【Python技术】520实现5日线上穿20日线均线策略

import akshare as ak
import streamlit as st
import pandas as pd
import plotly.graph_objs as go
# 数据加载与计算
@st.cache_data
def load_data(stock_code):
    df = ak.stock_zh_a_hist(
        symbol=stock_code,
        period="daily",
        start_date="20241008",
        adjust="hfq"
    )
    # 计算双均线
    df['MA5'] = df['收盘'].rolling(5).mean()
    df['MA20'] = df['收盘'].rolling(20).mean()
    # 金叉检测
    df['金叉信号'] = (df['MA5'] > df['MA20']) & (df['MA5'].shift(1) <= df['MA20'].shift(1))
    return df
# 可视化函数
def plot_strategy(df):
    fig = go.Figure()
    # K线主图
    fig.add_trace(go.Candlestick(
        x=df['日期'], open=df['开盘'],
        high=df['最高'], low=df['最低'],
        close=df['收盘'], name='K线',
        increasing_line_color='red',
        decreasing_line_color='green',
    ))
    # 均线叠加
    fig.add_trace(go.Scatter(
        x=df['日期'], y=df['MA5'],
        line=dict(color='#FF1493', width=2),
        name='5日均线'
    ))
    fig.add_trace(go.Scatter(
        x=df['日期'], y=df['MA20'],
        line=dict(color='#4169E1', width=2),
        name='20日均线'
    ))
    # 金叉标记
    crosses = df[df['金叉信号']]
    fig.add_trace(go.Scatter(
        x=crosses['日期'], y=crosses['MA5'],
        mode='markers', marker=dict(color='gold', size=10),
        name='金叉信号'
    ))
    st.plotly_chart(fig, use_container_width=True)
def app():
    code = stock_list[stock_list['name'] == selected_stock]['code'].values[0]
    df = load_data(code)
    with st.container():
        col1, col2 = st.columns([1, 3])
        with col1:
            st.metric("最新MA5", f"{df['MA5'].iloc[-1]:.2f}")
            st.metric("最新MA20", f"{df['MA20'].iloc[-1]:.2f}")
            if df['金叉信号'].iloc[-1]:
                st.success("🌟 发现最新金叉信号！")
        with col2:
            plot_strategy(df)
    # 策略条件验证
    with st.expander("📊 高级策略验证"):
        col3, col4 = st.columns(2)
        with col3:
            st.write("**成交量验证**：")
            vol_ratio = df['成交量'].iloc[-1] / df['成交量'].iloc[-2]
            st.metric("成交量变化", f"{vol_ratio:.1f}倍",
                      delta="达标" if vol_ratio >= 1.5 else "不足")
        with col4:
            st.write("**均线斜率验证**：")
            ma5_slope = (df['MA5'].iloc[-1] - df['MA5'].iloc[-5]) / 5
            st.metric("5日线斜率", f"{ma5_slope:.2f}")
    st.dataframe(df[['日期', '收盘', 'MA5', 'MA20', '金叉信号']].tail(10), height=300)
if __name__ == "__main__":
    # 界面设置
    #st.set_page_config(page_title="金叉选股系统", page_icon="📈")
    st.title("📈 5日/20日均线金叉策略系统")
    # 获取股票列表
    stock_list = ak.stock_info_a_code_name()
    selected_stock = st.selectbox("选择股票", stock_list['name'])
    app()