{"id":4520,"date":"2026-07-21T07:10:00","date_gmt":"2026-07-20T23:10:00","guid":{"rendered":"https:\/\/laoyulaoyu.com\/?p=4520"},"modified":"2026-07-12T17:18:11","modified_gmt":"2026-07-12T09:18:11","slug":"%e4%b8%80%e4%b8%aa%e8%a2%ab%e4%bd%8e%e4%bc%b0%e7%9a%84%e6%8c%87%e6%a0%87%ef%bc%8c%e4%b8%93%e6%b2%bbk%e7%ba%bf%e5%9b%be%e9%87%8c%e7%9a%84%e5%81%87%e5%8a%a8%e4%bd%9c","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2026\/07\/21\/%e4%b8%80%e4%b8%aa%e8%a2%ab%e4%bd%8e%e4%bc%b0%e7%9a%84%e6%8c%87%e6%a0%87%ef%bc%8c%e4%b8%93%e6%b2%bbk%e7%ba%bf%e5%9b%be%e9%87%8c%e7%9a%84%e5%81%87%e5%8a%a8%e4%bd%9c\/","title":{"rendered":"\u4e00\u4e2a\u88ab\u4f4e\u4f30\u7684\u6307\u6807\uff0c\u4e13\u6cbbK\u7ebf\u56fe\u91cc\u7684\u5047\u52a8\u4f5c(\u9644\u5b8c\u6574\u4ee3\u7801)"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">\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 class=\"wp-block-paragraph\"><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 fetchpriority=\"high\" decoding=\"async\" width=\"1312\" height=\"736\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/cover-7.png\" alt=\"\" class=\"wp-image-4521\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/cover-7.png 1312w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/cover-7-300x168.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/cover-7-1024x574.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/cover-7-768x431.png 768w\" sizes=\"(max-width: 1312px) 100vw, 1312px\" \/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p class=\"wp-block-paragraph\">\u6587\u4e2d\u793a\u4f8b\u4ec5\u7528\u4e8e\u6280\u672f\u8ba8\u8bba\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u64cd\u4f5c\u5efa\u8bae\u3002<br>\u91cf\u5316\u7b56\u7565\u5f00\u53d1\u5e94\u4ee5\u5b66\u4e60\u548c\u6280\u672f\u4ea4\u6d41\u4e3a\u76ee\u7684\u3002<br>\u672c\u53f7\u4e0d\u8350\u80a1\u3001\u4e0d\u5356\u8bfe\u3001\u4e0d\u627f\u8bfa\u6536\u76ca\u3002<br>\u5e02\u573a\u6709\u98ce\u9669\uff0c\u8bf7\u5408\u6cd5\u5408\u89c4\u6295\u8d44\u3002<\/p>\n<\/blockquote>\n\n\n\n<p class=\"has-text-align-left wp-block-paragraph\">\u672c\u6587\u7ea6 3200 \u5b57  |  \u9884\u8ba1\u9605\u8bfb 8-10 \u5206\u949f<\/p>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u00b7 \u00b7 \u00b7<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6bcf\u4e2a\u505a\u8fc7\u91cf\u5316\u7684\u4eba\u5927\u6982\u90fd\u7ecf\u5386\u8fc7\u8fd9\u4e2a\uff1a\u7b56\u7565\u56de\u6d4b\u5e74\u5316 30%+\uff0c\u5b9e\u76d8\u7b2c\u4e00\u4e2a\u6708\u5c31\u56de\u64a4 8%\u3002\u95ee\u9898\u5f80\u5f80\u4e0d\u662f\u7b56\u7565\u672c\u8eab\u9519\u4e86\uff0c\u800c\u662f\u4f60\u5728\u9707\u8361\u5e02\u8dd1\u8d8b\u52bf\u7b56\u7565\uff0c\u5728\u8d8b\u52bf\u5e02\u8dd1\u5747\u503c\u56de\u5f52\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8bf4\u767d\u4e86\uff0c\u4f60\u9009\u5bf9\u4e86\u6b66\u5668\uff0c\u4f46\u6253\u9519\u4e86\u6218\u573a\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4eca\u5929\u804a\u7684\u8fd9\u4e2a\u6307\u6807\u53eb&nbsp;<strong>Choppiness Index\uff08CHOP\uff09<\/strong>\uff0c\u4e2d\u6587\u53ef\u4ee5\u53eb&#8221;\u9707\u8361\u6307\u6570&#8221;\u6216&#8221;\u788e\u7247\u6307\u6570&#8221;\u3002\u5b83\u4e0d\u544a\u8bc9\u4f60\u6da8\u8fd8\u662f\u8dcc\uff0c\u53ea\u56de\u7b54\u4e00\u4e2a\u95ee\u9898\uff1a<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u5e02\u573a\u73b0\u5728\u5230\u5e95\u5728\u4e0d\u5728\u52a8\uff1f<\/strong><\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e00\u3001CHOP \u662f\u4ec0\u4e48\uff1f<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">CHOP \u7531\u6fb3\u5927\u5229\u4e9a\u5927\u5b97\u5546\u54c1\u4ea4\u6613\u5458 E.W. Dreiss \u5728 1990 \u5e74\u4ee3\u5f00\u53d1\u3002\u6838\u5fc3\u601d\u8def\u5176\u5b9e\u5f88\u76f4\u89c9\uff1a<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e00\u4e2a\u5e02\u573a\u5982\u679c\u8d70\u4e86\u5f88\u8fdc\u7684\u8def\u4f46\u8fd8\u662f\u4e00\u6761\u76f4\u7ebf\uff0c\u90a3\u5b83\u5728\u8d8b\u52bf\u4e2d\u3002\u5982\u679c\u8d70\u4e86\u5f88\u591a\u8def\u4f46\u6700\u540e\u56de\u5230\u8d77\u70b9\u9644\u8fd1\uff0c\u90a3\u5b83\u5728\u9707\u8361\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5c31\u8fd9\u4e48\u7b80\u5355\u3002\u5b83\u4e0d\u5224\u65ad\u65b9\u5411\uff0c\u53ea\u68c0\u6d4b&#8221;\u5e02\u573a\u6027\u683c&#8221;\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">CHOP \u7684\u503c\u5728 0 \u5230 100 \u4e4b\u95f4\u6ce2\u52a8\uff0c\u89c4\u5219\u4e5f\u76f4\u63a5\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><tbody><tr><th class=\"has-text-align-left\" data-align=\"left\">CHOP \u503c<\/th><th class=\"has-text-align-left\" data-align=\"left\">\u5e02\u573a\u72b6\u6001<\/th><th class=\"has-text-align-left\" data-align=\"left\">\u542b\u4e49<\/th><\/tr><tr><td>&lt; 38.2<\/td><td>\u8d8b\u52bf\u5e02<\/td><td>\u65b9\u5411\u660e\u786e\uff0c\u4f4e\u71b5<\/td><\/tr><tr><td>&gt; 61.8<\/td><td>\u9707\u8361\u5e02<\/td><td>\u6765\u56de\u62c9\u952f\uff0c\u9ad8\u71b5<\/td><\/tr><tr><td>38.2 &#8211; 61.8<\/td><td>\u4e2d\u6027<\/td><td>\u8fc7\u6e21\u671f\uff0c\u65b9\u5411\u4e0d\u660e<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u6ce8\u610f\u8fd9\u4e24\u4e2a\u9608\u503c\uff1a38.2 \u548c 61.8\u3002\u4e0d\u662f\u62cd\u8111\u888b\u5b9a\u7684\uff0c\u6765\u81ea Fibonacci \u9ec4\u91d1\u6bd4\u4f8b\u3002Dreiss \u9009\u8fd9\u4e24\u4e2a\u503c\u662f\u56e0\u4e3a\u91d1\u878d\u5e02\u573a\u5728\u9ec4\u91d1\u6bd4\u4f8b\u9644\u8fd1\u957f\u671f\u8868\u73b0\u51fa\u81ea\u76f8\u4f3c\u7684\u5206\u5f62\u7279\u5f81\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e8c\u3001\u516c\u5f0f\u62c6\u89e3<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">CHOP \u7684\u516c\u5f0f\u4e4d\u770b\u6709\u70b9\u590d\u6742\uff0c\u4f46\u903b\u8f91\u5f88\u6f02\u4eae\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>CHOP = 100 \u00d7 log10(ATR_Sum(n) \/ (Highest_High(n) \u2212 Lowest_Low(n))) \/ log10(n)<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u62c6\u6210\u4e94\u6b65\u6765\u770b\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"1024\" height=\"574\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/01-chop-formula-1024x574.png\" alt=\"\" class=\"wp-image-4525\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/01-chop-formula-1024x574.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/01-chop-formula-300x168.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/01-chop-formula-768x431.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/01-chop-formula.png 1312w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u56fe1\uff1aCHOP\u516c\u5f0f\u7684\u6838\u5fc3\u903b\u8f91\u2014\u2014\u603b\u8def\u7a0b\u9664\u4ee5\u76f4\u7ebf\u8ddd\u79bb<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u7b2c\u4e00\u6b65\uff1aTrue Range\uff08\u771f\u5b9e\u6ce2\u5e45\uff09<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u6bcf\u6839K\u7ebf\u7684\u771f\u5b9e\u6ce2\u5e45\u53d6\u4e09\u4e2a\u503c\u4e2d\u7684\u6700\u5927\u503c\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>TR = max(\n\u00a0 High \u2212 Low,\n\u00a0 |High \u2212 Previous Close|,\n\u00a0 |Low \u2212 Previous Close|\n)<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u4f60\u53ef\u80fd\u4f1a\u95ee\uff1a\u4e3a\u4ec0\u4e48\u4e0d\u7528\u7b80\u5355\u7684 High \u51cf Low\uff1f\u90a3\u662f\u56e0\u4e3a\u771f\u5b9e\u6ce2\u5e45\u8981\u6355\u6349\u9694\u591c\u8df3\u7a7a\u3002\u5f00\u76d8\u8df3\u7a7a\u4e5f\u662f\u5e02\u573a\u5728\u52a8\uff0c\u4e0d\u80fd\u5047\u88c5\u6ca1\u770b\u89c1\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u7b2c\u4e8c\u6b65\uff1aATR \u603b\u548c<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u628a\u7a97\u53e3\u671f\uff08\u901a\u5e38 14 \u6839K\u7ebf\uff09\u5185\u6240\u6709 TR \u52a0\u8d77\u6765\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>ATR_Sum = \u03a3 TR over n periods<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u4e2a\u503c\u544a\u8bc9\u4f60\uff1a\u5728\u7a97\u53e3\u671f\u5185\uff0c\u4ef7\u683c\u603b\u5171\u8d70\u4e86\u591a\u5c11\u8def\u3002\u6ce8\u610f\u662f&#8221;\u603b\u8def\u7a0b&#8221;\uff0c\u4e0d\u662f&#8221;\u4f4d\u79fb&#8221;\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u7b2c\u4e09\u6b65\uff1a\u4ef7\u683c\u533a\u95f4<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u7a97\u53e3\u671f\u5185\u7684\u6700\u9ad8\u70b9\u51cf\u6700\u4f4e\u70b9\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>Range = Highest_High(n) \u2212 Lowest_Low(n)<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u662f\u76f4\u7ebf\u8ddd\u79bb\uff0c\u4ece\u6700\u4f4e\u70b9\u5230\u6700\u9ad8\u70b9\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u7b2c\u56db\u6b65\uff1a\u6bd4\u503c<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5173\u952e\u6765\u4e86\u3002ATR \u603b\u548c\u9664\u4ee5\u533a\u95f4\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>Ratio = ATR_Sum \/ Range<\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6bd4\u503c\u63a5\u8fd1 1.0\uff1a\u4ef7\u683c\u51e0\u4e4e\u7b14\u76f4\u8d70\u4e86\u4e00\u4e2a\u65b9\u5411\uff0c\u8d8b\u52bf\u660e\u786e<\/li>\n\n\n\n<li>\u6bd4\u503c\u8fdc\u5927\u4e8e 1.0\uff1a\u4ef7\u683c\u6765\u56de\u6298\u817e\uff0c\u8d70\u4e86\u5f88\u591a\u51a4\u6789\u8def\uff0c\u9707\u8361<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\u6253\u4e2a\u6bd4\u65b9\uff1a\u4f60\u4ece\u5317\u4eac\u53bb\u4e0a\u6d77\u3002\u76f4\u7ebf\u8ddd\u79bb 1000 \u516c\u91cc\u3002\u5982\u679c\u4f60\u4eac\u6caa\u9ad8\u94c1\u76f4\u8fbe\uff0c\u8def\u7a0b\u5c31\u662f 1000 \u516c\u91cc\u51fa\u5934\uff0c\u6bd4\u503c\u63a5\u8fd1 1\u3002\u5982\u679c\u4f60\u5148\u98de\u6b66\u6c49\u518d\u5750\u52a8\u8f66\u5230\u4e0a\u6d77\uff0c\u8d70\u4e86 3000 \u516c\u91cc\uff0c\u6bd4\u503c\u5c31\u662f 3\u3002CHOP \u5e72\u7684\u5c31\u662f\u8fd9\u4e2a\u4e8b\uff1a\u8861\u91cf\u4ef7\u683c&#8221;\u8d70\u51a4\u6789\u8def&#8221;\u7684\u7a0b\u5ea6\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u7b2c\u4e94\u6b65\uff1a\u5bf9\u6570\u5f52\u4e00\u5316<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u7528 log10 \u628a\u7ed3\u679c\u538b\u7f29\u5230 0-100 \u4e4b\u95f4\uff0c\u4e0d\u7ba1\u4f60\u7528\u4ec0\u4e48\u5468\u671f\u3001\u4ec0\u4e48\u54c1\u79cd\uff0c\u7ed3\u679c\u90fd\u5728\u540c\u4e00\u4e2a\u5c3a\u5ea6\u4e0a\u53ef\u6bd4\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e09\u3001\u72b6\u6001\u68c0\u6d4b\uff1aCHOP \u771f\u6b63\u7684\u4ef7\u503c<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">CHOP \u4e0d\u662f\u4e00\u4e2a\u9759\u6001\u6307\u6807\u3002\u5b83\u6700\u6709\u7528\u7684\u529f\u80fd\u662f<strong>\u5e02\u573a\u72b6\u6001\u8f6c\u6362\u68c0\u6d4b<\/strong>\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5e02\u573a\u4e0d\u662f\u968f\u673a\u5728\u8d8b\u52bf\u548c\u9707\u8361\u4e4b\u95f4\u5207\u6362\u7684\uff0c\u5b83\u6709\u5faa\u73af\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>\u9707\u8361 \u2192 &#91;\u7a81\u7834] \u2192 \u8d8b\u52bf \u2192 &#91;\u8870\u7aed] \u2192 \u9707\u8361<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"1024\" height=\"574\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/02-regime-cycle-1024x574.png\" alt=\"\" class=\"wp-image-4524\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/02-regime-cycle-1024x574.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/02-regime-cycle-300x168.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/02-regime-cycle-768x431.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/02-regime-cycle.png 1312w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u56fe2\uff1a\u5e02\u573a\u72b6\u6001\u5faa\u73af\u2014\u2014\u9707\u8361\u3001\u7a81\u7834\u3001\u8d8b\u52bf\u3001\u8870\u7aed<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5f53\u4e00\u6bb5\u957f\u65f6\u95f4\u7684\u9707\u8361\u7ed3\u675f\uff08CHOP \u4ece 61.8 \u4ee5\u4e0a\u5f80 38.2 \u6389\uff09\uff0c\u5f80\u5f80\u610f\u5473\u7740\u7a81\u7834\u5728\u5373\u3002\u591a\u7a7a\u53cc\u65b9\u6253\u5230\u7b4b\u75b2\u529b\u5c3d\uff0c\u4e00\u65e6\u67d0\u4e00\u65b9\u5360\u4e0a\u98ce\uff0c\u884c\u60c5\u53ef\u80fd\u5f88\u731b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u53cd\u8fc7\u6765\uff0cCHOP \u4ece\u4f4e\u4f4d\u5feb\u901f\u62c9\u5347\uff0c\u8bf4\u660e\u8d8b\u52bf\u53ef\u80fd\u5728\u8d70\u4e0b\u5761\u8def\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u4e2a\u4fe1\u606f\u6bd4&#8221;\u4ef7\u683c\u5728\u6da8\u8fd8\u662f\u5728\u8dcc&#8221;\u503c\u94b1\u5f97\u591a\u3002\u56e0\u4e3a\u540c\u6837\u662f\u6da8\uff0c\u5728\u8d8b\u52bf\u5e02\u91cc\u6da8\u548c\u5728\u9707\u8361\u5e02\u91cc\u6da8\uff0c\u5b8c\u5168\u662f\u4e24\u56de\u4e8b\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u56db\u3001\u4ee3\u7801\u5b9e\u64cd<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u91cc\u6211\u628a\u6838\u5fc3\u90e8\u5206\u62ce\u51fa\u6765\u8bb2\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">4.1 \u6570\u636e\u6e05\u6d17<\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>def clean_financial_data(df):\n\u00a0 \u00a0 if isinstance(df.columns, pd.MultiIndex):\n\u00a0 \u00a0 \u00a0 \u00a0 df.columns = df.columns.get_level_values(0)\n\u00a0 \u00a0 df.index = pd.to_datetime(df.index)\n\u00a0 \u00a0 df = df.sort_index()\n\u00a0 \u00a0 df = df&#91;~df.index.duplicated(keep='first')]\n\u00a0 \u00a0 required_cols = &#91;'Open', 'High', 'Low', 'Close', 'Volume']\n\u00a0 \u00a0 df = df&#91;required_cols]\n\u00a0 \u00a0 df = df.apply(pd.to_numeric, errors='coerce')\n\u00a0 \u00a0 df = df.ffill().bfill()\n\u00a0 \u00a0 df = df&#91;(df&#91;&#91;'Open', 'High', 'Low', 'Close']] > 0).all(axis=1)]\n\u00a0 \u00a0 df = df&#91;df&#91;'Volume'] > 0]\n\u00a0 \u00a0 return df<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u6b65\u770b\u7740\u65e0\u804a\uff0c\u5176\u5b9e\u5f88\u5173\u952e\u3002API \u62c9\u6765\u7684\u6570\u636e\u6c38\u8fdc\u662f\u810f\u7684\uff1aMultiIndex \u5217\u540d\u3001\u91cd\u590d\u65f6\u95f4\u6233\u3001\u7f3a\u5931\u503c\u3001\u505c\u724c\u5bfc\u81f4\u7684\u96f6\u4ef7\u683c\u3002\u5783\u573e\u8fdb\uff0c\u5783\u573e\u51fa\u3002\u6e05\u6d17\u6570\u636e\u662f\u4efb\u4f55\u53ef\u9760\u4fe1\u53f7\u7684\u57fa\u7840\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">4.2 CHOP \u8ba1\u7b97<\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>def calculate_choppiness(df, window=14):\n\u00a0 \u00a0 high_low = df&#91;'High'] - df&#91;'Low']\n\u00a0 \u00a0 high_close = np.abs(df&#91;'High'] - df&#91;'Close'].shift(1))\n\u00a0 \u00a0 low_close = np.abs(df&#91;'Low'] - df&#91;'Close'].shift(1))\n\u00a0 \u00a0 tr = pd.concat(&#91;high_low, high_close, low_close], axis=1).max(axis=1)\n\u00a0 \u00a0 atr_sum = tr.rolling(window=window).sum()\n\u00a0 \u00a0 highest_high = df&#91;'High'].rolling(window=window).max()\n\u00a0 \u00a0 lowest_low = df&#91;'Low'].rolling(window=window).min()\n\u00a0 \u00a0 denominator = (highest_high - lowest_low).replace(0, np.nan)\n\u00a0 \u00a0 chop = 100 * np.log10(atr_sum \/ denominator) \/ np.log10(window)\n\u00a0 \u00a0 return chop<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e09\u4e2a\u5b9e\u73b0\u7ec6\u8282\u8981\u6ce8\u610f\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><code>.shift(1)\u00a0\u53d6\u524d\u4e00\u6839K\u7ebf\u7684\u6536\u76d8\u4ef7\uff0c\u8ba1\u7b97 True Range \u5fc5\u987b\u7528\u524d\u6536\uff0c\u4e0d\u80fd\u5f53\u524d\u6536\u76d8\uff0c\u5426\u5219\u6709\u672a\u6765\u51fd\u6570\u3002<\/code><\/li>\n\n\n\n<li><code>.replace(0, np.nan)\u00a0 \u9632\u6b62\u9664\u96f6\uff1a\u505c\u724c\u6216\u5468\u672b\u8df3\u7a7a\u53ef\u80fd\u5bfc\u81f4\u7a97\u53e3\u5185\u6700\u9ad8\u4ef7\u7b49\u4e8e\u6700\u4f4e\u4ef7\u3002<\/code><\/li>\n\n\n\n<li>\u9ed8\u8ba4\u00a0<code>window=14<\/code>\u00a0\u662fDreiss\u539f\u59cb\u8bbe\u5b9a\uff0c\u4e5f\u6709\u4eba\u752820\u621621\u505a\u66f4\u5e73\u6ed1\u7684\u4fe1\u53f7\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">4.3 \u72b6\u6001\u6807\u6ce8<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u811a\u672c\u62c9\u4e86 10 \u53ea\u7f8e\u80a1\uff08AAPL\u3001MSFT\u3001NVDA\u3001TSLA \u7b49\uff092024 \u5e74\u4ee5\u6765\u7684\u65e5\u7ebf\u6570\u636e\uff0c\u6807\u6ce8\u5e02\u573a\u72b6\u6001\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>========================================\n\u00a0LATEST MARKET REGIMES\n========================================\nTicker \u00a0CHOP \u00a0 \u00a0Regime\nAAPL \u00a0 \u00a035.43 \u00a0 TRENDING\nMSFT \u00a0 \u00a058.46 \u00a0 NEUTRAL\nGOOGL \u00a0 32.33 \u00a0 TRENDING\nAMZN \u00a0 \u00a057.95 \u00a0 NEUTRAL\nNVDA \u00a0 \u00a046.70 \u00a0 NEUTRAL\nTSLA \u00a0 \u00a037.23 \u00a0 TRENDING\nMETA \u00a0 \u00a040.20 \u00a0 NEUTRAL\nNFLX \u00a0 \u00a044.82 \u00a0 NEUTRAL\nAMD \u00a0 \u00a0 36.10 \u00a0 TRENDING\nCOIN \u00a0 \u00a054.28 \u00a0 NEUTRAL\n========================================<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e00\u773c\u5c31\u80fd\u770b\u51fa\u8c01\u5728\u8d70\u8d8b\u52bf\uff0c\u8c01\u5728\u9707\u8361\u3002\u8fd9\u4e2a\u8868\u505a\u7b56\u7565\u7b5b\u9009\u7684\u65f6\u5019\u7279\u522b\u597d\u7528\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e94\u3001\u5b9e\u6218\u56db\u6761<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u6839\u636e\u81ea\u5df1\u7684\u4f7f\u7528\u7ecf\u9a8c\uff0c\u6574\u7406\u6210\u56db\u6761\u5b9e\u64cd\u5efa\u8bae\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"574\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/03-practical-use-1024x574.png\" alt=\"\" class=\"wp-image-4523\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/03-practical-use-1024x574.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/03-practical-use-300x168.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/03-practical-use-768x431.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/07\/03-practical-use.png 1312w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u56fe3\uff1aCHOP\u505a\u7b56\u7565\u8fc7\u6ee4\u5668\u2014\u2014\u53ea\u5728\u8d8b\u52bf\u5e02\u653e\u884c<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7b2c\u4e00\u6761\uff1a<\/strong>CHOP \u505a\u8fc7\u6ee4\u5668\uff0c\u4e0d\u505a\u4fe1\u53f7\u522b\u62ff CHOP \u7684\u4ea4\u53c9\u5355\u72ec\u505a\u4ea4\u6613\u4fe1\u53f7\u3002\u5b83\u7684\u6b63\u786e\u7528\u6cd5\u662f\u5f53&#8221;\u95e8\u536b&#8221;\uff1a\u8d8b\u52bf\u7b56\u7565\u53ea\u5728 CHOP &lt; 38.2 \u65f6\u5141\u8bb8\u5f00\u4ed3\uff0c\u5747\u503c\u56de\u5f52\u7b56\u7565\u53ea\u5728 CHOP > 61.8 \u65f6\u8fdb\u573a\u3002\u4e2d\u95f4\u533a\u57df\uff1f\u89c2\u671b\u3002<\/li>\n\n\n\n<li><strong>\u7b2c\u4e8c\u6761\uff1a<\/strong>\u53d8\u5316\u901f\u7387\u6bd4\u7edd\u5bf9\u503c\u91cd\u8981CHOP \u4ece 55 \u8fde\u7eed\u5f80\u4e0b\u6389\u4e86 5 \u5929\uff0c\u6bd4\u4e00\u4e2a\u9759\u6001\u7684 38 \u66f4\u6709\u610f\u4e49\u3002\u6307\u6807\u7684\u53d8\u5316\u901f\u5ea6\u672c\u8eab\u5c31\u662f\u4fe1\u53f7\u3002\u6211\u81ea\u5df1\u7684\u505a\u6cd5\u662f\u7ed9 CHOP \u7b97\u4e00\u4e2a 5 \u65e5 ROC\uff08Rate of Change\uff09\uff0c\u4e0b\u964d\u5230\u67d0\u4e2a\u9608\u503c\u5c31\u63d0\u793a&#8221;\u8d8b\u52bf\u53ef\u80fd\u8981\u6765\u4e86&#8221;\u3002<\/li>\n\n\n\n<li><strong>\u7b2c\u4e09\u6761\uff1a<\/strong>\u914d\u5408\u6210\u4ea4\u91cf\u4ece\u9707\u8361\u5207\u6362\u5230\u8d8b\u52bf\uff0c\u5982\u679c\u6709\u6210\u4ea4\u91cf\u653e\u5927\u914d\u5408\uff0c\u53ef\u9760\u6027\u9ad8\u5f88\u591a\u3002\u6210\u4ea4\u91cf\u662f\u71c3\u6599\uff0cCHOP \u544a\u8bc9\u4f60\u5f15\u64ce\u5728\u8f6c\uff0c\u6210\u4ea4\u91cf\u544a\u8bc9\u4f60\u6cb9\u591f\u4e0d\u591f\u3002<\/li>\n\n\n\n<li><strong>\u7b2c\u56db\u6761\uff1a<\/strong>\u591a\u5468\u671f\u5bf9\u9f50\u65e5\u7ebfCHOP\u53cd\u6620\u7684\u662f\u5468\u7ebf\u7ea7\u522b\u7684\u5e02\u573a\u6027\u683c\u3002\u5982\u679c\u4f60\u5728\u65e5\u7ebf\u548c\u5468\u7ebf\u4e0a\u540c\u65f6\u770b\u5230 CHOP&lt;38.2\uff0c\u8d8b\u52bf\u6301\u7eed\u6027\u4f1a\u5f3a\u5f88\u591a\uff0c\u591a\u5468\u671f\u5bf9\u9f50\u662f\u8fc7\u6ee4\u5047\u4fe1\u53f7\u7684\u6709\u6548\u624b\u6bb5\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">\u516d\u3001\u5b8c\u6574\u4ee3\u7801<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u5b8c\u6574\u6e90\u4ee3\u7801 Google Colab \u5730\u5740\u5982\u4e0b\uff1a<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><a href=\"https:\/\/colab.research.google.com\/drive\/1t33-oG2iVr_5o1wB1aiHl2llT5UP3pu5\">https:\/\/colab.research.google.com\/drive\/1t33-oG2iVr_5o1wB1aiHl2llT5UP3pu5<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u811a\u672c\u6d41\u7a0b\uff1a<\/strong>\u62c9\u6570\u636e \u2192 \u6e05\u6d17 \u2192 \u7b97 CHOP \u2192 \u6807\u6ce8\u72b6\u6001 \u2192 Plotly \u753b\u56fe\uff08\u4ef7\u683c\u56fe + CHOP \u526f\u56fe\uff0c\u80cc\u666f\u6309\u72b6\u6001\u7740\u8272\uff09\u2192 \u591a\u80a1\u7968\u5faa\u73af \u2192 \u6c47\u603b\u8868\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u62ff\u53bb\u6539\u6539\u5c31\u80fd\u8dd1\u81ea\u5df1\u7684\u6807\u7684\u6c60\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e03\u3001\u89c2\u70b9\u603b\u7ed3<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">CHOP \u6307\u6807\u6700\u8ba9\u6211\u559c\u6b22\u7684\u4e00\u70b9\u662f\uff1a<strong>\u5b83\u4e0d\u88c5<\/strong>\u3002\u5f88\u591a\u6307\u6807\u8bd5\u56fe\u544a\u8bc9\u4f60&#8221;\u4f1a\u6da8\u8fd8\u662f\u4f1a\u8dcc&#8221;\uff0c\u7ed3\u679c\u7ecf\u5e38\u6253\u8138\u3002CHOP \u53ea\u8bf4\u4e00\u53e5&#8221;\u5e02\u573a\u73b0\u5728\u5728\u4e0d\u5728\u52a8&#8221;\uff0c\u53cd\u800c\u66f4\u53ef\u9760\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5e02\u573a\u5927\u6982\u6709 70% \u7684\u65f6\u95f4\u5904\u4e8e\u4e2d\u6027\u6216\u9707\u8361\u72b6\u6001\u3002\u5927\u90e8\u5206\u6563\u6237\u5c31\u662f\u5728\u8fd9\u4e2a\u9636\u6bb5\u4e8f\u94b1\u7684\uff0c\u628a\u566a\u97f3\u5f53\u4fe1\u53f7\u3002CHOP \u7ed9\u4f60\u4e00\u4e2a\u91cf\u5316\u5de5\u5177\uff1a\u566a\u97f3\u5c31\u522b\u78b0\uff0c\u7b49\u5e02\u573a\u771f\u8d70\u8d77\u6765\u518d\u8bf4\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u98ce\u9669\u63d0\u793a\uff1a<\/strong>\u672c\u6587\u4ec5\u4f9b\u53c2\u8003\uff0c\u4e0d\u6784\u6210\u6295\u8d44\u5efa\u8bae\u3002\u6295\u8d44\u6709\u98ce\u9669\uff0c\u5165\u9700\u8c28\u614e\u3002<br><strong>\u7248\u6743\u58f0\u660e\uff1a<\/strong>\u672c\u6587\u4e3a\u539f\u521b\u5185\u5bb9\uff0c\u8f6c\u8f7d\u8bf7\u6ce8\u660e\u51fa\u5904\u3002<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\"><a>#ChoppinessIndex<\/a>&nbsp;<a>#\u91cf\u5316\u7b56\u7565<\/a>&nbsp;<a>#\u5e02\u573a\u72b6\u6001\u68c0\u6d4b<\/a>&nbsp;<a>#\u8d8b\u52bf\u8fc7\u6ee4<\/a>&nbsp;<a>#\u6280\u672f\u6307\u6807<\/a>&nbsp;<a>#Python\u91cf\u5316<\/a>&nbsp;<a>#ATR<\/a>&nbsp;<a>#Fibonacci<\/a>&nbsp;<a>#\u4ea4\u6613\u7cfb\u7edf<\/a>&nbsp;<a>#\u7a0b\u5e8f\u5316\u4ea4\u6613<\/a><\/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\/2026\/07\/21\/%e4%b8%80%e4%b8%aa%e8%a2%ab%e4%bd%8e%e4%bc%b0%e7%9a%84%e6%8c%87%e6%a0%87%ef%bc%8c%e4%b8%93%e6%b2%bbk%e7%ba%bf%e5%9b%be%e9%87%8c%e7%9a%84%e5%81%87%e5%8a%a8%e4%bd%9c\/\">Continue reading<span 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