active_stock.py 文件源码

def get_fit(codes, data):
    for code in codes:
        try:
            his = data.history(code, frequency='5min', length=21, fields='close')
        except Exception as e:
            print e
            continue

        fast = pd.Series(talib.MA(his.values, timeperiod=10), his.index)
        slow = pd.Series(talib.MA(his.values, timeperiod=20), his.index)
        if fast[-1] > slow[-1] and (fast[-2] < slow[-2]):
            yield code