{"id":3593,"date":"2026-03-02T07:49:00","date_gmt":"2026-03-01T23:49:00","guid":{"rendered":"https:\/\/www.laoyulaoyu.com\/?p=3593"},"modified":"2026-02-04T22:49:59","modified_gmt":"2026-02-04T14:49:59","slug":"%e5%ad%a6%e4%bc%9a%e8%af%86%e5%88%ab%e4%bb%b7%e6%a0%bc%e6%83%af%e6%80%a7%ef%bc%8c%e6%89%8b%e6%8a%8a%e6%89%8b%e5%b8%a6%e4%bd%a0%e6%90%ad%e5%bb%ba%e4%b8%80%e5%a5%97%e6%99%ba%e8%83%bd","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2026\/03\/02\/%e5%ad%a6%e4%bc%9a%e8%af%86%e5%88%ab%e4%bb%b7%e6%a0%bc%e6%83%af%e6%80%a7%ef%bc%8c%e6%89%8b%e6%8a%8a%e6%89%8b%e5%b8%a6%e4%bd%a0%e6%90%ad%e5%bb%ba%e4%b8%80%e5%a5%97%e6%99%ba%e8%83%bd\/","title":{"rendered":"\u5b66\u4f1a\u8bc6\u522b\u4ef7\u683c\u201c\u60ef\u6027\u201d\uff0c\u624b\u628a\u624b\u5e26\u4f60\u642d\u5efa\u4e00\u5957\u667a\u80fd\u52a8\u91cf\u6355\u6349\u7cfb\u7edf\uff08\u9644\u4ee3\u7801\uff09"},"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
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\u4e00\u3001\u522b\u628a\u52a8\u91cf\u5f53\u6210\u4e86\u8ffd\u6da8\u6740\u8dcc<\/strong><\/h2>\n\n\n\n
\u521a\u5f00\u59cb\u63a5\u89e6\u52a8\u91cf\u7b56\u7565\u90a3\u4f1a\u513f\uff0c\u6211\u7684\u60f3\u6cd5\u7279\u522b\u7b80\u5355\uff1a\u4ef7\u683c\u7a81\u7834\u6628\u5929\u7684\u9ad8\u70b9\uff0c\u6211\u5c31\u8ddf\u8fdb\uff1b\u8dcc\u7834\u6628\u5929\u7684\u4f4e\u70b9\uff0c\u6211\u5c31\u79bb\u573a\u3002\u770b\u8d77\u6765\u5408\u60c5\u5408\u7406\uff0c\u5bf9\u5427\uff1f<\/p>\n\n\n\n
\u4f46\u5f53\u6211\u628a\u8fd9\u5957\u903b\u8f91\u6269\u5c55\u5230\u66f4\u591a\u54c1\u79cd\u3001\u66f4\u957f\u65f6\u95f4\u6bb5\u65f6\uff0c\u5669\u68a6\u6765\u4e86\u3002\u6211\u7ed9\u5b83\u8d77\u4e86\u4e2a\u540d\u5b57\u2014\u2014”\u5343\u5200\u4e07\u5250\u5f0f\u4e8f\u635f”\u3002<\/p>\n\n\n\n
\u5177\u4f53\u6765\u8bf4\uff0c\u5c31\u662f\u5c0f\u4e8f\u4e0d\u65ad\uff0c\u5076\u5c14\u5927\u8d5a\uff0c\u4f46\u603b\u4f53\u6536\u76ca\u66f2\u7ebf\u5c45\u7136\u8dd1\u4e0d\u8d62\u6700\u7b80\u5355\u7684”\u4e70\u4e86\u653e\u7740\u4e0d\u52a8”\u3002\u95ee\u9898\u5728\u54ea\uff1f\u6211\u540e\u6765\u53d1\u73b0\uff0c\u6211\u628a\u6240\u6709\u7a81\u7834\u90fd\u5f53\u6210\u4e86\u4e00\u56de\u4e8b\uff0c\u5b8c\u5168\u6ca1\u8003\u8651\u5f53\u65f6\u7684\u5e02\u573a\u73af\u5883\u662f\u5e73\u9759\u8fd8\u662f\u8e81\u52a8\uff0c\u5c31\u50cf\u7528\u5f00\u8dd1\u8f66\u7684\u529b\u5ea6\u53bb\u5f00\u62d6\u62c9\u673a\uff0c\u80fd\u4e0d\u51fa\u4e8b\u5417\uff1f<\/p>\n\n\n\n
\u6211\u610f\u8bc6\u5230\u81ea\u5df1\u7f3a\u4e24\u6837\u4e1c\u897f\uff1a\u4e00\u662f\u66f4\u9760\u8c31\u7684\u8d8b\u52bf\u5224\u65ad\u65b9\u6cd5\uff0c\u4e8c\u662f\u66f4\u806a\u660e\u7684\u6ce2\u52a8\u8fc7\u6ee4\u673a\u5236\u3002<\/strong>\u8fd9\u5c31\u628a\u6211\u5f15\u5411\u4e86VWAP\u8fd9\u4e2a\u6307\u6807\u3002<\/p>\n\n\n\n
\"VWAP\u6307\u6807\u793a\u4f8b\"\/<\/figure>\n\n\n\n
\u56fe1\uff1aVWAP\uff08\u6210\u4ea4\u91cf\u52a0\u6743\u5e73\u5747\u4ef7\uff09\u5728\u56fe\u8868\u4e2d\u7684\u5178\u578b\u8868\u73b0 | \u6765\u6e90\uff1aAlchemy Markets<\/em><\/p>\n\n\n\n
\u4e8c\u3001VWAP\uff1a\u627e\u5230”\u771f\u91d1\u767d\u94f6\u805a\u96c6\u7684\u5730\u65b9”<\/strong><\/h2>\n\n\n\n
VWAP\uff0c\u4e2d\u6587\u53eb\u6210\u4ea4\u91cf\u52a0\u6743\u5e73\u5747\u4ef7\u3002\u542c\u8d77\u6765\u9ad8\u5927\u4e0a\uff0c\u5176\u5b9e\u903b\u8f91\u7279\u6734\u5b9e\uff1a<\/p>\n\n\n\n
\u5047\u8bbe\u4e00\u4e2a\u6807\u7684\u4ef7\u683c\u572810\u5143\u6210\u4ea4\u4e86100\u624b\uff0c\u572811\u5143\u6210\u4ea4\u4e86300\u624b\u3002\u90a3\u5e73\u5747\u6210\u672c\u4e0d\u662f\u7b80\u5355\u7684(10+11)\/2=10.5\u5143\uff0c\u800c\u662f(10\u00d7100+11\u00d7300)\/(100+300)=10.75\u5143\u3002<\/p>\n\n\n\n
\u770b\u51fa\u95e8\u9053\u4e86\u5417\uff1f\u6210\u4ea4\u8d8a\u591a\u7684\u5730\u65b9\uff0c\u5bf9\u5e73\u5747\u4ef7\u683c\u7684\u5f71\u54cd\u8d8a\u5927\u3002<\/strong>11\u5143\u6210\u4ea4\u4e86\u66f4\u591a\uff0c\u6240\u4ee5\u5e73\u5747\u6210\u672c\u66f4\u9760\u8fd111\u5143\u3002\u8fd9\u5c31\u662f\u5e02\u573a\u771f\u5b9e\u7684”\u6210\u672c\u91cd\u5fc3”\u3002<\/p>\n\n\n\n
\u6211\u5f53\u65f6\u7684\u7075\u5149\u4e00\u95ea\u662f\uff1a\u5982\u679c\u4e0d\u7528\u5355\u65e5\u7684VWAP\uff0c\u800c\u662f\u628a\u5f88\u591a\u5929\u7684VWAP\u518d\u505a\u4e00\u6b21\u79fb\u52a8\u5e73\u5747\u5462\uff1f\u8fd9\u6837\u65e2\u80fd\u4fdd\u7559”\u6210\u4ea4\u5bc6\u96c6\u533a\u66f4\u91cd\u8981”\u8fd9\u4e2a\u7279\u6027\uff0c\u53c8\u80fd\u5e73\u6ed1\u77ed\u671f\u566a\u97f3\u3002<\/p>\n\n\n\n
\u4e8e\u662f\u6211\u7684”SMVWAP”\uff08\u7b80\u5355\u79fb\u52a8VWAP\uff09\u8bde\u751f\u4e86\uff1a<\/p>\n\n\n\n
    \n
  • \u77ed\u671fSMVWAP\uff1a\u75282-60\u5929\u7684\u5468\u671f\uff0c\u6355\u6349\u8fd1\u671f\u52a8\u6001\uff1b<\/li>\n\n\n\n
  • \u957f\u671fSMVWAP\uff1a\u7528100-250\u5929\u7684\u5468\u671f\uff0c\u8bc6\u522b\u5927\u65b9\u5411\u3002<\/li>\n<\/ul>\n\n\n\n
    \u6838\u5fc3\u89c4\u5219\u5c31\u4e00\u53e5\u8bdd\uff1a\u53ea\u6709\u5f53\u957f\u671fSMVWAP\u5411\u4e0a\u503e\u659c\u65f6\uff0c\u624d\u8003\u8651\u53c2\u4e0e\u591a\u5934\u673a\u4f1a\uff1b\u5982\u679c\u5b83\u5411\u4e0b\u8d70\uff0c\u90a3\u5c31\u4e56\u4e56\u770b\u620f\u3002<\/strong><\/p>\n\n\n\n
    \u5c31\u8fd9\u4e48\u4e00\u6761\u7b80\u5355\u7684\u8fc7\u6ee4\uff0c\u628a\u90a3\u4e9b”\u5728\u4e0b\u8dcc\u8d8b\u52bf\u91cc\u786c\u8981\u62a2\u53cd\u5f39”\u7684\u7cdf\u7cd5\u64cd\u4f5c\u5e72\u6389\u4e86\u5927\u534a\u3002\u8981\u77e5\u9053\uff0c\u4f1a\u8eb2\u5751\u672c\u8eab\u5c31\u662f\u4e00\u95e8\u88ab\u4e25\u91cd\u4f4e\u4f30\u7684\u6280\u80fd\u3002<\/p>\n\n\n\n
    \"VWAP\u652f\u6491\u963b\u529b\"\/<\/figure>\n\n\n\n
    \u56fe2\uff1aVWAP\u5728\u5b9e\u6218\u4e2d\u5e38\u626e\u6f14\u52a8\u6001\u652f\u6491\u6216\u963b\u529b\u89d2\u8272 | \u6765\u6e90\uff1aTrueData<\/em><\/p>\n\n\n\n
    \u4e09\u3001\u6807\u51c6\u5dee\uff1a\u7ed9\u7b56\u7565\u52a0\u4e0a”\u51cf\u9707\u5668”<\/strong><\/h2>\n\n\n\n
    \u89e3\u51b3\u4e86\u8d8b\u52bf\u65b9\u5411\u7684\u95ee\u9898\uff0c\u4f46\u8fd8\u6709\u4e00\u4e2a\u9ebb\u70e6\uff1a\u5373\u4f7f\u5728\u4e0a\u5347\u8d8b\u52bf\u91cc\uff0c\u4ef7\u683c\u4e5f\u4f1a\u4e0a\u8e7f\u4e0b\u8df3\uff0c\u56f4\u7ed5SMVWAP\u6765\u56de\u6298\u817e\u3002\u8fd9\u65f6\u5019\u5982\u679c\u6bcf\u4e2a\u5c0f\u6ce2\u52a8\u90fd\u8ddf\u7740\u52a8\uff0c\u4f1a\u88ab\u9707\u5f97\u4e03\u8364\u516b\u7d20\u3002<\/p>\n\n\n\n
    \u8fd9\u65f6\u5019\u6211\u5f15\u5165\u4e86\u6807\u51c6\u5dee<\/strong>\u8fd9\u4e2a\u7edf\u8ba1\u5de5\u5177\u3002\u8bf4\u767d\u4e86\uff0c\u5b83\u5c31\u662f\u544a\u8bc9\u4f60”\u8fd9\u4e1c\u897f\u5e73\u65f6\u4e00\u822c\u6643\u60a0\u591a\u5927\u8303\u56f4”\u3002<\/p>\n\n\n\n
    \u4e3e\u4e2a\u4f8b\u5b50\uff1a\u5047\u8bbe\u8fc7\u53bb20\u5929\uff0c\u6536\u76d8\u4ef7\u548c\u957f\u671fSMVWAP\u7684\u5e73\u5747\u8ddd\u79bb\u662f2\u5143\uff0c\u6807\u51c6\u5dee\u662f1\u5143\u3002\u90a3\u6211\u53ef\u4ee5\u8bbe\u5b9a\u4e00\u4e2a\u95e8\u69db\uff1a\u53ea\u6709\u5f53\u4ef7\u683c\u504f\u79bbSMVWAP\u8fbe\u52300.7\u4e2a\u6807\u51c6\u5dee\u4ee5\u4e0a\u65f6\uff0c\u624d\u8003\u8651\u884c\u52a8\u3002<\/p>\n\n\n\n
    \u8ba1\u7b97\u793a\u4f8b\uff1a <\/p>\n\n\n\n
    \u95e8\u69db = SMVWAP + 0.7 \u00d7 \u6807\u51c6\u5dee = SMVWAP + 0.7 \u00d7 1\u5143 = SMVWAP + 0.7\u5143<\/strong><\/p>\n\n\n\n
    \u8fd9\u4e2a\u6570\u5b57\u770b\u7740\u5c0f\uff0c\u4f46\u5728\u6d41\u52a8\u6027\u597d\u7684\u5e02\u573a\u91cc\uff0c\u8db3\u4ee5\u8fc7\u6ee4\u6389\u5927\u91cf\u65e0\u610f\u4e49\u7684\u566a\u97f3\u3002\u5e02\u573a\u8e81\u52a8\u65f6\uff0c\u4ef7\u683c\u53ef\u80fd\u5728SMVWAP\u9644\u8fd1\u00b10.5\u5143\u6765\u56de\u6643\u60a0\uff0c\u4f46\u8fbe\u4e0d\u52300.7\u5143\u7684\u95e8\u69db\uff0c\u7cfb\u7edf\u5c31\u4e0d\u4f1a\u88ab\u8bf1\u9a97\u3002<\/p>\n\n\n\n
    \u6211\u5728\u4ee3\u7801\u91cc\u8ba9\u8fd9\u4e2a”\u6807\u51c6\u5dee\u504f\u79fb\u91cf”\u53ef\u4ee5\u5728-2\u5230+2\u4e4b\u95f4\u8c03\u6574\uff0c\u6b65\u957f0.1\u3002\u6b63\u503c\u610f\u5473\u7740\u8ffd\u9010\u66f4\u5267\u70c8\u7684\u6ce2\u52a8\uff0c\u8d1f\u503c\u5219\u8981\u6c42\u4ef7\u683c\u66f4\u8d34\u8fd1\u8d8b\u52bf\u7ebf\uff0c\u8ffd\u6c42\u7a33\u5065\u548c\u5e72\u51c0\u7684\u4ea4\u6613\u673a\u4f1a\u3002<\/em><\/p>\n\n\n\n
    \u56fe3\uff1a\u5229\u7528\u6ce2\u52a8\u7387\u6536\u7f29\u548c\u7a81\u7834\u5bfb\u627e\u9ad8\u6982\u7387\u65f6\u673a | \u6765\u6e90\uff1aDot Net Tutorials<\/em><\/p>\n\n\n\n
    \u56db\u3001\u90a3\u4e2a\u8ba9\u6211\u60ca\u51fa\u4e00\u8eab\u6c57\u7684\u56de\u6d4b\u7ed3\u679c<\/strong><\/h2>\n\n\n\n
    \u628a\u77ed\u671fSMVWAP\u3001\u957f\u671fSMVWAP\u548c\u6807\u51c6\u5dee\u504f\u79fb\u8fd9\u4e09\u4e2a\u7ec4\u4ef6\u4e32\u8d77\u6765\uff0c\u6211\u6254\u8fdb\u4e86\u4f18\u5316\u5668\u3002\u8fd9\u73a9\u610f\u513f\u5c31\u50cf\u4e2a\u4e0d\u77e5\u75b2\u5026\u7684\u5b9e\u4e60\u751f\uff0c\u80fd\u5e2e\u4f60\u6d4b\u8bd5\u51e0\u5343\u79cd\u53c2\u6570\u7ec4\u5408\uff0c\u800c\u4f60\u53ea\u9700\u8981\u5728\u65c1\u8fb9\u559d\u5496\u5561\u3002<\/p>\n\n\n\n
    \u5728\u67d0\u4e2a\u4e3b\u6d41\u8d44\u4ea7\u7684\u591a\u5e74\u5ea6\u6570\u636e\u4e0a\uff0c\u6700\u4f18\u53c2\u6570\u7ec4\u5408\u662f\uff1a<\/p>\n\n\n\n
    \u7ec4\u4ef6<\/th>\u6700\u4f18\u53c2\u6570<\/th>\u542b\u4e49<\/th><\/tr>
    \u77ed\u671fSMVWAP<\/td>16\u5468\u671f<\/td>\u7ea63\u5468\u5de6\u53f3\u7684\u77ed\u671f\u89c6\u89d2<\/td><\/tr>
    \u957f\u671fSMVWAP<\/td>189\u5468\u671f<\/td>\u7ea69\u4e2a\u6708\u7684\u5927\u8d8b\u52bf\u5224\u65ad<\/td><\/tr>
    \u6807\u51c6\u5dee\u504f\u79fb<\/td>-0.7<\/td>\u504f\u5411\u4fdd\u5b88\uff0c\u8981\u6c42\u4ef7\u683c\u66f4\u8d34\u8fd1\u8d8b\u52bf<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
    \u56de\u6d4b\u7ed3\u679c\u5982\u4e0b\uff08\u8bf7\u6ce8\u610f\uff0c\u8fd9\u53ea\u662f\u5386\u53f2\u6570\u636e\u6a21\u62df\uff09\uff1a<\/p>\n\n\n\n
    \u6307\u6807<\/th>\u52a8\u91cf\u7b56\u7565<\/th>\u7b80\u5355\u6301\u6709<\/th>\u5dee\u5f02<\/th><\/tr>
    \u603b\u4ea4\u6613\u6b21\u6570<\/td>40\u6b21<\/td>1\u6b21<\/td>–<\/td><\/tr>
    \u6210\u529f\u6b21\u6570\u5360\u6bd4<\/td>\u7ea648%<\/td>100%<\/td>\u4e0d\u5230\u4e00\u534a<\/td><\/tr>
    \u7d2f\u8ba1\u589e\u957f<\/td>\u7ea610,000%<\/td>\u7ea61,400%<\/td>7\u500d\u5de6\u53f3<\/td><\/tr>
    \u671f\u672b\u8d44\u91d1\uff081,000\u5143\u8d77\u6b65\uff09<\/td>\u7ea6101,000\u5143<\/td>\u7ea615,000\u5143<\/td>6.7\u500d<\/td><\/tr>
    \u5728\u573a\u65f6\u95f4<\/td>675\u5929<\/td>1,364\u5929<\/td>\u4ec550%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
    \u6700\u6709\u610f\u601d\u7684\u662f\u6700\u540e\u90a3\u884c\uff1a\u7cfb\u7edf\u57281,364\u5929\u4e2d\u53ea\u53c2\u4e0e\u4e86675\u5929\uff0c\u5269\u4e0b\u8fd12\u5e74\u90fd\u662f\u7a7a\u4ed3\u72b6\u6001\u3002<\/strong>\u8fd9\u610f\u5473\u7740\u5b83\u907f\u5f00\u4e86\u5927\u91cf\u7684\u5e02\u573a\u56de\u8c03\u548c\u9707\u8361\u671f\u3002<\/p>\n\n\n\n
    \u91cd\u8981\u63d0\u9192\uff1a<\/strong>\u770b\u5230\u8fd9\u91cc\u4f60\u53ef\u80fd\u4f1a\u5fc3\u52a8\uff0c\u4f46\u6211\u5fc5\u987b\u6cfc\u76c6\u51b7\u6c34\u3002\u4efb\u4f55\u56de\u6d4b\u7ed3\u679c\u90fd\u53ef\u80fd\u662f”\u8fc7\u5ea6\u4f18\u5316”\u7684\u4ea7\u7269\u2014\u2014\u5c31\u662f\u8ba9\u5386\u53f2\u6570\u636e\u62df\u5408\u5f97\u592a\u5b8c\u7f8e\uff0c\u5b9e\u6218\u5374\u4e00\u584c\u7cca\u6d82\u3002\u770b\u5230\u6f02\u4eae\u7684\u6536\u76ca\u66f2\u7ebf\uff0c\u7b2c\u4e00\u53cd\u5e94\u5e94\u8be5\u662f\u6000\u7591\uff0c\u800c\u4e0d\u662f\u5174\u594b\u3002<\/p>\n\n\n\n
    \"\u56de\u6d4b\u6536\u76ca\u66f2\u7ebf\"\/<\/figure>\n\n\n\n
    \u56fe4\uff1a\u5178\u578b\u7684\u7b56\u7565\u56de\u6d4b\u6536\u76ca\u66f2\u7ebf\u793a\u4f8b\uff08\u975e\u672c\u7b56\u7565\u5b9e\u9645\u7ed3\u679c\uff0c\u4ec5\u4f9b\u793a\u610f\uff09 <\/em><\/p>\n\n\n\n
    \u4e94\u3001\u5982\u4f55\u907f\u514d”\u6570\u636e\u62df\u5408”\u7684\u5751<\/strong><\/p>\n\n\n\n
    \u6211\u4e0d\u5efa\u8bae\u4efb\u4f55\u4eba\u76f4\u63a5\u7528\u4e0a\u9762\u90a3\u7ec4\u53c2\u6570\u3002\u771f\u6b63\u503c\u5f97\u501f\u9274\u7684\u662f\u601d\u8def\uff0c\u4e0d\u662f\u6570\u5b57\u3002\u8fd9\u91cc\u63d0\u4f9b\u4e00\u4e2a\u7b80\u5316\u7248\u7684\u4e09\u6b65\u843d\u5730\u6cd5\uff1a<\/p>\n\n\n\n
    \u7b2c\u4e00\u6b65\uff1a\u9009\u5bf9\u6807\u7684<\/strong><\/p>\n\n\n\n
    \u6311\u4e00\u4e2a\u4f60\u719f\u6089\u7684\u3001\u6d41\u52a8\u6027\u597d\u7684\u6807\u7684\u3002\u53ef\u4ee5\u662f\u4e3b\u6d41\u6307\u6570ETF\u3001\u5927\u578b\u6807\u7684\uff0c\u6216\u8005\u4f60\u957f\u671f\u5173\u6ce8\u7684\u54c1\u79cd\u3002\u6d41\u52a8\u6027\u5dee\u7684\u4e1c\u897f\uff0cVWAP\u7684\u610f\u4e49\u4f1a\u5927\u6253\u6298\u6263\u3002<\/p>\n\n\n\n
    \u7b2c\u4e8c\u6b65\uff1a\u642d\u5efa\u53cc\u5468\u671f\u6846\u67b6<\/strong><\/p>\n\n\n\n
    \u5728\u65e5K\u7ebf\u56fe\u4e0a\u8ba1\u7b97\u4e24\u6761\u7ebf\uff1a<\/p>\n\n\n\n
      \n
    • \u957f\u671f\u7ebf\uff1a150-250\u5929\u7684VWAP\u79fb\u52a8\u5e73\u5747\uff0c\u5224\u65ad\u5927\u65b9\u5411\u3002<\/li>\n\n\n\n
    • \u77ed\u671f\u7ebf\uff1a10-30\u5929\u7684VWAP\u79fb\u52a8\u5e73\u5747\uff0c\u5bfb\u627e\u65f6\u673a\u3002<\/li>\n<\/ul>\n\n\n\n
      \u7b2c\u4e09\u6b65\uff1a\u52a0\u5165\u6ce2\u52a8\u7f13\u51b2<\/strong><\/p>\n\n\n\n
      \u8ba1\u7b97\u4ef7\u683c\u4e0e\u957f\u671f\u7ebf\u7684\u504f\u79bb\u7a0b\u5ea6\uff0c\u53ea\u6709\u5f53\u504f\u79bb\u8d85\u8fc7\u4e00\u5b9a\u9608\u503c\uff08\u6bd4\u5982\u7528\u6807\u51c6\u5dee\u8861\u91cf\uff09\u65f6\u624d\u884c\u52a8\u3002\u8fd9\u4e2a\u9608\u503c\u8981\u4fdd\u5b88\u8d77\u6b65\uff0c\u5b81\u53ef\u9519\u8fc7\u4e00\u4e9b\u673a\u4f1a\uff0c\u4e5f\u522b\u88ab\u5047\u4fe1\u53f7\u53cd\u590d\u6253\u8138\u3002<\/p>\n\n\n\n
      \u5982\u679c\u4f60\u4e0d\u4f1a\u5199\u4ee3\u7801\uff0cTradingView\u8fd9\u7c7b\u5e73\u53f0\u57fa\u672c\u90fd\u80fd\u5b9e\u73b0\u8fd9\u4e2a\u903b\u8f91\u3002\u5b9e\u5728\u4e0d\u884c\uff0c\u7528Excel\u624b\u52a8\u7b97\u51e0\u7ec4\u6570\u636e\uff0c\u4e5f\u80fd\u611f\u53d7\u5176\u4e2d\u7684\u89c4\u5f8b\u3002<\/p>\n\n\n\n
      \u516d\u3001\u6211\u73b0\u5728\u662f\u600e\u4e48\u7528\u8fd9\u5957\u4e1c\u897f\u7684<\/strong><\/h2>\n\n\n\n
      \u8bf4\u5b9e\u8bdd\uff0c\u6211\u73b0\u5728\u5e76\u6ca1\u6709\u7528\u90a3\u7ec4”\u6700\u4f18\u53c2\u6570”\u505a\u5b9e\u76d8\u3002\u5b83\u73b0\u5728\u5bf9\u6211\u6709\u4e24\u4e2a\u66f4\u5b9e\u9645\u7684\u7528\u9014\uff1a<\/p>\n\n\n\n
      \u7b2c\u4e00\uff0c\u5f53\u4f5c\u5e02\u573a\u73af\u5883\u8fc7\u6ee4\u5668\u3002<\/strong>\u5982\u679c\u957f\u671fVWAP\u7ebf\u5f80\u4e0b\u8d70\uff0c\u6211\u4f1a\u81ea\u52a8\u964d\u4f4e\u53c2\u4e0e\u610f\u613f\uff0c\u6216\u8005\u5e72\u8106\u89c2\u671b\u3002\u8fd9\u4e2a\u52a8\u4f5c\u5e2e\u6211\u907f\u514d\u4e86\u65e0\u6570\u6b21”\u63a5\u98de\u5200”\u7684\u51b2\u52a8\u3002<\/p>\n\n\n\n
      \u7b2c\u4e8c\uff0c\u5f53\u4f5c\u72ec\u7acb\u60f3\u6cd5\u7684\u6821\u9a8c\u5668\u3002<\/strong>\u5982\u679c\u6211\u770b\u4e2d\u67d0\u4e2a\u673a\u4f1a\uff0c\u4f46\u957f\u671f\u8d8b\u52bf\u7ebf\u662f\u5e73\u7684\u6216\u5411\u4e0b\u7684\uff0c\u90a3\u9762\u9ec4\u65d7\u5c31\u4f1a\u4eae\u8d77\u3002\u8fd9\u79cd\u60c5\u51b5\u4e0b\u5373\u4f7f\u53c2\u4e0e\uff0c\u6211\u4e5f\u4f1a\u964d\u4f4e\u9884\u671f\uff0c\u5f53\u6210\u8bd5\u63a2\u800c\u975e\u4e3b\u653b\u3002<\/p>\n\n\n\n
      \u8fd9\u91cc\u6709\u4e2a\u53ef\u80fd\u5f97\u7f6a\u4eba\u7684\u89c2\u70b9\uff1a\u5927\u591a\u6570\u6563\u6237\u592a\u5728\u610f”\u8d62\u7684\u6b21\u6570”\uff0c\u5374\u4e0d\u591f\u5728\u610f”\u8d44\u91d1\u66b4\u9732\u5728\u98ce\u9669\u4e2d\u7684\u65f6\u95f4”\u3002<\/strong>\u5728\u6211\u7684\u56de\u6d4b\u91cc\uff0c\u628a\u53c2\u4e0e\u65f6\u95f4\u780d\u6389\u4e00\u534a\uff0c\u6bd4\u628a\u6210\u529f\u7387\u4ece40%\u63d0\u523050%\u91cd\u8981\u5f97\u591a\u3002<\/p>\n\n\n\n
      \u8fd9\u5957\u601d\u8def\u53ef\u4ee5\u5ef6\u4f38\u51fa\u5f88\u591a\u53d8\u4f53\uff1a\u5e94\u7528\u5230\u4e00\u7bee\u5b50\u6807\u7684\u3001\u8bbe\u7f6e\u6536\u76d8\u524d\u63d0\u9192\u3001\u6253\u5305\u6210\u6307\u6807\u81ea\u52a8\u76d1\u63a7\u2026\u2026\u4f46\u6838\u5fc3\u59cb\u7ec8\u662f\u90a3\u53e5\u8bdd\uff1a\u533a\u5206\u771f\u4fe1\u53f7\u548c\u566a\u97f3\uff0c\u533a\u5206\u8be5\u884c\u52a8\u548c\u8be5\u7b49\u5f85\u3002<\/strong><\/p>\n\n\n\n
      \u7ed9\u65b0\u624b\u7684\u5efa\u8bae\uff1a<\/strong>\u522b\u6025\u7740\u627e”\u6700\u4f18\u53c2\u6570”\u3002\u5148\u7528\u8089\u773c\u89c2\u5bdf\uff0c\u5728\u5386\u53f2\u56fe\u8868\u4e0a\u624b\u52a8\u6807\u8bb0\u51e0\u4e2a\u4fe1\u53f7\uff0c\u4f53\u4f1a\u4e00\u4e0b\u8fd9\u4e2a\u903b\u8f91\u7684\u8282\u594f\u3002\u8fd9\u79cd\u624b\u5de5\u56de\u6d4b\u7684\u76f4\u89c9\u57f9\u517b\uff0c\u6bd4\u8dd1\u4e00\u4e07\u6b21\u7a0b\u5e8f\u90fd\u6709\u4ef7\u503c\u3002<\/p>\n\n\n\n
      \u4e03\u3001\u51e0\u4e2a\u5b9e\u7528\u7684\u64cd\u4f5c\u539f\u5219<\/strong><\/h2>\n\n\n\n
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      \u539f\u5219<\/th>\u5177\u4f53\u505a\u6cd5<\/th>\u4e3a\u4ec0\u4e48\u91cd\u8981<\/th><\/tr>
      \u628aVWAP\u5f53\u6210\u672c\u7ebf<\/td>\u4ef7\u683c\u5728\u7ebf\u4e0a=\u591a\u6570\u4eba\u83b7\u5229\uff0c\u5e02\u573a\u504f\u5f3a\uff1b\u5728\u7ebf\u4e0b=\u591a\u6570\u4eba\u88ab\u5957\uff0c\u5e02\u573a\u504f\u5f31<\/td>\u5b83\u53cd\u6620\u7684\u662f\u771f\u91d1\u767d\u94f6\u7684\u805a\u96c6\u533a\uff0c\u4e0d\u662f\u968f\u4fbf\u753b\u7684\u7ebf<\/td><\/tr>
      \u53cc\u5468\u671f\u642d\u914d<\/td>\u957f\u671f\u5b9a\u65b9\u5411\uff0c\u77ed\u671f\u627e\u673a\u4f1a\uff0c\u518d\u52a0\u4e2a\u6ce2\u52a8\u7f13\u51b2<\/td>\u907f\u514d\u5728\u9519\u8bef\u7684\u65f6\u95f4\u505a\u6b63\u786e\u7684\u4e8b<\/td><\/tr>
      \u770b\u4e09\u4e2a\u7ef4\u5ea6<\/td>\u6536\u76ca\u3001\u56de\u64a4\u3001\u5728\u573a\u65f6\u95f4\uff0c\u4e09\u4e2a\u4e00\u8d77\u770b<\/td>\u9ad8\u6536\u76ca\u5982\u679c\u4f34\u968f\u9ad8\u56de\u64a4\u548c\u957f\u671f\u5728\u573a\uff0c\u98ce\u9669\u53ef\u80fd\u5f88\u5927<\/td><\/tr>
      \u624b\u52a8\u9a8c\u8bc1<\/td>\u81f3\u5c11\u5728\u5386\u53f2\u6570\u636e\u4e0a\u624b\u52a8\u6807\u8bb010-20\u4e2a\u4fe1\u53f7<\/td>\u57f9\u517b\u76f4\u89c9\uff0c\u53d1\u73b0\u7a0b\u5e8f\u53ef\u80fd\u5ffd\u7565\u7684\u7ec6\u8282<\/td><\/tr>
      \u4fdd\u5b88\u8d77\u6b65<\/td>\u504f\u79fb\u91cf\u8bbe\u5f97\u4fdd\u5b88\u4e9b\uff0c\u5b81\u53ef\u9519\u8fc7\u522b\u505a\u9519<\/td>\u5047\u4fe1\u53f7\u7684\u6210\u672c\u5f80\u5f80\u6bd4\u9519\u8fc7\u673a\u4f1a\u9ad8\u5f97\u591a<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
      \u516b\u3001\u5173\u4e8e\u8fc7\u5ea6\u4f18\u5316\u7684\u51b7\u601d\u8003<\/strong><\/h2>\n\n\n\n
      \u6211\u5f97\u518d\u5f3a\u8c03\u4e00\u4e0b\u8fc7\u5ea6\u4f18\u5316\uff08Overfitting<\/em>\uff09\u8fd9\u4e2a\u95ee\u9898\u3002\u6211\u89c1\u8fc7\u592a\u591a\u4eba\u5728\u5386\u53f2\u6570\u636e\u4e0a\u628a\u53c2\u6570\u8c03\u5f97\u5929\u82b1\u4e71\u5760\uff0c\u5b9e\u6218\u4e00\u584c\u7cca\u6d82\u3002<\/p>\n\n\n\n
      \u5178\u578b\u7684\u8fc7\u5ea6\u4f18\u5316\u957f\u8fd9\u6837\uff1a<\/p>\n\n\n\n
        \n
      • \u53c2\u6570\u7a0d\u5fae\u53d8\u4e00\u70b9\uff0c\u6536\u76ca\u65ad\u5d16\u5f0f\u4e0b\u8dcc\uff1b<\/li>\n\n\n\n
      • \u52a0\u5165\u4e00\u5806\u6761\u4ef6\u540e\uff0c\u56de\u6d4b\u66f2\u7ebf\u6f02\u4eae\u5f97\u4e0d\u50cf\u771f\u7684\uff1b<\/li>\n\n\n\n
      • \u56de\u6d4b\u80dc\u738770%\uff0c\u5b9e\u76d8\u5374\u8fde50%\u90fd\u4fdd\u4e0d\u4f4f\u3002<\/li>\n<\/ul>\n\n\n\n
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        \u6b63\u786e\u7684\u505a\u6cd5\u662f\uff1a\u5728\u8bad\u7ec3\u96c6\u4e0a\u627e\u53c2\u6570\uff0c\u5728\u6d4b\u8bd5\u96c6\u4e0a\u9a8c\u8bc1\uff0c\u7136\u540e\u7528\u6eda\u52a8\u7a97\u53e3\u6301\u7eed\u68c0\u9a8c\u3002\u56de\u6d4b\u53ea\u662f\u5165\u5b66\u8003\u8bd5\uff0c\u5b9e\u76d8\u624d\u662f\u7ec8\u8eab\u5b66\u4e60\u3002<\/strong><\/p>\n\n\n\n
        \"\u6ce2\u52a8\u7387\u7a81\u7834\u4ea4\u6613\"\/<\/figure>\n\n\n\n
        \u56fe5\uff1a\u6ce2\u52a8\u7387\u7a81\u7834\u4ea4\u6613\u7684\u5b8c\u6574\u6d41\u7a0b\u793a\u610f | \u6765\u6e90\uff1aTradingView<\/em><\/p>\n\n\n\n
        \u5199\u5728\u6700\u540e<\/strong><\/h2>\n\n\n\n
        \u8fd9\u7bc7\u6587\u7ae0\u7684\u6838\u5fc3\u4e0d\u662f\u8ba9\u4f60\u6284\u6211\u7684\u53c2\u6570\uff0c\u800c\u662f\u5206\u4eab\u4e00\u4e2a\u601d\u8def\uff1a\u771f\u6b63\u7684\u4f18\u52bf\u4e0d\u5728\u4e8e\u9884\u6d4b\u5f97\u591a\u51c6\uff0c\u800c\u5728\u4e8e\u8fdb\u573a\u6709\u591a\u7cbe\u3001\u7b49\u5f85\u6709\u591a\u8010\u5fc3\u3001\u8fc7\u6ee4\u6709\u591a\u4e25\u683c\u3002<\/strong><\/p>\n\n\n\n
        \u5f53\u4f60\u53d1\u73b0\u957f\u671f\u8d8b\u52bf\u6307\u6807\u5411\u4e0b\u65f6\uff0c\u65e0\u8bba\u4f60\u7684\u4e3b\u89c2\u5224\u65ad\u591a\u4e48\u4e50\u89c2\uff0c\u90fd\u8bf7\u5148\u8ba9 ego\uff08\u81ea\u8d1f\uff09\u9000\u4e00\u6b65\u3002\u5e02\u573a\u4e0d\u4f1a\u56e0\u4e3a\u4f60\u7684\u575a\u6301\u800c rewarded\uff08\u5956\u52b1\uff09\u4f60\u3002<\/p>\n\n\n\n
        \u8bb0\u4f4f\u8fd9\u4e2a\u5c0f\u89c4\u5219\uff1a”\u5f53\u6211\u7684\u957f\u671f\u8d8b\u52bf\u7ebf\u5411\u4e0b\u65f6\uff0c\u6211\u6ca1\u6709\u8d44\u683c\u770b\u591a<\/strong>\u3002”<\/p>\n\n\n\n
        \u9644\u5f55\uff1aPython\u4ee3\u7801\u624b\u628a\u624b\u6559\u5b66<\/strong><\/h2>\n\n\n\n
        \u8fd9\u91cc\u6211\u7ed9\u5927\u5bb6\u63d0\u4f9b\u4e00\u4e2a\u7b80\u5316\u7684Python\u4ee3\u7801\u793a\u4f8b\u3002<\/p>\n\n\n\n
        \u73af\u5883\u51c6\u5907<\/h3>\n\n\n\n
        \u9996\u5148\u4f60\u9700\u8981\u5b89\u88c5\u5fc5\u8981\u7684\u5e93\uff1a<\/p>\n\n\n\n
        pip install pandas numpy yfinance matplotlib<\/code><\/pre>\n\n\n\n
        \u7b2c\u4e00\u6b65\uff1a\u83b7\u53d6\u6570\u636e<\/h3>\n\n\n\n
        import pandas as pd\n\nimport numpy as np\n\nimport yfinance as yf\n\nimport matplotlib.pyplot as plt\n\n\n# \u8bbe\u7f6e\u4e2d\u6587\u663e\u793a\n\nplt.rcParams['font.sans-serif'] = ['SimHei']\n\nplt.rcParams['axes.unicode_minus'] = False\n\n\n# \u83b7\u53d6\u6570\u636e(\u4ee5\u6caa\u6df1300ETF\u4e3a\u4f8b)\n\nticker = \"510300.SS\" \u00a0# \u6caa\u6df1300ETF\n\ndata = yf.download(ticker, start=\"2020-01-01\", end=\"2024-01-01\")\n\n\nprint(data.head())<\/code><\/pre>\n\n\n\n
        \u7b2c\u4e8c\u6b65\uff1a\u8ba1\u7b97VWAP<\/h3>\n\n\n\n
        def calculate_vwap(df):\n\n\u00a0 \u00a0 \"\"\"\n\n\u00a0 \u00a0 \u8ba1\u7b97VWAP(\u6210\u4ea4\u91cf\u52a0\u6743\u5e73\u5747\u4ef7)\n\n\u00a0 \u00a0 \"\"\"\n\n\u00a0 \u00a0 # \u5178\u578b\u4ef7\u683c = (\u6700\u9ad8\u4ef7 + \u6700\u4f4e\u4ef7 + \u6536\u76d8\u4ef7) \/ 3\n\n\u00a0 \u00a0 df['Typical_Price'] = (df['High'] + df['Low'] + df['Close']) \/ 3\n\n\n\u00a0 \u00a0 # \u4ef7\u683c\u00d7\u6210\u4ea4\u91cf\n\n\u00a0 \u00a0 df['Price_Volume'] = df['Typical_Price'] * df['Volume']\n\n\n\u00a0 \u00a0 # \u7d2f\u8ba1\u4ef7\u683c\u00d7\u6210\u4ea4\u91cf\n\n\u00a0 \u00a0 df['Cumulative_PV'] = df['Price_Volume'].cumsum()\n\n\n\u00a0 \u00a0 # \u7d2f\u8ba1\u6210\u4ea4\u91cf\n\n\u00a0 \u00a0 df['Cumulative_Volume'] = df['Volume'].cumsum()\n\n\n\u00a0 \u00a0 # VWAP = \u7d2f\u8ba1(\u4ef7\u683c\u00d7\u6210\u4ea4\u91cf) \/ \u7d2f\u8ba1\u6210\u4ea4\u91cf\n\n\u00a0 \u00a0 df['VWAP'] = df['Cumulative_PV'] \/ df['Cumulative_Volume']\n\n\n\u00a0 \u00a0 return df\n\n\ndata = calculate_vwap(data)\n\nprint(data[['Close', 'VWAP']].tail())<\/code><\/pre>\n\n\n\n
        \u7b2c\u4e09\u6b65\uff1a\u8ba1\u7b97SMVWAP(VWAP\u7684\u79fb\u52a8\u5e73\u5747)<\/h3>\n\n\n\n
        def calculate_smvwap(df, short_period=16, long_period=189):\n\n\u00a0 \u00a0 \"\"\"\n\n\u00a0 \u00a0 \u8ba1\u7b97SMVWAP(VWAP\u7684\u7b80\u5355\u79fb\u52a8\u5e73\u5747)\n\n\u00a0 \u00a0 \"\"\"\n\n\u00a0 \u00a0 # \u5148\u8ba1\u7b97\u6bcf\u65e5VWAP(\u8fd9\u91cc\u7b80\u5316\u4e3a\u5178\u578b\u4ef7\u683c)\n\n\u00a0 \u00a0 df['Typical_Price'] = (df['High'] + df['Low'] + df['Close']) \/ 3\n\n\n\u00a0 \u00a0 # \u77ed\u671fSMVWAP\n\n\u00a0 \u00a0 df['Short_SMVWAP'] = df['Typical_Price'].rolling(window=short_period).mean()\n\n\n\u00a0 \u00a0 # \u957f\u671fSMVWAP\n\n\u00a0 \u00a0 df['Long_SMVWAP'] = df['Typical_Price'].rolling(window=long_period).mean()\n\n\n\u00a0 \u00a0 return df\n\n\ndata = calculate_smvwap(data)\n\nprint(data[['Close', 'Short_SMVWAP', 'Long_SMVWAP']].tail())<\/code><\/pre>\n\n\n\n
        \u7b2c\u56db\u6b65\uff1a\u8ba1\u7b97\u6807\u51c6\u5dee\u548c\u4ea4\u6613\u4fe1\u53f7<\/h3>\n\n\n\n
        def generate_signals(df, std_shift=-0.7):\n\n\u00a0 \u00a0 \"\"\"\n\n\u00a0 \u00a0 \u751f\u6210\u4ea4\u6613\u4fe1\u53f7\n\n\u00a0 \u00a0 \"\"\"\n\n\u00a0 \u00a0 # \u8ba1\u7b97\u4ef7\u683c\u504f\u79bb\u957f\u671fSMVWAP\u7684\u6807\u51c6\u5dee\n\n\u00a0 \u00a0 df['Price_Deviation'] = df['Close'] - df['Long_SMVWAP']\n\n\u00a0 \u00a0 df['Std_Dev'] = df['Price_Deviation'].rolling(window=20).std()\n\n\n\u00a0 \u00a0 # \u8ba1\u7b97\u8fdb\u573a\u9608\u503c\n\n\u00a0 \u00a0 df['Entry_Threshold'] = df['Long_SMVWAP'] + (std_shift * df['Std_Dev'])\n\n\n\u00a0 \u00a0 # \u5224\u65ad\u957f\u671f\u8d8b\u52bf\u65b9\u5411(\u957f\u671fSMVWAP\u662f\u5426\u5411\u4e0a)\n\n\u00a0 \u00a0 df['Trend_Up'] = df['Long_SMVWAP'] > df['Long_SMVWAP'].shift(1)\n\n\n\u00a0 \u00a0 # \u751f\u6210\u4fe1\u53f7\n\n\u00a0 \u00a0 df['Signal'] = 0\n\n\n\u00a0 \u00a0 # \u4e70\u5165\u4fe1\u53f7:\u957f\u671f\u8d8b\u52bf\u5411\u4e0a \u4e14 \u4ef7\u683c\u7a81\u7834\u77ed\u671fSMVWAP\n\n\u00a0 \u00a0 df.loc[(df['Trend_Up']) &\u00a0\n\n\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0(df['Close'] > df['Short_SMVWAP']) &\u00a0\n\n\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0(df['Close'] > df['Entry_Threshold']), 'Signal'] = 1\n\n\n\u00a0 \u00a0 # \u5356\u51fa\u4fe1\u53f7:\u957f\u671f\u8d8b\u52bf\u5411\u4e0b \u6216 \u4ef7\u683c\u8dcc\u7834\u77ed\u671fSMVWAP\n\n\u00a0 \u00a0 df.loc[(~df['Trend_Up']) |\u00a0\n\n\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0(df['Close'] < df['Short_SMVWAP']), 'Signal'] = -1\n\n\n\u00a0 \u00a0 return df\n\n\ndata = generate_signals(data)\n\nprint(data[['Close', 'Signal']].tail(20))<\/code><\/pre>\n\n\n\n
        \u7b2c\u4e94\u6b65\uff1a\u56de\u6d4b\u7b56\u7565<\/h3>\n\n\n\n
        def backtest_strategy(df, initial_capital=100000):\n\n\u00a0 \u00a0 \"\"\"\n\n\u00a0 \u00a0 \u7b80\u5355\u56de\u6d4b\n\n\u00a0 \u00a0 \"\"\"\n\n\u00a0 \u00a0 df['Position'] = df['Signal'].replace(-1, 0) \u00a0# 1\u8868\u793a\u6301\u4ed3,0\u8868\u793a\u7a7a\u4ed3\n\n\u00a0 \u00a0 df['Position'] = df['Position'].shift(1).fillna(0) \u00a0# \u4fe1\u53f7\u5ef6\u8fdf\u4e00\u5929\u6267\u884c\n\n\n\u00a0 \u00a0 # \u8ba1\u7b97\u6bcf\u65e5\u6536\u76ca\u7387\n\n\u00a0 \u00a0 df['Daily_Return'] = df['Close'].pct_change()\n\n\n\u00a0 \u00a0 # \u8ba1\u7b97\u7b56\u7565\u6536\u76ca\u7387\n\n\u00a0 \u00a0 df['Strategy_Return'] = df['Position'] * df['Daily_Return']\n\n\n\u00a0 \u00a0 # \u8ba1\u7b97\u7d2f\u8ba1\u6536\u76ca\n\n\u00a0 \u00a0 df['Cumulative_Market_Return'] = (1 + df['Daily_Return']).cumprod()\n\n\u00a0 \u00a0 df['Cumulative_Strategy_Return'] = (1 + df['Strategy_Return']).cumprod()\n\n\n\u00a0 \u00a0 # \u8ba1\u7b97\u6700\u7ec8\u6536\u76ca\n\n\u00a0 \u00a0 final_market_value = initial_capital * df['Cumulative_Market_Return'].iloc[-1]\n\n\u00a0 \u00a0 final_strategy_value = initial_capital * df['Cumulative_Strategy_Return'].iloc[-1]\n\n\n\u00a0 \u00a0 print(f\"\u521d\u59cb\u8d44\u91d1: {initial_capital:,.0f}\u5143\")\n\n\u00a0 \u00a0 print(f\"\u4e70\u5165\u6301\u6709\u6700\u7ec8\u4ef7\u503c: {final_market_value:,.0f}\u5143\")\n\n\u00a0 \u00a0 print(f\"\u7b56\u7565\u6700\u7ec8\u4ef7\u503c: {final_strategy_value:,.0f}\u5143\")\n\n\u00a0 \u00a0 print(f\"\u4e70\u5165\u6301\u6709\u6536\u76ca\u7387: {(final_market_value\/initial_capital - 1)*100:.2f}%\")\n\n\u00a0 \u00a0 print(f\"\u7b56\u7565\u6536\u76ca\u7387: {(final_strategy_value\/initial_capital - 1)*100:.2f}%\")\n\n\n\u00a0 \u00a0 # \u8ba1\u7b97\u5728\u5e02\u573a\u4e2d\u7684\u5929\u6570\n\n\u00a0 \u00a0 days_in_market = df['Position'].sum()\n\n\u00a0 \u00a0 total_days = len(df)\n\n\u00a0 \u00a0 print(f\"\u5728\u5e02\u573a\u4e2d\u7684\u5929\u6570: {days_in_market}\/{total_days} ({days_in_market\/total_days*100:.1f}%)\")\n\n\n\u00a0 \u00a0 return df\n\n\ndata = backtest_strategy(data)<\/code><\/pre>\n\n\n\n
        \u7b2c\u516d\u6b65\uff1a\u53ef\u89c6\u5316\u7ed3\u679c<\/h3>\n\n\n\n
        def plot_results(df):\n\n\u00a0 \u00a0 \"\"\"\n\n\u00a0 \u00a0 \u7ed8\u5236\u56de\u6d4b\u7ed3\u679c\n\n\u00a0 \u00a0 \"\"\"\n\n\u00a0 \u00a0 fig, (ax1, ax2, ax3) = plt.subplots(3, 1, figsize=(15, 12))\n\n\n\u00a0 \u00a0 # \u56fe1: \u4ef7\u683c\u548cSMVWAP\n\n\u00a0 \u00a0 ax1.plot(df.index, df['Close'], label='\u6536\u76d8\u4ef7', alpha=0.7)\n\n\u00a0 \u00a0 ax1.plot(df.index, df['Short_SMVWAP'], label='\u77ed\u671fSMVWAP(16)', alpha=0.7)\n\n\u00a0 \u00a0 ax1.plot(df.index, df['Long_SMVWAP'], label='\u957f\u671fSMVWAP(189)', alpha=0.7)\n\n\u00a0 \u00a0 ax1.set_title('\u4ef7\u683c\u4e0eSMVWAP\u6307\u6807', fontsize=14, fontweight='bold')\n\n\u00a0 \u00a0 ax1.set_ylabel('\u4ef7\u683c(\u5143)')\n\n\u00a0 \u00a0 ax1.legend()\n\n\u00a0 \u00a0 ax1.grid(True, alpha=0.3)\n\n\n\u00a0 \u00a0 # \u56fe2: \u4ea4\u6613\u4fe1\u53f7\n\n\u00a0 \u00a0 buy_signals = df[df['Signal'] == 1]\n\n\u00a0 \u00a0 sell_signals = df[df['Signal'] == -1]\n\n\n\u00a0 \u00a0 ax2.plot(df.index, df['Close'], label='\u6536\u76d8\u4ef7', alpha=0.5, color='gray')\n\n\u00a0 \u00a0 ax2.scatter(buy_signals.index, buy_signals['Close'],\u00a0\n\n\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 color='green', marker='^', s=100, label='\u4e70\u5165\u4fe1\u53f7', zorder=5)\n\n\u00a0 \u00a0 ax2.scatter(sell_signals.index, sell_signals['Close'],\u00a0\n\n\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 color='red', marker='v', s=100, label='\u5356\u51fa\u4fe1\u53f7', zorder=5)\n\n\u00a0 \u00a0 ax2.set_title('\u4ea4\u6613\u4fe1\u53f7', fontsize=14, fontweight='bold')\n\n\u00a0 \u00a0 ax2.set_ylabel('\u4ef7\u683c(\u5143)')\n\n\u00a0 \u00a0 ax2.legend()\n\n\u00a0 \u00a0 ax2.grid(True, alpha=0.3)\n\n\n\u00a0 \u00a0 # \u56fe3: \u7d2f\u8ba1\u6536\u76ca\u5bf9\u6bd4\n\n\u00a0 \u00a0 ax3.plot(df.index, (df['Cumulative_Market_Return'] - 1) * 100,\u00a0\n\n\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0label='\u4e70\u5165\u6301\u6709', linewidth=2)\n\n\u00a0 \u00a0 ax3.plot(df.index, (df['Cumulative_Strategy_Return'] - 1) * 100,\u00a0\n\n\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0label='\u52a8\u91cf\u7b56\u7565', linewidth=2)\n\n\u00a0 \u00a0 ax3.set_title('\u7d2f\u8ba1\u6536\u76ca\u7387\u5bf9\u6bd4', fontsize=14, fontweight='bold')\n\n\u00a0 \u00a0 ax3.set_xlabel('\u65e5\u671f')\n\n\u00a0 \u00a0 ax3.set_ylabel('\u6536\u76ca\u7387(%)')\n\n\u00a0 \u00a0 ax3.legend()\n\n\u00a0 \u00a0 ax3.grid(True, alpha=0.3)\n\n\n\u00a0 \u00a0 plt.tight_layout()\n\n\u00a0 \u00a0 plt.savefig('\u52a8\u91cf\u7b56\u7565\u56de\u6d4b\u7ed3\u679c.png', dpi=300, bbox_inches='tight')\n\n\u00a0 \u00a0 plt.show()\n\n\n\u00a0 \u00a0 print(\"\\n\u56fe\u8868\u5df2\u4fdd\u5b58\u4e3a: \u52a8\u91cf\u7b56\u7565\u56de\u6d4b\u7ed3\u679c.png\")\n\n\nplot_results(data)<\/code><\/pre>\n\n\n\n
        \u5b8c\u6574\u4ee3\u7801\u4f7f\u7528\u8bf4\u660e<\/h3>\n\n\n\n
          \n
        1. \u590d\u5236\u4e0a\u9762\u6240\u6709\u4ee3\u7801\u5757,\u6309\u987a\u5e8f\u7c98\u8d34\u5230\u4e00\u4e2aPython\u6587\u4ef6\u4e2d(\u6bd4\u5982momentum_strategy.py<\/code>)<\/strong><\/li>\n\n\n\n
        2. \u8fd0\u884c\u4ee3\u7801:\u00a0python momentum_strategy.py<\/code><\/strong><\/li>\n\n\n\n
        3. \u67e5\u770b\u7ed3\u679c:<\/strong>\n