679c\u4fe1\u53f7\u663e\u793a &#8220;\u4e70\u5165&#8221;\uff081\uff09\uff0c\u6211\u4eec\u5c31\u4f1a\u5728\u6301\u4ed3\u5217\u8868\u4e2d\u6dfb\u52a0 1\uff0c\u8868\u793a\u6211\u4eec\u6301\u6709\u8be5\u80a1\u7968\u3002<\/li>\n\n\n\n<li>\u5982\u679c\u4fe1\u53f7\u663e\u793a &#8220;\u5356\u51fa&#8221;\uff08-1\uff09\uff0c\u6211\u4eec\u5c31\u4f1a\u5728\u6301\u4ed3\u5217\u8868\u4e2d\u6dfb\u52a0 0\uff0c\u8868\u793a\u6211\u4eec\u6ca1\u6709\u6301\u6709\u8be5\u80a1\u7968\u3002<\/li>\n\n\n\n<li>\u5982\u679c\u4fe1\u53f7\u4fdd\u6301\u4e2d\u6027\uff080\uff09\uff0c\u5219\u4f4d\u7f6e\u4e0e\u524d\u4e00\u6570\u503c\u76f8\u540c\u3002<\/li>\n<\/ul>\n\n\n\n<p id=\"6188\">\u6700\u540e\uff0c\u6211\u4eec\u6267\u884c\u4e00\u4e9b\u6570\u636e\u5904\u7406\uff0c\u5c06\u4ed3\u4f4d\u3001adx_signal \u548c\u5176\u4ed6\u503c\uff08\u5982\u6536\u76d8\u4ef7\u3001+DI\u3001-DI \u548c ADX \u503c\uff09\u5408\u5e76\u5230\u4e00\u4e2a\u540d\u4e3a strategy \u7684\u5355\u4e00\u6570\u636e\u6846\u4e2d\u3002\u8be5\u6570\u636e\u5e27\u53ef\u5e2e\u52a9\u6211\u4eec\u8ddf\u8e2a\u4ed3\u4f4d\u72b6\u6001\u548c\u4ea4\u6613\u4fe1\u53f7\u3002<\/p>\n\n\n\n<p id=\"0850\">\u4ece\u8f93\u51fa\u4e2d\u53ef\u4ee5\u770b\u5230\uff0c\u7b2c\u4e00\u884c\u7684\u4ed3\u4f4d\u4ecd\u4e3a 1\uff0c\u8868\u793a\u6211\u4eec\u6301\u6709\u8be5\u80a1\u7968\u3002\u4f46\u662f\uff0c\u4e00\u65e6 adx_signal \u751f\u6210\u5356\u51fa\u4fe1\u53f7\uff08-1\uff09\uff0c\u4ed3\u4f4d\u5c31\u4f1a\u53d8\u4e3a 0\uff0c\u8868\u660e\u80a1\u7968\u5df2\u5356\u51fa\u3002\u5728\u4fe1\u53f7\u518d\u6b21\u53d8\u5316\u4e4b\u524d\uff0c\u4ed3\u4f4d\u5c06\u4fdd\u6301\u4e3a 0\u3002<\/p>\n\n\n\n<p id=\"db67\">\u73b0\u5728\uff0c\u6211\u4eec\u5df2\u7ecf\u8bbe\u7f6e\u597d\u4e86\u4ea4\u6613\u7b56\u7565\uff0c\u51c6\u5907\u8fdb\u5165\u56de\u6eaf\u6d4b\u8bd5\u6d41\u7a0b\uff01<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"876c\"><strong>\u6b65\u9aa4-9\uff1a\u56de\u6eaf\u6d4b\u8bd5<\/strong><\/h3>\n\n\n\n<p id=\"8d8f\"><br>\u5728\u6df1\u5165\u4e86\u89e3\u4ee3\u7801\u4e4b\u524d\uff0c\u6211\u4eec\u5148\u6765\u4e86\u89e3\u4e00\u4e0b\u4ec0\u4e48\u662f\u56de\u6eaf\u6d4b\u8bd5\u3002\u56de\u6eaf\u6d4b\u8bd5\u662f\u4ea4\u6613\u5458\u548c\u5206\u6790\u5e08\u7528\u6765\u8bc4\u4f30\u7279\u5b9a\u4ea4\u6613\u7b56\u7565\u5728\u5386\u53f2\u6570\u636e\u4e2d\u7684\u8868\u73b0\u7684\u4e00\u79cd\u65b9\u6cd5\u3002\u901a\u8fc7\u5c06\u7b56\u7565\u5e94\u7528\u4e8e\u8fc7\u53bb\u7684\u80a1\u4ef7\u6570\u636e\uff0c\u6211\u4eec\u53ef\u4ee5\u89c2\u5bdf\u5230\u8be5\u7b56\u7565\u7684\u6709\u6548\u6027\uff0c\u4ece\u800c\u83b7\u5f97\u6d1e\u5bdf\u529b\u5e76\u76f8\u5e94\u5730\u6539\u8fdb\u7b56\u7565\u3002<\/p>\n\n\n\n<p id=\"7d4a\">\u5728\u8fd9\u4e00\u6b65\u4e2d\uff0c\u6211\u4eec\u5c06\u4f7f\u7528\u82f9\u679c\u516c\u53f8 (AAPL) \u7684\u5386\u53f2\u80a1\u7968\u6570\u636e\uff0c\u5bf9\u6211\u4eec\u7684\u5e73\u5747\u65b9\u5411\u6307\u6570 (ADX) \u4ea4\u6613\u7b56\u7565\u5b9e\u65bd\u56de\u6eaf\u6d4b\u8bd5\u6d41\u7a0b\u3002\u8fd9\u5c06\u5e2e\u52a9\u6211\u4eec\u8bc4\u4f30\u6211\u4eec\u7684\u7b56\u7565\u5728\u9009\u5b9a\u65f6\u95f4\u6bb5\u5185\u7684\u8868\u73b0\u3002\u8ba9\u6211\u4eec\u7ee7\u7eed\u5b9e\u65bd\u8fd9\u4e00\u8fc7\u7a0b\u3002<\/p>\n\n\n\n<p><strong>Python \u5b9e\u73b0\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>aapl_ret = pd.DataFrame(np.diff(aapl&#91;'close'])).rename(columns = {0:'returns'})\nadx_strategy_ret = &#91;]\n\nfor i in range(len(aapl_ret)):\n    returns = aapl_ret&#91;'returns']&#91;i]*strategy&#91;'adx_position']&#91;i]\n    adx_strategy_ret.append(returns)\n    \nadx_strategy_ret_df = pd.DataFrame(adx_strategy_ret).rename(columns = {0:'adx_returns'})\ninvestment_value = 100000\nadx_investment_ret = &#91;]\n\nfor i in range(len(adx_strategy_ret_df&#91;'adx_returns'])):\n    number_of_stocks = floor(investment_value\/aapl&#91;'close']&#91;i])\n    returns = number_of_stocks*adx_strategy_ret_df&#91;'adx_returns']&#91;i]\n    adx_investment_ret.append(returns)\n\nadx_investment_ret_df = pd.DataFrame(adx_investment_ret).rename(columns = {0:'investment_returns'})\ntotal_investment_ret = round(sum(adx_investment_ret_df&#91;'investment_returns']), 2)\nprofit_percentage = floor((total_investment_ret\/investment_value)*100)\nprint(cl('Profit gained from the ADX strategy by investing $100k in AAPL : {}'.format(total_investment_ret), attrs = &#91;'bold']))\nprint(cl('Profit percentage of the ADX strategy : {}%'.format(profit_percentage), attrs = &#91;'bold']))<\/code><\/code><\/pre>\n\n\n\n<p><strong>\u8f93\u51fa\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>Profit gained from the ADX strategy by investing $100k in AAPL : 54719.46\nProfit percentage of the ADX strategy : 54%<\/code><\/code><\/pre>\n\n\n\n<p><strong>\u4ee3\u7801\u89e3\u91ca\uff1a<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong>\u80a1\u7968\u56de\u62a5\u7387\u8ba1\u7b97\uff1a<\/strong>\u6211\u4eec\u9996\u5148\u4f7f\u7528 NumPy \u7684 diff \u51fd\u6570\u8ba1\u7b97\u82f9\u679c\u516c\u53f8\u7684\u80a1\u7968\u56de\u62a5\u7387\uff0c\u5e76\u5c06\u7ed3\u679c\u5b58\u50a8\u5728 aapl_ret \u6570\u636e\u5e27\u4e2d\u3002<\/li>\n\n\n\n<li><strong>\u7b56\u7565\u6536\u76ca\u8ba1\u7b97\uff1a<\/strong>\u4f7f\u7528 for \u5faa\u73af\u904d\u5386 aapl_ret \u503c\uff0c\u8ba1\u7b97 ADX \u4ea4\u6613\u7b56\u7565\u4ea7\u751f\u7684\u6536\u76ca\u3002\u8fd9\u4e9b\u6536\u76ca\u88ab\u6536\u96c6\u5230 adx_strategy_ret \u5217\u8868\u4e2d\uff0c\u968f\u540e\u8f6c\u6362\u4e3a\u6570\u636e\u5e27\u5e76\u5b58\u50a8\u4e3a adx_strategy_ret_df\u3002<\/li>\n\n\n\n<li><strong>\u6295\u8d44\u8bbe\u7f6e\uff1a<\/strong>\u4e3a\u4e86\u8fdb\u884c\u56de\u6eaf\u6d4b\u8bd5\uff0c\u6211\u4eec\u6a21\u62df\u5728 ADX \u7b56\u7565\u4e2d\u6295\u8d44 100,000 \u7f8e\u5143\u3002\u8be5\u91d1\u989d\u4fdd\u5b58\u5728 investment_value \u53d8\u91cf\u4e2d\u3002<\/li>\n\n\n\n<li><strong>\u80a1\u7968\u6570\u91cf\u8ba1\u7b97\uff1a<\/strong>\u7528\u6295\u8d44\u989d\u9664\u4ee5\u6536\u76d8\u4ef7\uff0c\u5373\u53ef\u8ba1\u7b97\u51fa\u6295\u8d44\u53ef\u8d2d\u4e70\u7684\u82f9\u679c\u80a1\u7968\u6570\u91cf\u3002\u4e3a\u786e\u4fdd\u8f93\u51fa\u4e3a\u6574\u6570\uff0c\u6211\u4eec\u4f7f\u7528\u4e86\u6570\u5b66\u8f6f\u4ef6\u5305\u4e2d\u7684 floor \u51fd\u6570\uff0c\u8be5\u51fd\u6570\u4e0e\u56db\u820d\u4e94\u5165\u51fd\u6570\u4e0d\u540c\uff0c\u53ef\u4ee5\u6d88\u9664\u5c0f\u6570\u70b9\u540e\u7684\u6570\u503c\u3002<\/li>\n\n\n\n<li><strong>\u6295\u8d44\u56de\u62a5\u8ba1\u7b97\uff1a<\/strong>\u4f7f\u7528\u53e6\u4e00\u4e2a for \u5faa\u73af\u6765\u8ba1\u7b97\u8fd9\u9879\u6295\u8d44\u7684\u56de\u62a5\uff0c\u7136\u540e\u5c06\u6570\u636e\u683c\u5f0f\u5316\u5e76\u6574\u7406\u6210\u76f8\u5173\u7ed3\u6784\u3002<\/li>\n\n\n\n<li><strong>\u6700\u7ec8\u6536\u76ca\u8f93\u51fa\uff1a<\/strong>\u6211\u4eec\u6253\u5370\u51fa 100,000 \u7f8e\u5143\u6295\u8d44\u7684\u603b\u6536\u76ca\uff0c\u663e\u793a\u51fa\u8be5\u7b56\u7565\u5728\u4e09\u5e74\u5185\u4ea7\u751f\u4e86\u7ea6 54,000 \u7f8e\u5143\u7684\u5229\u6da6\u3002<\/li>\n<\/ol>\n\n\n\n<p id=\"bd1d\">\u63a5\u4e0b\u6765\uff0c\u6211\u4eec\u5c06\u8fd9\u4e9b\u6536\u76ca\u4e0e\u8ddf\u8e2a\u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u7684 SPY ETF \u6536\u76ca\u8fdb\u884c\u6bd4\u8f83\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"5312\"><strong>\u6b65\u9aa4-10\uff1aSPY ETF \u5bf9\u6bd4<\/strong><\/h3>\n\n\n\n<p id=\"0529\">\u8fd9\u4e00\u6b65\u662f\u53ef\u9009\u7684\uff0c\u4f46\u5f3a\u70c8\u5efa\u8bae\u4f7f\u7528\uff0c\u56e0\u4e3a\u5b83\u53ef\u4ee5\u8ba9\u6211\u4eec\u6df1\u5165\u4e86\u89e3\u6211\u4eec\u7684\u4ea4\u6613\u7b56\u7565\u76f8\u5bf9\u4e8e\u57fa\u51c6\uff08\u672c\u4f8b\u4e2d\u4e3a SPY ETF\uff09\u7684\u8868\u73b0\u5982\u4f55\u3002\u5728\u6b64\uff0c\u6211\u4eec\u5c06\u4f7f\u7528\u521b\u5efa\u7684 &#8220;get_historical_data &#8220;\u51fd\u6570\u68c0\u7d22 SPY ETF \u6570\u636e\uff0c\u5e76\u5c06\u5176\u6536\u76ca\u4e0e\u5e94\u7528\u4e8e\u82f9\u679c\u7684\u5e73\u5747\u65b9\u5411\u6027\u6307\u6570\u7b56\u7565\u7684\u6536\u76ca\u8fdb\u884c\u6bd4\u8f83\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>def get_benchmark(start_date, investment_value):\n    spy = get_historical_data('SPY', start_date)&#91;'close']\n    benchmark = pd.DataFrame(np.diff(spy)).rename(columns = {0:'benchmark_returns'})\n    \n    investment_value = investment_value\n    benchmark_investment_ret = &#91;]\n    \n    for i in range(len(benchmark&#91;'benchmark_returns'])):\n        number_of_stocks = floor(investment_value\/spy&#91;i])\n        returns = number_of_stocks*benchmark&#91;'benchmark_returns']&#91;i]\n        benchmark_investment_ret.append(returns)\n\n    benchmark_investment_ret_df = pd.DataFrame(benchmark_investment_ret).rename(columns = {0:'investment_returns'})\n    return benchmark_investment_ret_df\n\nbenchmark = get_benchmark('2020-01-01', 100000)\n\ninvestment_value = 100000\ntotal_benchmark_investment_ret = round(sum(benchmark&#91;'investment_returns']), 2)\nbenchmark_profit_percentage = floor((total_benchmark_investment_ret\/investment_value)*100)\nprint(cl('Benchmark profit by investing $100k : {}'.format(total_benchmark_investment_ret), attrs = &#91;'bold']))\nprint(cl('Benchmark Profit percentage : {}%'.format(benchmark_profit_percentage), attrs = &#91;'bold']))\nprint(cl('ADX Strategy profit is {}% higher than the Benchmark Profit'.format(profit_percentage - benchmark_profit_percentage), attrs = &#91;'bold']))<\/code><\/code><\/pre>\n\n\n\n<p id=\"91ec\"><strong>\u8f93\u51fa\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>Benchmark profit by investing $100k : 37538.96  \nBenchmark Profit percentage : 37%  \nADX Strategy profit is 17% higher than the Benchmark Profit<\/code><\/code><\/pre>\n\n\n\n<p id=\"e842\"><strong>\u4ee3\u7801\u8bf4\u660e\uff1a<\/strong>\u8be5\u4ee3\u7801\u4e0e\u4e0a\u4e00\u6b65\u56de\u6eaf\u6d4b\u8bd5\u7c7b\u4f3c\uff0c\u4f46\u6211\u4eec\u73b0\u5728\u6295\u8d44\u7684\u4e0d\u662f\u82f9\u679c\u80a1\u7968\uff0c\u800c\u662f SPY ETF\uff0c\u6ca1\u6709\u5e94\u7528\u4efb\u4f55\u7279\u5b9a\u7684\u4ea4\u6613\u7b56\u7565\u3002\u4ece\u8f93\u51fa\u7ed3\u679c\u53ef\u4ee5\u770b\u51fa\uff0c\u6211\u4eec\u7684\u5e73\u5747\u65b9\u5411\u6307\u6570\uff08ADX\uff09\u4ea4\u6613\u7b56\u7565\u7684\u8868\u73b0\u6bd4 SPY ETF \u9ad8\u51fa 17%\u3002\u8fd9\u662f\u4e00\u4e2a\u79ef\u6781\u7684\u7ed3\u679c\uff01<br><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e94\u3001\u89c2\u70b9\u56de\u987e<\/strong><\/h2>\n\n\n\n<p>\u901a\u8fc7\u7406\u8bba\u548c\u7f16\u7801\u4e24\u65b9\u9762\u7684\u5b66\u4e60\uff0c\u6211\u4eec\u5bf9\u5e73\u5747\u65b9\u5411\u6307\u6570 (ADX) \u6709\u4e86\u624e\u5b9e\u7684\u4e86\u89e3\uff0c\u5e76\u638c\u63e1\u4e86\u5982\u4f55\u4f7f\u7528 Python \u6784\u5efa\u57fa\u4e8e ADX \u7684\u57fa\u672c\u4ea4\u6613\u7b56\u7565\u3002<\/p>\n\n\n\n<p>\u5728\u6211\u770b\u6765\uff0c\u5f53 ADX \u4e0e\u5176\u4ed6\u6280\u672f\u6307\u6807\uff08\u5982 RSI\uff09\u76f8\u7ed3\u5408\uff0c\u5bf9\u4ea4\u6613\u7684\u8fdb\u5165\u548c\u9000\u51fa\u70b9\u8fdb\u884c\u5fae\u8c03\u65f6\uff0cADX \u7684\u771f\u6b63\u6f5c\u529b\u5c31\u4f1a\u663e\u73b0\u51fa\u6765\u3002\u56e0\u6b64\uff0c\u6211\u9f13\u52b1\u5927\u5bb6\u8fdb\u4e00\u6b65\u5b66\u4e60\u672c\u6587\uff0c\u8c03\u6574 ADX \u7b56\u7565\uff0c\u5c06\u5176\u4e0e\u5176\u4ed6\u6307\u6807\u76f8\u7ed3\u5408\uff0c\u5e76\u8fdb\u884c\u5e7f\u6cdb\u7684\u56de\u6eaf\u6d4b\u8bd5\u3002\u8fd9\u6837\u505a\u6709\u52a9\u4e8e\u5728\u5b9e\u9645\u4ea4\u6613\u573a\u666f\u4e2d\u53d6\u5f97\u66f4\u7cbe\u7ec6\u7684\u7ed3\u679c\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>ADX \u662f\u4e00\u4e2a\u8861\u91cf\u5e02\u573a\u8d8b\u52bf\u5f3a\u5ea6\u7684\u91cd\u8981\u6307\u6807<\/strong>\uff0c\u5b83\u672c\u8eab\u5e76\u4e0d\u6307\u793a\u8d8b\u52bf\u7684\u65b9\u5411\uff0c\u800c\u662f\u901a\u8fc7\u4e0e +DI \u548c -DI \u7684\u7ed3\u5408\u6765\u5224\u65ad\u5e02\u573a\u662f\u5426\u5904\u4e8e\u5f3a\u52bf\u8d8b\u52bf\u72b6\u6001\u3002<\/li>\n\n\n\n<li><strong>\u5e73\u6ed1 ADX \u503c\u7684\u8ba1\u7b97\u5bf9\u4e8e\u786e\u4fdd\u4ea4\u6613\u7b56\u7565\u7684\u51c6\u786e\u6027\u81f3\u5173\u91cd\u8981<\/strong>\uff0c\u8fd9\u901a\u5e38\u901a\u8fc7\u4f7f\u7528 Wilder Wiles \u8bbe\u8ba1\u7684\u81ea\u5b9a\u4e49\u79fb\u52a8\u5e73\u5747\u7ebf\u6765\u5b9e\u73b0\u3002<\/li>\n\n\n\n<li><strong>\u4ea4\u6613\u7b56\u7565\u7684\u5236\u5b9a\u57fa\u4e8e ADX \u7684\u503c\u548c +DI \u4e0e -DI \u7684\u5173\u7cfb<\/strong>\uff0c\u4f8b\u5982\u5f53 ADX \u8d85\u8fc7 25 \u4e14 +DI \u9ad8\u4e8e -DI \u65f6\u751f\u6210\u4e70\u5165\u4fe1\u53f7\uff0c\u53cd\u4e4b\u5219\u751f\u6210\u5356\u51fa\u4fe1\u53f7\u3002<\/li>\n\n\n\n<li><strong>\u56de\u6eaf\u6d4b\u8bd5\u662f\u8bc4\u4f30\u4ea4\u6613\u7b56\u7565\u6709\u6548\u6027\u7684\u5173\u952e\u6b65\u9aa4<\/strong>\uff0c\u901a\u8fc7\u5bf9\u5386\u53f2\u6570\u636e\u7684\u5206\u6790\uff0c\u53ef\u4ee5\u5f97\u51fa\u7b56\u7565\u5728\u8fc7\u53bb\u7684\u5e02\u573a\u73af\u5883\u4e0b\u7684\u8868\u73b0\uff0c\u5e76\u4e0e\u57fa\u51c6\u8fdb\u884c\u6bd4\u8f83\u3002<\/li>\n\n\n\n<li><strong>\u4e0e SPY ETF \u7684\u6bd4\u8f83\u63d0\u4f9b\u4e86\u4e00\u4e2a\u8861\u91cf\u4ea4\u6613\u7b56\u7565\u8868\u73b0\u7684\u53c2\u8003\u70b9<\/strong>\uff0c\u8fd9\u6709\u52a9\u4e8e\u4ea4\u6613\u5458\u7406\u89e3\u7b56\u7565\u76f8\u5bf9\u4e8e\u5e02\u573a\u5e73\u5747\u6c34\u5e73\u7684\u4f18\u52bf\u3002<\/li>\n\n\n\n<li><strong>\u6587\u7ae0\u9f13\u52b1\u8bfb\u8005\u8fdb\u4e00\u6b65\u63a2\u7d22\u548c\u4f18\u5316 ADX \u7b56\u7565<\/strong>\uff0c\u4f8b\u5982\u901a\u8fc7\u7ed3\u5408\u5176\u4ed6\u6280\u672f\u6307\u6807\uff08\u5982 RSI\uff09\u6765\u63d0\u9ad8\u4ea4\u6613\u4fe1\u53f7\u7684\u51c6\u786e\u6027\u3002<\/li>\n\n\n\n<li><strong>\u6295\u8d44\u8005\u548c\u5206\u6790\u5e08\u5e94\u8be5\u6ce8\u610f\uff0c\u56de\u6eaf\u6d4b\u8bd5\u5e76\u4e0d\u80fd\u4fdd\u8bc1\u672a\u6765\u7684\u8868\u73b0<\/strong>\uff0c\u56e0\u6b64\u5728\u5b9e\u9645\u4ea4\u6613\u4e2d\u9700\u8981\u8c28\u614e\u884c\u4e8b\uff0c\u5e76\u8003\u8651\u8fdb\u884c\u66f4\u591a\u7684\u7814\u7a76\u548c\u5206\u6790\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u611f\u8c22\u60a8\u9605\u8bfb\u5230\u6700\u540e\u3002\u5982\u679c\u5bf9\u6587\u4e2d\u7684\u5185\u5bb9\u6709\u4efb\u4f55\u7591\u95ee\uff0c\u8bf7\u7ed9\u6211\u7559\u8a00\uff0c\u5fc5\u590d\u3002<\/strong><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u672c<\/mark><\/strong><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u6587\u5185\u5bb9\u4ec5\u4ec5\u662f\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u5e76\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/mark><\/strong><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u8f6c\u53d1\u8bf7\u6ce8\u660e\u539f\u4f5c\u8005\u548c\u51fa\u5904\u3002<\/mark><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2024\/11\/04\/%e4%bb%a5-python-adx-%e4%b8%ba%e5%8c%99%ef%bc%8c%e5%bc%80%e5%90%af%e7%ae%97%e6%b3%95%e4%ba%a4%e6%98%93%e4%b9%8b%e6%97%85\/\">Continue reading<span class=\"screen-reader-text\">\u4ee5 Python ADX \u4e3a\u5319\uff0c\u5f00\u542f\u7b97\u6cd5\u4ea4\u6613\u4e4b\u65c5<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[5,6],"class_list":["post-1594","post","type-post","status-publish","format-standard","hentry","category-aiinvest","tag-ai","tag-6","entry"],"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1594","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=1594"}],"version-history":[{"count":1,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1594\/revisions"}],"predecessor-version":[{"id":1595,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1594\/revisions\/1595"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=1594"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=1594"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=1594"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}