{"id":2264,"date":"2025-05-10T07:47:00","date_gmt":"2025-05-09T23:47:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=2264"},"modified":"2025-05-01T22:50:21","modified_gmt":"2025-05-01T14:50:21","slug":"%e4%b8%bb%e5%8a%9b%e6%9c%80%e6%80%95%e6%95%a3%e6%88%b7%e7%9f%a5%e9%81%93%e7%9a%84%e6%8c%87%e6%a0%87%ef%bc%81ccivi%e5%ae%9e%e6%88%98%e4%bb%a3%e7%a0%81%e5%85%a8%e5%85%ac%e5%bc%80","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2025\/05\/10\/%e4%b8%bb%e5%8a%9b%e6%9c%80%e6%80%95%e6%95%a3%e6%88%b7%e7%9f%a5%e9%81%93%e7%9a%84%e6%8c%87%e6%a0%87%ef%bc%81ccivi%e5%ae%9e%e6%88%98%e4%bb%a3%e7%a0%81%e5%85%a8%e5%85%ac%e5%bc%80\/","title":{"rendered":"\u4e3b\u529b\u6700\u6015\u6563\u6237\u77e5\u9053\u7684\u6307\u6807\uff01CCI+VI\u5b9e\u6218\u4ee3\u7801\u5168\u516c\u5f00"},"content":{"rendered":"\n

\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n

\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>\n\n\n\n
\n
\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u6700\u8fd1\u53d1\u73b0\u4e00\u4e2a\u8d85\u725b\u7684\u4ea4\u6613\u7b56\u7565\uff1a\u7528Python\u7ed3\u5408CCI\u548cVI\u6307\u6807\uff0c\u65e2\u80fd\u6293\u8d85\u8dcc\u53cd\u5f39\uff0c\u53c8\u80fd\u8ddf\u8d8b\u52bf\u5403\u8089\uff01\u4eca\u5929\u6211\u628a\u4ee3\u7801\u548c\u5b9e\u6218\u6280\u5de7\u5168\u516c\u5f00\uff0c\u4ece\u975e\u5e38\u5339\u914dA\u80a1\u7684\u6570\u636e\u4e0b\u8f7d\u5230\u4fe1\u53f7\u751f\u6210\u624b\u628a\u624b\u6559\u5b66\uff0c\u8fd8\u9001\u4f603\u4e2a\u907f\u5f00\u4e3b\u529b\u9677\u9631\u7684\u7edd\u62db\u3002<\/pre>\n<\/blockquote>\n\n\n\n
\u4e00\u3001\u4e3a\u4ec0\u4e48\u8bf4CCI+VI\u662f\u6563\u6237\u7684\u201c\u8eba\u8d5a\u795e\u5668\u201d\uff1f<\/strong><\/h2>\n\n\n\n
\u91d1\u878d\u5e02\u573a\u91cc\uff0c\u4e3b\u529b\u6700\u64c5\u957f\u7528\u201c\u5047\u7a81\u7834\u201d\u548c\u201c\u5047\u6454\u201d\u5272\u97ed\u83dc\u3002\u4f46\u6709\u4e24\u4e2a\u6307\u6807\uff0c\u5374\u80fd\u770b\u7a7f\u4ed6\u4eec\u7684\u5957\u8def\uff1a<\/p>\n\n\n\n
    \n
  • CCI\uff08\u987a\u52bf\u6307\u6807\uff09<\/strong>\uff1a\u4e13\u6293\u4ef7\u683c\u201c\u8fc7\u70ed\u201d\u548c\u201c\u8fc7\u51b7\u201d\u533a\u57df\uff0c\u63d0\u524d\u9884\u8b66\u53cd\u8f6c\uff1b<\/li>\n\n\n\n
  • VI\uff08\u6da1\u65cb\u6307\u6807\uff09<\/strong>\uff1a\u8bc6\u522b\u8d8b\u52bf\u65b9\u5411\uff0c\u907f\u514d\u6284\u5e95\u6284\u5728\u534a\u5c71\u8170\u3002<\/li>\n<\/ul>\n\n\n\n
    \u5bf9\u6bd4\u5176\u4ed6\u6307\u6807<\/strong>\uff1a<\/p>\n\n\n\n
    \u6307\u6807<\/th>\u64c5\u957f\u9886\u57df<\/th>\u7f3a\u70b9<\/th>\u9002\u5408\u4eba\u7fa4<\/th><\/tr><\/thead>
    MACD<\/td>\u4e2d\u957f\u671f\u8d8b\u52bf<\/td>\u6ede\u540e\u660e\u663e<\/td>\u4f5b\u7cfb\u6295\u8d44\u8005<\/td><\/tr>
    RSI<\/td>\u8d85\u4e70\u8d85\u5356<\/td>\u9707\u8361\u5e02\u5931\u6548<\/td>\u77ed\u7ebf\u8d4c\u5f92<\/td><\/tr>
    CCI+VI<\/strong><\/td>\u8d8b\u52bf+\u53cd\u8f6c\u53cc\u6740<\/strong><\/td>\u9700\u53c2\u6570\u4f18\u5316<\/td>\u60f3\u8eba\u8d62\u7684\u4f60<\/strong><\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
    \u4e8c\u3001\u624b\u628a\u624b\u6559\u5b66<\/strong><\/h2>\n\n\n\n
    \u672c\u5de5\u5177\u4f7f\u7528Python\u7ed3\u5408CCI\uff08\u6293\u8d85\u5356\u53cd\u8f6c\uff09\u548cVI\uff08\u8ddf\u8d8b\u52bf\uff09\u6307\u6807\uff0c\u901a\u8fc7AKShare\u83b7\u53d6A\u80a1\u6570\u636e\uff0c\u81ea\u52a8\u751f\u6210\u4e70\u5356\u4fe1\u53f7\u5e76\u53ef\u89c6\u5316\uff0c\u9002\u5408\u91cf\u5316\u4ea4\u6613\u65b0\u624b\u5feb\u901f\u53d1\u73b0\u4f18\u8d28\u6807\u7684\u3002\u4ee5\u4e0b\u4e3a\u6838\u5fc3\u7684\u4e09\u4e2a\u6b65\u9aa4\uff1a<\/p>\n\n\n\n
    1. \u6570\u636e\u83b7\u53d6<\/strong><\/h3>\n\n\n\n
    \u4e13\u4e3aA\u80a1\u4f18\u5316<\/strong>\uff1a<\/p>\n\n\n\n
      \n
    • \u4f7f\u7528AKShare\u6570\u636e\u6e90\uff08\u7a33\u5b9a\u83b7\u53d6\u56fd\u5185\u6570\u636e\uff09\uff1b<\/li>\n\n\n\n
    • \u81ea\u52a8\u5904\u7406\u6caa\u5e02\uff08.SH\uff09\/\u6df1\u5e02\uff08.SZ\uff09\u4ee3\u7801\uff1b<\/li>\n\n\n\n
    • \u91c7\u7528\u540e\u590d\u6743\u4ef7\u683c\u8ba1\u7b97\uff08\u66f4\u771f\u5b9e\u53cd\u6620\u6536\u76ca\uff09\u3002<\/li>\n<\/ul>\n\n\n\n
      # 1. \u83b7\u53d6A\u80a1\u6570\u636e\uff08\u81ea\u52a8\u91cd\u8bd5\u673a\u5236\uff09
      def get_a_stock_data(stock_code=\"600519\", years=3):
          \"\"\"
          \u83b7\u53d6A\u80a1\u6570\u636e\uff08\u652f\u6301\u6caa\u5e02.SH\/\u6df1\u5e02.SZ\uff09
          \u793a\u4f8b\uff1a
          - \u8d35\u5dde\u8305\u53f0: 600519 \u6216 600519.SH
          - \u5b81\u5fb7\u65f6\u4ee3: 300750 \u6216 300750.SZ
          \"\"\"
          # \u7edf\u4e00\u4ee3\u7801\u683c\u5f0f
          stock_code = stock_code.replace(\".SH\", \"\").replace(\".SZ\", \"\")
          market = \"SH\" if stock_code.startswith((\"6\", \"9\")) else \"SZ\"<\/pre>\n\n\n\n
      2. \u8ba1\u7b97CCI\u6307\u6807<\/strong><\/h3>\n\n\n\n
      CCI\u7a97\u53e3\u53ef\u6839\u636e\u5b9e\u9645\u60c5\u51b5\u8c03\u6574\uff0c\u6309242\u4e2a\u4ea4\u6613\u65e5\u8ba1\u7b97\u5e74\u5316\uff08A\u80a1\u5b9e\u9645\uff09\u3002<\/p>\n\n\n\n
      def calculate_cci(data, window=20):\n    tp = (data['High'] + data['Low'] + data['Close']) \/ 3  # \u5178\u578b\u4ef7\u683c\n    sma_tp = tp.rolling(window).mean()                     # 20\u65e5\u5747\u7ebf\n    mean_dev = (tp - sma_tp).abs().rolling(window).mean()  # \u5e73\u5747\u6ce2\u52a8\u5e45\u5ea6\n    data['CCI'] = (tp - sma_tp) \/ (0.015 * mean_dev)       # \u6700\u7ec8\u516c\u5f0f\n    return data\ndata = calculate_cci(data)  # \u8fd0\u884c\u540e\u6570\u636e\u65b0\u589eCCI\u5217<\/pre>\n\n\n\n
      CCI >100\u4ee3\u8868\u5e02\u573a\u201c\u53d1\u70e7\u201d\uff0c<-100\u5219\u662f\u201c\u51b0\u70b9\u201d\u3002<\/p>\n\n\n\n
      3. \u8ba1\u7b97VI\u6307\u6807\uff08\u8d8b\u52bf\u8ffd\u8e2a\u5229\u5668\uff09<\/strong><\/h3>\n\n\n\n
      \u91c7\u7528\u4e86\u4e09\u5c4f\u8054\u52a8\u53ef\u89c6\u5316\uff08K\u7ebf+CCI+VI\uff09\uff0cA\u80a1\u7279\u8272\u7ea2\u7eff\u914d\u8272\uff0c\u4e09\u89d2\u6807\u8bb0\u4e70\u5356\u4fe1\u53f7\u53ca\u6697\u9ed1\u6a21\u5f0f\u62a4\u773c\u4e3b\u9898\u3002<\/p>\n\n\n\n
      def calculate_vi(data, window=14):\n    # \u8ba1\u7b97\u6b63\u8d1f\u8d8b\u52bf\u52a8\u91cf\n    data['+VM'] = abs(data['High'] - data['Low'].shift(1))  # \u4e0a\u6da8\u52a8\u529b\n    data['-VM'] = abs(data['Low'] - data['High'].shift(1))  # \u4e0b\u8dcc\u52a8\u529b\n    # \u8ba1\u7b97\u771f\u5b9e\u6ce2\u5e45\uff08ATR\uff0c\u9632\u9a97\u7ebf\u795e\u5668\uff09\n    tr = data[['High','Low','Close']].apply(lambda x: max(x['High']-x['Low'], \n                                        abs(x['High']-x['Close'].shift(1)),\n                                        abs(x['Low']-x['Close'].shift(1))), axis=1)\n    # \u6807\u51c6\u5316\u5904\u7406\n    data['+VI'] = data['+VM'].rolling(window).sum() \/ tr.rolling(window).sum()\n    data['-VI'] = data['-VM'].rolling(window).sum() \/ tr.rolling(window).sum()\n    return data\ndata = calculate_vi(data)  # \u65b0\u589e+VI\u548c-VI\u5217<\/pre>\n\n\n\n
      \u5173\u952e\u70b9<\/strong>\uff1a+VI\u4e0a\u7a7f-VI\u662f\u8d8b\u52bf\u542f\u52a8\u4fe1\u53f7\uff0c\u4e0b\u7a7f\u5219\u662f\u64a4\u9000\u8b66\u62a5\u3002<\/p>\n\n\n\n
      \u4e09\u30013\u5927\u5b9e\u6218\u6280\u5de7\uff1a\u907f\u5f00\u4e3b\u529b\u9677\u9631\uff0c\u7cbe\u51c6\u6284\u5e95\u9003\u9876<\/strong><\/h2>\n\n\n\n