{"id":1956,"date":"2025-03-10T07:54:00","date_gmt":"2025-03-09T23:54:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1956"},"modified":"2025-02-10T10:45:44","modified_gmt":"2025-02-10T02:45:44","slug":"%e8%b4%b9%e9%9b%aa%e5%8f%98%e6%8d%a2%e4%bb%b7%e9%87%8f%e8%b6%8b%e5%8a%bf%ef%bc%9a%e5%a6%82%e4%bd%95%e5%ae%9e%e7%8e%b019%e5%80%8d%e6%8a%95%e8%b5%84%e6%94%b6%e7%9b%8a%ef%bc%9f%ef%bc%88%e5%86%85","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2025\/03\/10\/%e8%b4%b9%e9%9b%aa%e5%8f%98%e6%8d%a2%e4%bb%b7%e9%87%8f%e8%b6%8b%e5%8a%bf%ef%bc%9a%e5%a6%82%e4%bd%95%e5%ae%9e%e7%8e%b019%e5%80%8d%e6%8a%95%e8%b5%84%e6%94%b6%e7%9b%8a%ef%bc%9f%ef%bc%88%e5%86%85\/","title":{"rendered":"\u8d39\u96ea\u53d8\u6362+\u4ef7\u91cf\u8d8b\u52bf\uff1a\u5982\u4f55\u5b9e\u73b019\u500d\u6295\u8d44\u6536\u76ca\uff1f\uff08\u5185\u542b\u5b9e\u6218\u5de5\u5177\uff09"},"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\/2025\/02\/250210.png\" alt=\"\" class=\"wp-image-4231\"\/><\/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>\u6700\u8fd1\u6211\u4eec\u56e2\u961f\u7814\u53d1\u4e86\u4e00\u79cd\u57fa\u4e8e\u8d39\u96ea\u53d8\u6362\u548c\u91cf\u4ef7\u8d8b\u52bf\uff08PVT\uff09\u4f18\u5316\u91cf\u5316\u4ea4\u6613\u7684\u7b56\u7565\uff0c\u800c\u8fd9\u5957\u65b9\u6cd5\u80fd\u5e26\u6765\u663e\u8457\u7684\u8d85\u989d\u6536\u76ca\u3002<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u7ecf\u8fc7\u53c2\u6570\u8c03\u6574\u548c\u5386\u53f2\u6570\u636e\u56de\u6d4b\uff0c\u8fd9\u5957\u7b56\u7565\u5728\u7279\u65af\u62c9\u80a1\u7968\u4e0a\u5b9e\u73b0\u4e86\u4e94\u5e74\u8fd119\u500d\u7684\u56de\u62a5<\/mark>\uff0c\u8fdc\u8d85\u5355\u7eaf\u6301\u6709\u7279\u65af\u62c9\u80a1\u7968\u768413\u500d\u6536\u76ca\u3002\u8fd9\u8ba9\u6211\u66f4\u52a0\u575a\u4fe1\uff0c\u901a\u8fc7\u79d1\u5b66\u7684\u5206\u6790\u548c\u6280\u672f\u6307\u6807\uff0c\u6211\u4eec\u5b8c\u5168\u53ef\u4ee5\u5728\u5e02\u573a\u4e2d\u53d1\u73b0\u9690\u85cf\u7684\u673a\u4f1a\u5e76\u4ece\u4e2d\u83b7\u5229\u3002\u60f3\u77e5\u9053\u5177\u4f53\u600e\u4e48\u64cd\u4f5c\u5417\uff1f\u7ee7\u7eed\u5f80\u4e0b\u770b\u5427\uff01<\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u7b56\u7565\u89e3\u8bfb<\/strong><\/h2>\n\n\n\n<p>\u8d39\u96ea\u53d8\u6362+\u91cf\u4ef7\u8d8b\u52bf\uff08PVT\uff09\u7684\u6838\u5fc3\u601d\u60f3\u662f\u5229\u7528\u5148\u8fdb\u7684\u7b97\u6cd5\u6307\u6807\u6355\u6349\u5e02\u573a\u52a8\u91cf\u548c\u4ea4\u6613\u91cf\uff0c\u4ece\u800c\u5e2e\u52a9\u91cf\u5316\u4ea4\u6613\u505a\u51fa\u66f4\u597d\u7684\u51b3\u7b56\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1.1 \u4ec0\u4e48\u662f\u8d39\u96ea\u53d8\u6362\uff1f<\/strong><\/h3>\n\n\n\n<p>\u8d39\u96ea\u53d8\u6362\uff08Fisher Transform\uff09\u662f\u4e00\u79cd\u7528\u4e8e\u6280\u672f\u5206\u6790\u7684\u6570\u5b66\u5de5\u5177\uff0c\u65e8\u5728\u5c06\u4ef7\u683c\u6570\u636e\u8f6c\u6362\u4e3a\u66f4\u6613\u4e8e\u5206\u6790\u7684\u5f62\u5f0f\u3002\u5b83\u901a\u8fc7<strong>\u5c06\u4ef7\u683c\u7684\u76f8\u5bf9\u53d8\u5316\u6620\u5c04\u5230\u4e00\u4e2a\u6807\u51c6\u5316\u7684\u8303\u56f4\u5185\uff0c\u4f7f\u5f97\u4ea4\u6613\u8005\u80fd\u591f\u66f4\u597d\u5730\u8bc6\u522b\u8d85\u4e70\u6216\u8d85\u5356\u7684\u5e02\u573a\u72b6\u6001<\/strong>\u3002\u8d39\u96ea\u53d8\u6362\u5e38\u7528\u4e8e\u80a1\u7968\u3001\u5916\u6c47\u548c\u5176\u4ed6\u91d1\u878d\u5e02\u573a\u7684\u4ea4\u6613\u7b56\u7565\u4e2d\u3002\u5176\u516c\u5f0f\u5982\u4e0b\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/02\/1739152093766.png\" alt=\"\" class=\"wp-image-4233\"\/><\/figure>\n\n\n\n<p><strong>\u8d39\u96ea\u53d8\u6362\u5728\u80a1\u5e02\u7684\u4e3b\u8981\u5e94\u7528\uff1a<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/02\/image-29.png\" alt=\"\" class=\"wp-image-4234\"\/><\/figure>\n\n\n\n<ul id=\"bh-o97OTqX-npvHEpp536Dio\" class=\"wp-block-list\">\n<li><strong>\u8d85\u4e70\u548c\u8d85\u5356\u4fe1\u53f7<\/strong>\uff1a\u901a\u8fc7\u5206\u6790\u8d39\u96ea\u53d8\u6362\u7684\u503c\uff0c\u4ea4\u6613\u8005\u53ef\u4ee5\u8bc6\u522b\u5e02\u573a\u7684\u8d85\u4e70\u6216\u8d85\u5356\u72b6\u6001\u3002\u5f53\u8d39\u96ea\u53d8\u6362\u7684\u503c\u8fbe\u5230\u67d0\u4e2a\u9608\u503c\u65f6\uff0c\u53ef\u80fd\u8868\u660e\u5e02\u573a\u5df2\u7ecf\u8fc7\u5ea6\u53cd\u5e94\uff0c\u4ea4\u6613\u8005\u53ef\u4ee5\u8003\u8651\u53cd\u5411\u64cd\u4f5c\u3002<\/li>\n\n\n\n<li><strong>\u8d8b\u52bf\u8bc6\u522b<\/strong>\uff1a\u8d39\u96ea\u53d8\u6362\u53ef\u4ee5\u5e2e\u52a9\u4ea4\u6613\u8005\u8bc6\u522b\u4ef7\u683c\u8d8b\u52bf\u7684\u53d8\u5316\u3002\u5f53\u8d39\u96ea\u53d8\u6362\u7684\u503c\u53d1\u751f\u663e\u8457\u53d8\u5316\u65f6\uff0c\u53ef\u80fd\u9884\u793a\u7740\u8d8b\u52bf\u7684\u53cd\u8f6c\u6216\u6301\u7eed\u3002<\/li>\n\n\n\n<li><strong>\u4fe1\u53f7\u8fc7\u6ee4<\/strong>\uff1a\u7ed3\u5408\u5176\u4ed6\u6280\u672f\u6307\u6807\uff0c\u8d39\u96ea\u53d8\u6362\u53ef\u4ee5\u4f5c\u4e3a\u4fe1\u53f7\u8fc7\u6ee4\u5668\uff0c\u5e2e\u52a9\u4ea4\u6613\u8005\u63d0\u9ad8\u4ea4\u6613\u51b3\u7b56\u7684\u51c6\u786e\u6027\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u8d39\u96ea\u53d8\u6362\u662f\u4e00\u79cd\u5f3a\u5927\u7684\u5de5\u5177\uff0c\u80fd\u591f\u5e2e\u52a9\u4ea4\u6613\u8005\u66f4\u597d\u5730\u7406\u89e3\u5e02\u573a\u52a8\u6001\u3002\u901a\u8fc7\u5c06\u4ef7\u683c\u6570\u636e\u8f6c\u6362\u4e3a\u6807\u51c6\u5316\u7684\u5f62\u5f0f\uff0c\u4ea4\u6613\u8005\u53ef\u4ee5\u66f4\u5bb9\u6613\u5730\u8bc6\u522b\u6f5c\u5728\u7684\u4ea4\u6613\u673a\u4f1a\u3002\u8d39\u96ea\u53d8\u6362\u5e76\u4e0d\u662f\u5b8c\u7f8e\u7684\uff0c\u5b83\u9700\u8981\u63a5\u4e0b\u6765\u8bb2\u89e3\u7684\u91cf\u4ef7\u8d8b\u52bf\u8fdb\u4e00\u6b65\u5b8c\u5584\u6574\u4f53\u7b56\u7565\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1.2 \u4ec0\u4e48\u662f\u91cf\u4ef7\u8d8b\u52bf\uff08PVT\uff09\uff1f<\/strong><\/h3>\n\n\n\n<p>\u91cf\u4ef7\u8d8b\u52bf\uff08Price Volume Trend\uff0c\u7b80\u79f0PVT\uff09\u662f\u4e00\u79cd\u6280\u672f\u5206\u6790\u6307\u6807\uff0c\u65e8\u5728<strong>\u901a\u8fc7\u7ed3\u5408\u4ef7\u683c\u548c\u4ea4\u6613\u91cf\u7684\u53d8\u5316\u6765\u5e2e\u52a9\u6295\u8d44\u8005\u5224\u65ad\u5e02\u573a\u8d8b\u52bf<\/strong>\u3002PVT\u6307\u6807\u901a\u8fc7\u5c06\u4ef7\u683c\u53d8\u52a8\u4e0e\u4ea4\u6613\u91cf\u76f8\u7ed3\u5408\uff0c\u63d0\u4f9b\u4e86\u4e00\u79cd\u66f4\u4e3a\u5168\u9762\u7684\u5e02\u573a\u52a8\u6001\u89c6\u89d2\uff0c\u5e2e\u52a9\u6295\u8d44\u8005\u8bc6\u522b\u6f5c\u5728\u7684\u4e70\u5165\u6216\u5356\u51fa\u4fe1\u53f7\u3002<\/p>\n\n\n\n<p>PVT\u7684<strong>\u8ba1\u7b97\u65b9\u6cd5<\/strong>\u4e3a<strong>\uff1a<\/strong><\/p>\n\n\n\n<p class=\"has-text-align-center\">\u5f53\u5929PVT = \u524d\u4e00\u5929PVT + \u5f53\u5929\u4ea4\u6613\u91cf \u00d7 (\u5f53\u5929\u6536\u76d8\u4ef7 &#8211; \u524d\u4e00\u5929\u6536\u76d8\u4ef7) \/ \u524d\u4e00\u5929\u6536\u76d8\u4ef7<\/p>\n\n\n\n<p>PVT\u7684<strong>\u8ba1\u7b97\u8fc7\u7a0b<\/strong>\u4e3a\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/02\/image-31.png\" alt=\"\" class=\"wp-image-4236\"\/><\/figure>\n\n\n\n<ul id=\"bh-2Mow4doH_J6TczmOlTeBP\" class=\"wp-block-list\">\n<li><strong>\u786e\u5b9a\u57fa\u51c6\u503c<\/strong>\uff1a\u901a\u5e38\u4ee5\u7b2c\u4e00\u5929\u7684\u6536\u76d8\u4ef7\u4e3a\u57fa\u51c6\u3002<\/li>\n\n\n\n<li><strong>\u8ba1\u7b97\u6bcf\u65e5PVT\u53d8\u5316<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>\u5982\u679c\u5f53\u5929\u7684\u6536\u76d8\u4ef7\u9ad8\u4e8e\u524d\u4e00\u5929\u7684\u6536\u76d8\u4ef7\uff0cPVT\u589e\u52a0\u5f53\u5929\u7684\u4ea4\u6613\u91cf\u3002<\/li>\n\n\n\n<li>\u5982\u679c\u5f53\u5929\u7684\u6536\u76d8\u4ef7\u4f4e\u4e8e\u524d\u4e00\u5929\u7684\u6536\u76d8\u4ef7\uff0cPVT\u51cf\u5c11\u5f53\u5929\u7684\u4ea4\u6613\u91cf\u3002<\/li>\n\n\n\n<li>\u5982\u679c\u6536\u76d8\u4ef7\u6ca1\u6709\u53d8\u5316\uff0c\u5219PVT\u4fdd\u6301\u4e0d\u53d8\u3002<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>\u7d2f\u52a0PVT\u503c<\/strong>\uff1a\u5c06\u6bcf\u65e5\u7684PVT\u53d8\u5316\u7d2f\u52a0\uff0c\u5f97\u5230\u5f53\u524d\u7684PVT\u503c\u3002<\/li>\n<\/ul>\n\n\n\n<p>PVT\u7684<strong>\u4e3b\u8981\u5e94\u7528<\/strong>\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/02\/image-32.png\" alt=\"\" class=\"wp-image-4237\"\/><\/figure>\n\n\n\n<ul id=\"bh-X7RPFn_Li3WKJoxzgMpUE\" class=\"wp-block-list\">\n<li><strong>\u8d8b\u52bf\u786e\u8ba4<\/strong>\uff1a\u5f53PVT\u4e0e\u4ef7\u683c\u8d70\u52bf\u4e00\u81f4\u65f6\uff0c\u8868\u660e\u5f53\u524d\u8d8b\u52bf\u53ef\u80fd\u4f1a\u6301\u7eed\u3002\u4f8b\u5982\uff0c\u4ef7\u683c\u4e0a\u6da8\u4e14PVT\u4e5f\u4e0a\u6da8\uff0c\u8bf4\u660e\u4e70\u76d8\u5f3a\u52b2\uff0c\u8d8b\u52bf\u6709\u53ef\u80fd\u7ee7\u7eed\u3002<\/li>\n\n\n\n<li><strong>\u8d8b\u52bf\u53cd\u8f6c\u4fe1\u53f7<\/strong>\uff1a\u5f53PVT\u4e0e\u4ef7\u683c\u8d70\u52bf\u51fa\u73b0\u80cc\u79bb\u65f6\uff0c\u53ef\u80fd\u9884\u793a\u7740\u8d8b\u52bf\u53cd\u8f6c\u7684\u4fe1\u53f7\u3002\u4f8b\u5982\uff0c\u4ef7\u683c\u4e0a\u6da8\u4f46PVT\u4e0b\u964d\uff0c\u53ef\u80fd\u8868\u660e\u4e70\u76d8\u529b\u91cf\u51cf\u5f31\uff0c\u8d8b\u52bf\u53ef\u80fd\u4f1a\u53cd\u8f6c\u3002<\/li>\n\n\n\n<li><strong>\u4ea4\u6613\u51b3\u7b56<\/strong>\uff1a\u6295\u8d44\u8005\u53ef\u4ee5\u6839\u636ePVT\u7684\u53d8\u5316\u6765\u5236\u5b9a\u4e70\u5165\u6216\u5356\u51fa\u7684\u7b56\u7565\uff0c\u5c24\u5176\u662f\u5728\u5173\u952e\u652f\u6491\u548c\u963b\u529b\u4f4d\u9644\u8fd1\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u91cf\u4ef7\u8d8b\u52bf\uff08PVT\uff09\u662f\u4e00\u79cd\u6709\u6548\u7684\u6280\u672f\u5206\u6790\u5de5\u5177\uff0c\u80fd\u591f\u5e2e\u52a9\u6295\u8d44\u8005\u66f4\u597d\u5730\u7406\u89e3\u5e02\u573a\u52a8\u6001\u3002\u901a\u8fc7\u7ed3\u5408\u8d39\u96ea\u53d8\u6362\u5904\u7406\u8fc7\u7684\u4ef7\u683c\u548c\u4ea4\u6613\u91cf\u7684\u53d8\u5316\uff0cPVT\u4e0d\u4ec5\u53ef\u4ee5\u786e\u8ba4\u5f53\u524d\u8d8b\u52bf\uff0c\u8fd8\u53ef\u4ee5\u63d0\u4f9b\u6f5c\u5728\u7684\u53cd\u8f6c\u4fe1\u53f7\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001\u7b56\u7565\u5f00\u53d1<\/strong><\/h2>\n\n\n\n<p>\u63a5\u4e0b\u6765\u6211\u4eec\u5c06\u901a\u8fc7\u4ee3\u7801\u5f00\u53d1\u5b9e\u73b0\u4e0a\u9762\u7684\u7b56\u7565\u3002\u4e3b\u8981\u529f\u80fd\u662f\uff1a<strong>\u901a\u8fc7\u4f18\u5316PVT\u548cFisher\u53d8\u6362\u7684\u53c2\u6570\uff0c\u627e\u5230\u4e00\u4e2a\u6700\u4f73\u7684\u80a1\u7968\u4ea4\u6613\u7b56\u7565\uff0c\u5e76\u4f7f\u7528\u5386\u53f2\u6570\u636e\u8fdb\u884c\u56de\u6d4b\u548c\u53ef\u89c6\u5316<\/strong>\u3002<\/p>\n\n\n\n<p>\u8fd9\u6bb5\u4ee3\u7801\u4e3b\u8981\u7528\u4e8e\u80a1\u7968\u6570\u636e\u7684\u5206\u6790\u548c\u7b56\u7565\u4f18\u5316\uff0c\u7ed3\u5408\u4e86\u6280\u672f\u6307\u6807\u8ba1\u7b97\u3001\u53c2\u6570\u4f18\u5316\u3001\u56de\u6d4b\u548c\u53ef\u89c6\u5316\u3002\u4ee5\u4e0b\u662f\u5bf9\u4ee3\u7801\u7684\u8be6\u7ec6\u89e3\u6790\uff1a<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1. \u5bfc\u5165\u5e93<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>import numpy as np\nimport pandas as pd\nimport seaborn as sns\nimport matplotlib.pyplot as plt\nimport yfinance as yf\nimport vectorbt as vbt\nfrom sklearn.model_selection import ParameterGrid<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>numpy<\/strong> \u548c <strong>pandas<\/strong>\uff1a\u7528\u4e8e\u6570\u503c\u8ba1\u7b97\u548c\u6570\u636e\u5904\u7406\u3002<\/li>\n\n\n\n<li><strong>seaborn<\/strong> \u548c <strong>matplotlib<\/strong>\uff1a\u7528\u4e8e\u6570\u636e\u53ef\u89c6\u5316\u3002<\/li>\n\n\n\n<li><strong>yfinance<\/strong>\uff1a\u7528\u4e8e\u4eceYahoo Finance\u4e0b\u8f7d\u80a1\u7968\u6570\u636e\u3002<\/li>\n\n\n\n<li><strong>vectorbt<\/strong>\uff1a\u7528\u4e8e\u56de\u6d4b\u548c\u7b56\u7565\u5206\u6790\u3002<\/li>\n\n\n\n<li><strong>ParameterGrid<\/strong>\uff1a\u7528\u4e8e\u751f\u6210\u53c2\u6570\u7f51\u683c\uff0c\u8fdb\u884c\u53c2\u6570\u4f18\u5316\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2. \u5b9a\u4e49\u6280\u672f\u6307\u6807\u8ba1\u7b97\u51fd\u6570<\/strong><br><\/h3>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>2.1 \u8ba1\u7b97\u4ef7\u683c\u6210\u4ea4\u91cf\u8d8b\u52bf\uff08PVT\uff09<\/strong><\/h4>\n\n\n\n<pre class=\"wp-block-code\"><code>def calculate_pvt(df):\n    pvt = &#91;0]  # Initial PVT value\n    for i in range(1, len(df)):\n        pvt_value = pvt&#91;-1] + ((df&#91;'Close']&#91;i] - df&#91;'Close']&#91;i-1]) \/ df&#91;'Close']&#91;i-1]) * df&#91;'Volume']&#91;i]\n        pvt.append(pvt_value)\n    return pd.Series(pvt, index=df.index)<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>PVT<\/strong>\uff08Price Volume Trend\uff09\u662f\u4e00\u79cd\u7ed3\u5408\u4ef7\u683c\u548c\u6210\u4ea4\u91cf\u7684\u6280\u672f\u6307\u6807\uff0c\u7528\u4e8e\u8861\u91cf\u4ef7\u683c\u8d8b\u52bf\u7684\u5f3a\u5ea6\u3002<\/li>\n\n\n\n<li>\u8be5\u51fd\u6570\u901a\u8fc7\u904d\u5386\u6570\u636e\u6846\u4e2d\u7684\u6bcf\u4e00\u884c\uff0c\u8ba1\u7b97PVT\u503c\uff0c\u5e76\u8fd4\u56de\u4e00\u4e2aPandas Series\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>2.2 \u8ba1\u7b97Fisher\u53d8\u6362\u53ca\u5176\u4fe1\u53f7\u7ebf<\/strong><\/h4>\n\n\n\n<pre class=\"wp-block-code\"><code>def calculate_fisher_transform(df, period=10):\n    high_rolling = df&#91;'High'].rolling(window=period).max()\n    low_rolling = df&#91;'Low'].rolling(window=period).min()\n\n# \u3002\u3002\u3002\u3002\u3002\u3002\n\n    return fisher, fisher_signal<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Fisher\u53d8\u6362<\/strong>\u662f\u4e00\u79cd\u5c06\u4ef7\u683c\u6570\u636e\u8f6c\u6362\u4e3a\u6b63\u6001\u5206\u5e03\u7684\u6280\u672f\u6307\u6807\uff0c\u5e38\u7528\u4e8e\u8bc6\u522b\u4ef7\u683c\u53cd\u8f6c\u70b9\u3002<\/li>\n\n\n\n<li>\u8be5\u51fd\u6570\u8ba1\u7b97Fisher\u53d8\u6362\u53ca\u5176\u4fe1\u53f7\u7ebf\uff08\u901a\u8fc7\u6307\u6570\u52a0\u6743\u79fb\u52a8\u5e73\u5747\u8ba1\u7b97\uff09\uff0c\u5e76\u8fd4\u56de\u4e24\u4e2aPandas Series\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3. \u4e0b\u8f7d\u80a1\u7968\u6570\u636e<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>symbol = 'TSLA'\nstart_date = '2019-01-01'\nend_date = '2025-01-01'\n# \u3002\u3002\u3002\u3002\u3002\u3002<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4f7f\u7528<code>yfinance<\/code>\u4e0b\u8f7d\u7279\u65af\u62c9\uff08TSLA\uff09\u4ece2019\u5e74\u52302025\u5e74\u7684\u80a1\u7968\u6570\u636e\u3002<\/li>\n\n\n\n<li>\u6570\u636e\u5305\u62ec\u5f00\u76d8\u4ef7\u3001\u6700\u9ad8\u4ef7\u3001\u6700\u4f4e\u4ef7\u3001\u6536\u76d8\u4ef7\u548c\u6210\u4ea4\u91cf\u3002<\/li>\n\n\n\n<li><code>ffill<\/code>\u7528\u4e8e\u5411\u524d\u586b\u5145\u7f3a\u5931\u503c\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4. \u53c2\u6570\u4f18\u5316<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>shift_values = range(1, 31)  # PVT shift from 1 to 30\nfisher_period_values = range(5, 31)  # Fisher period from 5 to 30\n# \u3002\u3002\u3002\u3002\u3002\u3002<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5b9a\u4e49PVT\u7684<code>shift<\/code>\u503c\u548cFisher\u53d8\u6362\u7684<code>period<\/code>\u503c\u7684\u8303\u56f4\u3002<\/li>\n\n\n\n<li>\u4f7f\u7528<code>ParameterGrid<\/code>\u751f\u6210\u6240\u6709\u53ef\u80fd\u7684\u53c2\u6570\u7ec4\u5408\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5. \u56de\u6d4b\u548c\u4f18\u5316<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>results = &#91;]\n\nfor params in grid:\n    shift_value = params&#91;'shift']\n    fisher_period = params&#91;'fisher_period']\n\n    df&#91;'PVT'] = calculate_pvt(df)\n    df&#91;'Fisher'], df&#91;'Fisher_Signal'] = calculate_fisher_transform(df, period=fisher_period)\n\n# \u3002\u3002\u3002\u3002\u3002\u3002\n\n    results.append({\n        'shift': shift_value,\n        'fisher_period': fisher_period,\n        'performance': portfolio.stats()&#91;'Total Return &#91;%]']\n    })<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u904d\u5386\u6240\u6709\u53c2\u6570\u7ec4\u5408\uff0c\u8ba1\u7b97PVT\u548cFisher\u53d8\u6362\uff0c\u5e76\u751f\u6210\u4ea4\u6613\u4fe1\u53f7\uff08Entry\u548cExit\uff09\u3002<\/li>\n\n\n\n<li>\u4f7f\u7528<code>vectorbt<\/code>\u8fdb\u884c\u56de\u6d4b\uff0c\u8ba1\u7b97\u6bcf\u4e2a\u53c2\u6570\u7ec4\u5408\u7684\u603b\u56de\u62a5\u7387\u3002<\/li>\n\n\n\n<li>\u5c06\u7ed3\u679c\u5b58\u50a8\u5728<code>results<\/code>\u5217\u8868\u4e2d\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>6. \u7ed3\u679c\u53ef\u89c6\u5316\uff08\u70ed\u56fe\uff09<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>results_df = pd.DataFrame(results)\nheatmap_data = results_df.pivot(index='fisher_period', columns='shift', values='performance')\n\nplt.figure(figsize=(12, 8))\nsns.heatmap(heatmap_data, annot=False, fmt=\".1f\", cmap=\"coolwarm\", cbar_kws={'label': 'Total Return &#91;%]'})\nplt.title(\"Heatmap of Total Return by Shift and Fisher Period\")\nplt.xlabel(\"Shift\")\nplt.ylabel(\"Fisher Period\")\nplt.show()<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5c06\u7ed3\u679c\u8f6c\u6362\u4e3aDataFrame\uff0c\u5e76\u751f\u6210\u70ed\u56fe\uff0c\u5c55\u793a\u4e0d\u540c\u53c2\u6570\u7ec4\u5408\u4e0b\u7684\u603b\u56de\u62a5\u7387\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/02\/\u4e0b\u8f7d-1.png\" alt=\"\" class=\"wp-image-4238\"\/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>7. \u6700\u4f73\u53c2\u6570\u9009\u62e9<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>best_params = results_df.loc&#91;results_df&#91;'performance'].idxmax()]\nprint(\"Best parameters:\")\nprint(f\"Shift: {best_params&#91;'shift']}\")\nprint(f\"Fisher Period: {best_params&#91;'fisher_period']}\")\nprint(f\"Total Return: {best_params&#91;'performance']}\")<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u627e\u5230\u603b\u56de\u62a5\u7387\u6700\u9ad8\u7684\u53c2\u6570\u7ec4\u5408\uff0c\u5e76\u6253\u5370\u6700\u4f73\u53c2\u6570\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u8f93\u51fa\u7ed3\u679c\u5982\u4e0b\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>Best parameters:\nShift: 18.0\nFisher Period: 26.0\nTotal Return: 6144.9238142958<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Shift: 18.0<\/strong><br>\u8fd9\u662fPVT\uff08\u4ef7\u683c\u6210\u4ea4\u91cf\u8d8b\u52bf\uff09\u7684\u504f\u79fb\u503c\uff0c\u8868\u793a\u5728\u751f\u6210\u4ea4\u6613\u4fe1\u53f7\u65f6\uff0cPVT\u503c\u9700\u8981\u4e0e18\u5929\u524d\u7684PVT\u503c\u8fdb\u884c\u6bd4\u8f83\u3002<\/li>\n\n\n\n<li><strong>Fisher Period: 26.0<\/strong><br>\u8fd9\u662fFisher\u53d8\u6362\u7684\u8ba1\u7b97\u5468\u671f\uff0c\u8868\u793a\u5728\u8ba1\u7b97Fisher\u53d8\u6362\u65f6\uff0c\u4f7f\u7528\u4e8626\u5929\u7684\u6700\u9ad8\u4ef7\u548c\u6700\u4f4e\u4ef7\u3002<\/li>\n\n\n\n<li><strong>Total Return: 6144.9238142958<\/strong><br>\u8fd9\u662f\u5728\u8be5\u53c2\u6570\u7ec4\u5408\u4e0b\uff0c\u7b56\u7565\u7684\u603b\u56de\u62a5\u7387\uff08\u767e\u5206\u6bd4\uff09\u30026144.92%\u8868\u793a\u7b56\u7565\u5728\u6d4b\u8bd5\u671f\u95f4\uff082020-2025\uff09\u7684\u7d2f\u8ba1\u6536\u76ca\u4e3a\u521d\u59cb\u8d44\u91d1\u768461.45\u500d\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>8. \u4f7f\u7528\u6700\u4f73\u53c2\u6570\u8fdb\u884c\u56de\u6d4b<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>df&#91;'PVT'] = calculate_pvt(df)\ndf&#91;'Fisher'], df&#91;'Fisher_Signal'] = calculate_fisher_transform(df, period=30)\ndf&#91;'Entry'] = (df&#91;'PVT'] &gt; df&#91;'PVT'].shift(26)) &amp; (df&#91;'Fisher'] &gt; df&#91;'Fisher_Signal'])\ndf&#91;'Exit'] = (df&#91;'PVT'] &lt; df&#91;'PVT'].shift(26)) &amp; (df&#91;'Fisher'] &lt; df&#91;'Fisher_Signal'])\n\ndf = df&#91;(df.index.year &gt;= 2020) &amp; (df.index.year &lt;= 2025)]\n\nportfolio = vbt.Portfolio.from_signals(\n    close=df&#91;'Close'],\n    entries=df&#91;'Entry'],\n    exits=df&#91;'Exit'],\n    init_cash=100_000,\n    fees=0.001\n)\n\nprint(portfolio.stats())\nportfolio.plot().show()<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4f7f\u7528\u6700\u4f73\u53c2\u6570\u91cd\u65b0\u8ba1\u7b97PVT\u548cFisher\u53d8\u6362\uff0c\u751f\u6210\u4ea4\u6613\u4fe1\u53f7\uff0c\u5e76\u8fdb\u884c\u56de\u6d4b\u3002<\/li>\n\n\n\n<li>\u6253\u5370\u56de\u6d4b\u7ed3\u679c\uff0c\u5e76\u7ed8\u5236\u8d44\u91d1\u66f2\u7ebf\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u4ee5\u4e0a\u4ee3\u7801\u7ed3\u5408\u4e86\u6280\u672f\u6307\u6807\u8ba1\u7b97\u3001\u53c2\u6570\u4f18\u5316\u3001\u56de\u6d4b\u548c\u53ef\u89c6\u5316\uff0c\u5c55\u793a\u4e86\u5982\u4f55\u901a\u8fc7\u7cfb\u7edf\u5316\u7684\u65b9\u6cd5\u8fdb\u884c\u7b56\u7565\u5f00\u53d1\u548c\u4f18\u5316\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>9. \u56de\u6d4b\u6027\u80fd\u6307\u6807\u5206\u6790<\/strong><\/h3>\n\n\n\n<p><strong>\u56de\u6d4b\u8f93\u51fa\u7ed3\u679c\u5982\u4e0b\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>Start                         2020-01-02 00:00:00\nEnd                           2024-12-31 00:00:00\nPeriod                                       1258\nStart Value                              100000.0\nEnd Value                          1994740.623761\nTotal Return &#91;%]                      1894.740624\nBenchmark Return &#91;%]                  1307.892888\nMax Gross Exposure &#91;%]                      100.0\nTotal Fees Paid                      42888.457775\nMax Drawdown &#91;%]                        38.771981\nMax Drawdown Duration                       664.0\nTotal Trades                                   26\nTotal Closed Trades                            25\nTotal Open Trades                               1\nOpen Trade PnL                      706830.425741\nWin Rate &#91;%]                                 56.0\nBest Trade &#91;%]                         118.168326\nWorst Trade &#91;%]                        -18.001128\nAvg Winning Trade &#91;%]                   29.905057\nAvg Losing Trade &#91;%]                    -5.907255\nAvg Winning Trade Duration              42.214286\nAvg Losing Trade Duration               11.272727\nProfit Factor                            2.945644\nExpectancy                           47516.407921<\/code><\/pre>\n\n\n\n<p>\u4ee5\u4e0b\u662f\u5bf9\u56de\u6d4b\u7ed3\u679c\u7684\u8be6\u7ec6\u8bf4\u660e\uff1a<\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>9.1 \u65f6\u95f4\u8303\u56f4<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Start<\/strong> \u548c <strong>End<\/strong>\uff1a\u56de\u6d4b\u7684\u65f6\u95f4\u8303\u56f4\u662f\u4ece2020\u5e741\u67082\u65e5\u52302024\u5e7412\u670831\u65e5\u3002<\/li>\n\n\n\n<li><strong>Period<\/strong>\uff1a\u56de\u6d4b\u671f\u95f4\u5171\u67091258\u4e2a\u4ea4\u6613\u65e5\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>9.2 \u8d44\u91d1\u53d8\u5316<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Start Value<\/strong>\uff1a\u521d\u59cb\u8d44\u91d1\u4e3a100,000\u7f8e\u5143\u3002<\/li>\n\n\n\n<li><strong>End Value<\/strong>\uff1a\u56de\u6d4b\u7ed3\u675f\u65f6\uff0c\u8d44\u91d1\u589e\u957f\u52301,994,740.62\u7f8e\u5143\u3002<\/li>\n\n\n\n<li><strong>Total Return [%]<\/strong>\uff1a\u7b56\u7565\u7684\u603b\u56de\u62a5\u7387\u4e3a1894.74%\uff0c\u5373\u521d\u59cb\u8d44\u91d1\u589e\u957f\u4e86\u7ea618.95\u500d\u3002<\/li>\n\n\n\n<li><strong>Benchmark Return [%]<\/strong>\uff1a\u57fa\u51c6\u56de\u62a5\u7387\u4e3a1307.89%\uff0c\u8868\u793a\u5982\u679c\u5355\u7eaf\u6301\u6709\u7279\u65af\u62c9\u80a1\u7968\uff08\u4e0d\u8fdb\u884c\u4efb\u4f55\u4ea4\u6613\uff09\uff0c\u6536\u76ca\u4e3a\u521d\u59cb\u8d44\u91d1\u768413.08\u500d\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>9.3 \u98ce\u9669\u6307\u6807<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Max Gross Exposure [%]<\/strong>\uff1a\u7b56\u7565\u7684\u6700\u5927\u603b\u655e\u53e3\u4e3a100%\uff0c\u8868\u793a\u7b56\u7565\u59cb\u7ec8\u6ee1\u4ed3\u64cd\u4f5c\u3002<\/li>\n\n\n\n<li><strong>Total Fees Paid<\/strong>\uff1a\u603b\u4ea4\u6613\u8d39\u7528\u4e3a42,888.46\u7f8e\u5143\uff0c\u8fd9\u662f\u57fa\u4e8e\u6bcf\u6b21\u4ea4\u66130.1%\u7684\u624b\u7eed\u8d39\u8ba1\u7b97\u7684\u3002<\/li>\n\n\n\n<li><strong>Max Drawdown [%]<\/strong>\uff1a\u6700\u5927\u56de\u64a4\u4e3a38.77%\uff0c\u8868\u793a\u7b56\u7565\u5728\u56de\u6d4b\u671f\u95f4\u7684\u6700\u5927\u8d44\u91d1\u56de\u64a4\u5e45\u5ea6\u3002<\/li>\n\n\n\n<li><strong>Max Drawdown Duration<\/strong>\uff1a\u6700\u5927\u56de\u64a4\u6301\u7eed\u65f6\u95f4\u4e3a664\u5929\uff0c\u5373\u7b56\u7565\u4ece\u6700\u9ad8\u70b9\u5230\u6062\u590d\u6700\u9ad8\u70b9\u7684\u65f6\u95f4\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>9.4 \u4ea4\u6613\u7edf\u8ba1<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Total Trades<\/strong>\uff1a\u603b\u4ea4\u6613\u6b21\u6570\u4e3a26\u6b21\u3002<\/li>\n\n\n\n<li><strong>Total Closed Trades<\/strong>\uff1a\u5df2\u5b8c\u6210\u4ea4\u6613\u4e3a25\u6b21\u3002<\/li>\n\n\n\n<li><strong>Total Open Trades<\/strong>\uff1a\u5f53\u524d\u67091\u7b14\u672a\u5e73\u4ed3\u4ea4\u6613\u3002<\/li>\n\n\n\n<li><strong>Open Trade PnL<\/strong>\uff1a\u672a\u5e73\u4ed3\u4ea4\u6613\u7684\u5f53\u524d\u76c8\u4e8f\u4e3a706,830.43\u7f8e\u5143\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>9.5 \u80dc\u7387\u548c\u76c8\u4e8f<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Win Rate [%]<\/strong>\uff1a\u80dc\u7387\u4e3a56%\uff0c\u8868\u793a56%\u7684\u4ea4\u6613\u662f\u76c8\u5229\u7684\u3002<\/li>\n\n\n\n<li><strong>Best Trade [%]<\/strong>\uff1a\u6700\u4f73\u5355\u7b14\u4ea4\u6613\u7684\u6536\u76ca\u7387\u4e3a118.17%\u3002<\/li>\n\n\n\n<li><strong>Worst Trade [%]<\/strong>\uff1a\u6700\u5dee\u5355\u7b14\u4ea4\u6613\u7684\u4e8f\u635f\u7387\u4e3a-18.00%\u3002<\/li>\n\n\n\n<li><strong>Avg Winning Trade [%]<\/strong>\uff1a\u5e73\u5747\u76c8\u5229\u4ea4\u6613\u7684\u6536\u76ca\u7387\u4e3a29.91%\u3002<\/li>\n\n\n\n<li><strong>Avg Losing Trade [%]<\/strong>\uff1a\u5e73\u5747\u4e8f\u635f\u4ea4\u6613\u7684\u4e8f\u635f\u7387\u4e3a-5.91%\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>9.6 \u4ea4\u6613\u6301\u7eed\u65f6\u95f4<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Avg Winning Trade Duration<\/strong>\uff1a\u5e73\u5747\u76c8\u5229\u4ea4\u6613\u7684\u6301\u7eed\u65f6\u95f4\u4e3a42.21\u5929\u3002<\/li>\n\n\n\n<li><strong>Avg Losing Trade Duration<\/strong>\uff1a\u5e73\u5747\u4e8f\u635f\u4ea4\u6613\u7684\u6301\u7eed\u65f6\u95f4\u4e3a11.27\u5929\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>9.7 \u5176\u4ed6\u6307\u6807<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Profit Factor<\/strong>\uff1a\u76c8\u5229\u56e0\u5b50\u4e3a2.9456\uff0c\u8868\u793a\u6bcf\u4e8f\u635f1\u7f8e\u5143\uff0c\u53ef\u4ee5\u76c8\u52292.9456\u7f8e\u5143\u3002\u76c8\u5229\u56e0\u5b50\u5927\u4e8e1\u8868\u793a\u7b56\u7565\u603b\u4f53\u662f\u76c8\u5229\u7684\u3002<\/li>\n\n\n\n<li><strong>Expectancy<\/strong>\uff1a\u671f\u671b\u503c\u4e3a47,516.41\u7f8e\u5143\uff0c\u8868\u793a\u6bcf\u7b14\u4ea4\u6613\u7684\u5e73\u5747\u9884\u671f\u6536\u76ca\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>10. \u6027\u80fd\u53ef\u89c6\u5316<\/strong><\/h3>\n\n\n\n<p>\u5982\u4e0b\u56fe\u6240\u793a\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/02\/newplot.png\" alt=\"\" class=\"wp-image-4239\"\/><\/figure>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7b56\u7565\u8868\u73b0<\/strong>\uff1a\u8be5\u7b56\u7565\u57282020-2025\u5e74\u671f\u95f4\u8868\u73b0\u4f18\u5f02\uff0c\u603b\u56de\u62a5\u7387\u4e3a1894.74%\uff0c\u8fdc\u8d85\u57fa\u51c6\u56de\u62a5\u7387\uff081307.89%\uff09\u3002<\/li>\n\n\n\n<li><strong>\u98ce\u9669\u63a7\u5236<\/strong>\uff1a\u6700\u5927\u56de\u64a4\u4e3a38.77%\uff0c\u6301\u7eed\u65f6\u95f4\u4e3a664\u5929\uff0c\u8868\u660e\u7b56\u7565\u5728\u6781\u7aef\u5e02\u573a\u6761\u4ef6\u4e0b\u53ef\u80fd\u4f1a\u6709\u8f83\u5927\u7684\u8d44\u91d1\u56de\u64a4\u3002<\/li>\n\n\n\n<li><strong>\u4ea4\u6613\u9891\u7387<\/strong>\uff1a\u7b56\u7565\u4ea4\u6613\u9891\u7387\u8f83\u4f4e\uff0c\u517126\u7b14\u4ea4\u6613\uff0c\u80dc\u7387\u4e3a56%\uff0c\u5e73\u5747\u76c8\u5229\u4ea4\u6613\u7684\u6536\u76ca\u7387\u8f83\u9ad8\uff0829.91%\uff09\u3002<\/li>\n\n\n\n<li><strong>\u6700\u4f73\u53c2\u6570<\/strong>\uff1aPVT\u7684\u504f\u79fb\u503c\u4e3a18\uff0cFisher\u53d8\u6362\u7684\u5468\u671f\u4e3a26\uff0c\u8fd9\u662f\u901a\u8fc7\u53c2\u6570\u4f18\u5316\u5f97\u5230\u7684\u6700\u4f73\u7ec4\u5408\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u603b\u4f53\u6765\u770b\uff0c\u8be5\u7b56\u7565\u5728\u6d4b\u8bd5\u671f\u95f4\u8868\u73b0\u975e\u5e38\u51fa\u8272\uff0c\u4f46\u9700\u8981\u6ce8\u610f\u5176\u8f83\u9ad8\u7684\u56de\u64a4\u98ce\u9669\u548c\u8f83\u957f\u7684\u56de\u64a4\u6301\u7eed\u65f6\u95f4\u3002\u5728\u5b9e\u9645\u5e94\u7528\u4e2d\uff0c\u53ef\u80fd\u9700\u8981\u8fdb\u4e00\u6b65\u4f18\u5316\u98ce\u9669\u63a7\u5236\u673a\u5236\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>11. \u5b9e\u6218\u5de5\u5177\uff08\u6e90\u4ee3\u7801\uff09\u4e0b\u8f7d<\/strong><\/h3>\n\n\n\n<p>\u6e90\u4ee3\u7801\u8bf7\u5728\u6211\u7684Google Colab\u4e2d\u7533\u8bf7\u4f7f\u7528\u548c\u4e0b\u8f7d\uff1a<br><a href=\"https:\/\/colab.research.google.com\/drive\/1IPOtCgxZT0Ixr1I1MMPUlik68OW9kuD7?usp=sharing\">https:\/\/colab.research.google.com\/drive\/1IPOtCgxZT0Ixr1I1MMPUlik68OW9kuD7?usp=sharing<\/a><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09\u3001\u89c2\u70b9\u603b\u7ed3<\/strong><\/h2>\n\n\n\n<p>\u672c\u6587\u6df1\u5165\u63a2\u8ba8\u4e86\u5982\u4f55\u5229\u7528\u8d39\u96ea\u53d8\u6362\uff08Fisher Transform\uff09\u548c\u91cf\u4ef7\u8d8b\u52bf\uff08PVT\uff09\u6784\u5efa\u91cf\u5316\u4ea4\u6613\u7b56\u7565\uff0c\u5e76\u901a\u8fc7\u5386\u53f2\u6570\u636e\u56de\u6d4b\u5c55\u793a\u4e86\u8be5\u7b56\u7565\u5728\u7279\u65af\u62c9\u80a1\u7968\u4e0a\u7684\u5353\u8d8a\u8868\u73b0\u2014\u2014\u4e94\u5e74\u5185\u5b9e\u73b0\u4e86\u8fd119\u500d\u7684\u56de\u62a5\u3002\u6587\u7ae0\u4e0d\u4ec5\u8be6\u7ec6\u89e3\u91ca\u4e86\u6280\u672f\u6307\u6807\u7684\u539f\u7406\uff0c\u8fd8\u63d0\u4f9b\u4e86\u5177\u4f53\u7684\u5b9e\u73b0\u65b9\u6cd5\u548c\u4f18\u5316\u5efa\u8bae\uff0c\u9002\u5408\u5bf9\u91cf\u5316\u4ea4\u6613\u611f\u5174\u8da3\u7684\u8bfb\u8005\u5b66\u4e60\u548c\u5b9e\u8df5\u3002<\/p>\n\n\n\n<ul start=\"1\" class=\"wp-block-list\">\n<li><strong>\u6838\u5fc3\u7b56\u7565<\/strong>\uff1a\u7ed3\u5408\u8d39\u96ea\u53d8\u6362\u548c\u91cf\u4ef7\u8d8b\u52bf\uff08PVT\uff09\uff0c\u6355\u6349\u5e02\u573a\u8d8b\u52bf\u53cd\u8f6c\u548c\u5ef6\u7eed\u4fe1\u53f7\u3002<\/li>\n\n\n\n<li><strong>\u5386\u53f2\u56de\u6d4b<\/strong>\uff1a\u5728\u7279\u65af\u62c9\u80a1\u7968\u4e0a\u6d4b\u8bd5\uff0c\u4e94\u5e74\u5185\u5b9e\u73b019\u500d\u56de\u62a5\uff0c\u8fdc\u8d85\u5355\u7eaf\u6301\u6709\u768413\u500d\u6536\u76ca\u3002<\/li>\n\n\n\n<li><strong>\u6280\u672f\u6307\u6807<\/strong>\uff1a\u8d39\u96ea\u53d8\u6362\u7528\u4e8e\u8bc6\u522b\u4ef7\u683c\u6781\u7aef\u503c\uff0cPVT\u7528\u4e8e\u8861\u91cf\u4ef7\u683c\u4e0e\u6210\u4ea4\u91cf\u7684\u5173\u7cfb\u3002<\/li>\n\n\n\n<li><strong>\u53c2\u6570\u4f18\u5316<\/strong>\uff1a\u901a\u8fc7\u8c03\u6574\u53c2\u6570\u548c\u56de\u6d4b\uff0c\u63d0\u5347\u7b56\u7565\u7684\u7a33\u5b9a\u6027\u548c\u6536\u76ca\u3002<\/li>\n\n\n\n<li><strong>\u5b9e\u7528\u5de5\u5177<\/strong>\uff1a\u6587\u7ae0\u63d0\u4f9b\u4e86\u4ee3\u7801\u5b9e\u73b0\u548c\u5de5\u5177\uff0c\u65b9\u4fbf\u8bfb\u8005\u76f4\u63a5\u5e94\u7528\u548c\u9a8c\u8bc1\u7b56\u7565\u3002<\/li>\n<\/ul>\n\n\n\n<p><\/p>\n\n\n\n<p><em>\u611f\u8c22\u60a8\u9605\u8bfb\u5230\u6700\u540e\uff0c\u5e0c\u671b\u8fd9\u7bc7\u6587\u7ae0\u4e3a\u60a8\u5e26\u6765\u4e86\u65b0\u7684\u542f\u53d1\u548c\u5b9e\u7528\u7684\u77e5\u8bc6\uff01\u5982\u679c\u89c9\u5f97\u6709\u5e2e\u52a9\uff0c\u8bf7\u4e0d\u541d\u70b9\u8d5e\u548c\u5206\u4eab\uff0c\u60a8\u7684\u652f\u6301\u662f\u6211\u6301\u7eed\u521b\u4f5c\u7684\u52a8\u529b\u3002\u795d\u60a8\u6295\u8d44\u987a\u5229\uff0c\u6536\u76ca\u957f\u8679\uff01\u5982\u679c\u5bf9\u6587\u4e2d\u5185\u5bb9\u6709\u4efb\u4f55\u7591\u95ee\uff0c\u6b22\u8fce\u7559\u8a00\uff0c\u6211\u4f1a\u5c3d\u5feb\u56de\u590d\uff01<\/em><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"has-text-align-center\" id=\"a1c6\">\u672c\u6587\u5185\u5bb9\u4ec5\u9650\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/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\/2025\/03\/10\/%e8%b4%b9%e9%9b%aa%e5%8f%98%e6%8d%a2%e4%bb%b7%e9%87%8f%e8%b6%8b%e5%8a%bf%ef%bc%9a%e5%a6%82%e4%bd%95%e5%ae%9e%e7%8e%b019%e5%80%8d%e6%8a%95%e8%b5%84%e6%94%b6%e7%9b%8a%ef%bc%9f%ef%bc%88%e5%86%85\/\">Continue reading<span class=\"screen-reader-text\">\u8d39\u96ea\u53d8\u6362+\u4ef7\u91cf\u8d8b\u52bf\uff1a\u5982\u4f55\u5b9e\u73b019\u500d\u6295\u8d44\u6536\u76ca\uff1f\uff08\u5185\u542b\u5b9e\u6218\u5de5\u5177\uff09<\/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":[4,5],"class_list":{"0":"post-1956","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"hentry","6":"category-aiinvest","7":"tag-ai","9":"entry"},"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1956","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=1956"}],"version-history":[{"count":1,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1956\/revisions"}],"predecessor-version":[{"id":1957,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1956\/revisions\/1957"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=1956"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=1956"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=1956"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}