{"id":1008,"date":"2026-03-01T00:47:00","date_gmt":"2026-02-28T16:47:00","guid":{"rendered":"https:\/\/khsci.com\/khQuant\/?page_id=1008"},"modified":"2026-03-01T00:48:10","modified_gmt":"2026-02-28T16:48:10","slug":"custind","status":"publish","type":"page","link":"https:\/\/khsci.com\/khQuant\/custind\/","title":{"rendered":"2.6 \u81ea\u5b9a\u4e49\u6307\u6807\u7684\u5199\u5165\u4e0e\u8bfb\u53d6"},"content":{"rendered":"<p>\u5728\u91cf\u5316\u7b56\u7565\u5f00\u53d1\u4e2d\uff0c\u968f\u7740\u7b56\u7565\u590d\u6742\u5ea6\u7684\u63d0\u5347\uff0c\u5b9e\u65f6\u8ba1\u7b97\u6240\u6709\u6307\u6807\uff08\u5982\u590d\u6742\u7684\u56e0\u5b50\u3001\u673a\u5668\u5b66\u4e60\u9884\u6d4b\u503c\u6216\u975e\u91cf\u4ef7\u6570\u636e\uff09\u5f80\u5f80\u4f1a\u6210\u4e3a\u56de\u6d4b\u6548\u7387\u7684\u74f6\u9888\u3002\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf V3.2 \u7248\u672c\u5f15\u5165\u4e86\u57fa\u4e8e DuckDB \u7684<strong>\u6307\u6807\u9884\u8ba1\u7b97\u4e0e\u6301\u4e45\u5316\u673a\u5236<\/strong>\uff0c\u5141\u8bb8\u7528\u6237\u5c06\u8ba1\u7b97\u597d\u7684\u6307\u6807\u5199\u5165\u672c\u5730\u6570\u636e\u5e93\uff0c\u5e76\u5728\u7b56\u7565\u4e2d\u4ee5\u6781\u4f4e\u7684\u5ef6\u8fdf\u8bfb\u53d6\uff0c\u4ece\u800c\u5b9e\u73b0\u201c\u4e00\u6b21\u8ba1\u7b97\uff0c\u591a\u6b21\u590d\u7528\u201d\u3002<\/p>\n<blockquote><p>\n  <strong>\u524d\u7f6e\u9605\u8bfb\u5efa\u8bae<\/strong>\uff1a<\/p>\n<p>  \u672c\u7ae0\u5185\u5bb9\u6d89\u53ca\u7b56\u7565\u6846\u67b6\u7684\u9ad8\u7ea7\u5e94\u7528\u3002\u4e3a\u4e86\u66f4\u597d\u5730\u7406\u89e3\u76f8\u5173\u6982\u5ff5\uff0c\u5efa\u8bae\u60a8\u5728\u9605\u8bfb\u672c\u7ae0\u4e4b\u524d\uff0c\u5148\u5145\u5206\u7406\u89e3\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u7684\u57fa\u7840\u6846\u67b6\u3002\u8bf7\u52a1\u5fc5\u5148\u884c\u9605\u8bfb\u5b98\u65b9\u6559\u7a0b\u7684 <strong>3.1 &#8211; 3.3 \u8282<\/strong>\uff1a<\/p>\n<ul>\n<li><strong>3.1 \u56de\u6d4b\u6846\u67b6\u521d\u63a2\uff1aAPI\u4e0e\u57fa\u672c\u7ed3\u6784<\/strong><br \/>\n  <a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/khsci.com\/khQuant\/chapter12\/\">https:\/\/khsci.com\/khQuant\/chapter12\/<\/a><\/li>\n<li><strong>3.2 \u7b56\u7565\u5de5\u5177\u7bb1\uff1a\u5e38\u7528\u51fd\u6570\u4e0e\u6280\u5de7<\/strong><br \/>\n  <a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/khsci.com\/khQuant\/chapter13\/\">https:\/\/khsci.com\/khQuant\/chapter13\/<\/a><\/li>\n<li><strong>3.3 \u63d0\u793a\u8bcd\u5de5\u7a0b\u4e0e\u7b56\u7565\u751f\u6210<\/strong><br \/>\n  <a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/khsci.com\/khQuant\/prompt\/\">https:\/\/khsci.com\/khQuant\/prompt\/<\/a><\/li>\n<\/ul>\n<p>  \u53ea\u6709\u5728\u5145\u5206\u638c\u63e1\u4e86\u7b56\u7565\u6587\u4ef6\u7684\u57fa\u672c\u7ed3\u6784\uff08\u5982 <code>init<\/code>, <code>khHandlebar<\/code>\uff09\u4ee5\u53ca\u5e38\u7528 API\uff08\u5982 <code>khGet<\/code>, <code>khPrice<\/code>\uff09\u7684\u4f7f\u7528\u540e\uff0c\u60a8\u624d\u80fd\u66f4\u987a\u7545\u5730\u8fd0\u7528\u672c\u7ae0\u4ecb\u7ecd\u7684\u9ad8\u7ea7\u6570\u636e\u7ba1\u7406\u529f\u80fd\u3002\n<\/p><\/blockquote>\n<p>\u672c\u7ae0\u5c06\u8be6\u7ec6\u4ecb\u7ecd\u76f8\u5173\u7684\u6838\u5fc3\u51fd\u6570\u5b9a\u4e49\u53ca\u4f7f\u7528\u6d41\u7a0b\u3002<\/p>\n<hr \/>\n<h2>\u4e00\u3001 \u6838\u5fc3\u5de5\u5177\u51fd\u6570\u8be6\u89e3<\/h2>\n<p>\u7cfb\u7edf\u63d0\u4f9b\u4e86\u4e24\u4e2a\u6838\u5fc3\u51fd\u6570\u7528\u4e8e\u6570\u636e\u5e93\u7684\u8bfb\u5199\u64cd\u4f5c\uff1a<code>khDuckWrite<\/code>\uff08\u5199\u5165\uff09\u548c <code>khDuckDB<\/code>\uff08\u8bfb\u53d6\uff09\u3002\u5b83\u4eec\u4f4d\u4e8e <code>khQuantImport<\/code> \u6a21\u5757\u4e2d\uff0c\u53ef\u76f4\u63a5\u8c03\u7528\u3002<\/p>\n<h3>1.1 khDuckWrite\uff1a\u5199\u5165\u6570\u636e<\/h3>\n<p><code>khDuckWrite<\/code> \u662f\u5c06\u6570\u636e\u6301\u4e45\u5316\u5230\u672c\u5730 DuckDB \u6570\u636e\u5e93\u7684\u6838\u5fc3\u51fd\u6570\u3002\u5b83\u5177\u5907\u667a\u80fd\u7684 Schema \u7ba1\u7406\u80fd\u529b\uff0c\u5f53\u5199\u5165\u65b0\u5b57\u6bb5\u65f6\uff0c\u4f1a\u81ea\u52a8\u5728\u6570\u636e\u5e93\u8868\u4e2d\u6dfb\u52a0\u5bf9\u5e94\u5217\uff0c\u65e0\u9700\u624b\u52a8\u7ef4\u62a4\u8868\u7ed3\u6784\u3002<\/p>\n<h4>\u51fd\u6570\u5b9a\u4e49<\/h4>\n<pre><code class=\"language-python line-numbers\">def khDuckWrite(\n    stock_list: Union[str, List[str]], \n    period: str, \n    data: Union[Dict, pd.DataFrame], \n    fields: List[str] = None, \n    time_col: str = \"time\", \n    duckdb_path: str = None, \n    field_types: Dict = None, \n    insert_missing: bool = False, \n    update_time: bool = True\n) -&gt; Dict:\n<\/code><\/pre>\n<h4>\u53c2\u6570\u8bf4\u660e<\/h4>\n<ul>\n<li><strong>stock_list<\/strong>: \u80a1\u7968\u4ee3\u7801\u6216\u5217\u8868\uff08\u5982 <code>'000001.SZ'<\/code> \u6216 <code>['000001.SZ', '600000.SH']<\/code>\uff09\u3002<\/li>\n<li><strong>period<\/strong>: \u6570\u636e\u5468\u671f\u7c7b\u578b\uff0c\u652f\u6301 <code>'1d'<\/code> (\u65e5\u7ebf), <code>'1m'<\/code> (\u5206\u949f\u7ebf), <code>'5m'<\/code> (5\u5206\u949f\u7ebf), <code>'tick'<\/code> (Tick\u6570\u636e)\u3002<\/li>\n<li><strong>data<\/strong>: \u6570\u636e\u6e90\uff0c\u652f\u6301\u4e24\u79cd\u683c\u5f0f\uff1a\n<ul>\n<li><strong>Dict<\/strong>: <code>{stock_code: DataFrame}<\/code> \u5b57\u5178\u683c\u5f0f\u3002<\/li>\n<li><strong>DataFrame<\/strong>: \u5355\u53ea\u80a1\u7968\u7684 DataFrame\uff0c\u6216\u5305\u542b <code>stock_code<\/code> \u5217\u7684\u591a\u80a1\u7968 DataFrame\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>fields<\/strong>: (\u53ef\u9009) \u6307\u5b9a\u8981\u5199\u5165\u7684\u5b57\u6bb5\u540d\u5217\u8868\u3002\u5982\u679c\u4e3a <code>None<\/code>\uff0c\u5219\u81ea\u52a8\u63a8\u65ad <code>data<\/code> \u4e2d\u9664\u65f6\u95f4\u548c\u80a1\u7968\u4ee3\u7801\u5916\u7684\u6240\u6709\u5217\u3002<\/li>\n<li><strong>time_col<\/strong>: (\u53ef\u9009) \u6570\u636e\u6e90\u4e2d\u7684\u65f6\u95f4\u5217\u540d\uff0c\u9ed8\u8ba4\u4e3a <code>'time'<\/code>\u3002\u7cfb\u7edf\u4f1a\u81ea\u52a8\u5c06\u5176\u6807\u51c6\u5316\u4e3a DuckDB \u7684\u65f6\u95f4\u683c\u5f0f\u3002<\/li>\n<li><strong>duckdb_path<\/strong>: (\u53ef\u9009) \u6307\u5b9a DuckDB \u6570\u636e\u6839\u76ee\u5f55\u3002\u9ed8\u8ba4\u4e3a\u7a7a\uff0c\u81ea\u52a8\u4f7f\u7528\u7cfb\u7edf\u914d\u7f6e\u7684\u8def\u5f84\u3002<\/li>\n<li><strong>field_types<\/strong>: (\u53ef\u9009) \u5b57\u6bb5\u7c7b\u578b\u6620\u5c04\u5b57\u5178\uff0c\u5982 <code>{'ma5': 'DOUBLE'}<\/code>\u3002\u901a\u5e38\u4e0d\u9700\u8981\u6307\u5b9a\uff0c\u7cfb\u7edf\u4f1a\u81ea\u52a8\u63a8\u65ad\u3002<\/li>\n<li><strong>insert_missing<\/strong>: (\u53ef\u9009) \u662f\u5426\u63d2\u5165\u6570\u636e\u5e93\u4e2d\u4e0d\u5b58\u5728\u7684\u65f6\u95f4\u70b9\u8bb0\u5f55\u3002\u9ed8\u8ba4\u4e3a <code>False<\/code>\uff08\u4ec5\u66f4\u65b0\u5df2\u6709\u65f6\u95f4\u70b9\u7684\u8bb0\u5f55\uff09\u3002<\/li>\n<li><strong>update_time<\/strong>: (\u53ef\u9009) \u662f\u5426\u81ea\u52a8\u66f4\u65b0 <code>update_time<\/code> \u5217\uff0c\u8bb0\u5f55\u6700\u540e\u4fee\u6539\u65f6\u95f4\u3002\u9ed8\u8ba4\u4e3a <code>True<\/code>\u3002<\/li>\n<\/ul>\n<h4>\u8fd4\u56de\u503c<\/h4>\n<p>\u8fd4\u56de\u4e00\u4e2a\u5b57\u5178\uff0c\u5305\u542b\u6bcf\u4e2a\u80a1\u7968\u7684\u5199\u5165\u7ed3\u679c\u7edf\u8ba1\uff1a<\/p>\n<pre><code class=\"language-python line-numbers\">{\n    '000001.SZ': {\n        'updated': 100,  # \u66f4\u65b0\u7684\u884c\u6570\n        'inserted': 0,   # \u63d2\u5165\u7684\u65b0\u884c\u6570\n        'rows': 100,     # \u603b\u5904\u7406\u884c\u6570\n        'fields': ['ma5', 'ma10'] # \u5199\u5165\u7684\u5b57\u6bb5\n    }\n}\n<\/code><\/pre>\n<h4>\u4f7f\u7528\u793a\u4f8b<\/h4>\n<pre><code class=\"language-python line-numbers\">import pandas as pd\nfrom khQuantImport import *\n\n# \u5047\u8bbe\u6211\u4eec\u8ba1\u7b97\u597d\u4e86 000001.SZ \u7684 MA5 \u6570\u636e\ndf = pd.DataFrame({\n    'time': ['2024-01-01', '2024-01-02'],\n    'MA5': [10.5, 10.6]\n})\n\n# \u5199\u5165\u6570\u636e\u5e93\nkhDuckWrite(\n    stock_list='000001.SZ',\n    period='1d',\n    data=df,\n    fields=['MA5']\n)\n<\/code><\/pre>\n<hr \/>\n<h3>1.2 khDuckDB\uff1a\u8bfb\u53d6\u6570\u636e<\/h3>\n<p><code>khDuckDB<\/code> \u662f\u901a\u7528\u7684\u6570\u636e\u8bfb\u53d6\u63a5\u53e3\uff0c\u652f\u6301\u8de8\u5468\u671f\u3001\u8de8\u6807\u7684\u83b7\u53d6\u5386\u53f2\u6570\u636e\uff0c\u5e76\u652f\u6301\u81ea\u52a8\u590d\u6743\u5904\u7406\u3002<\/p>\n<h4>\u51fd\u6570\u5b9a\u4e49<\/h4>\n<pre><code class=\"language-python line-numbers\">def khDuckDB(\n    stock_list: Union[str, List[str]], \n    period: str, \n    fields: List[str] = None, \n    start_time: str = None, \n    end_time: str = None, \n    dividend_type: str = 'none', \n    duckdb_path: str = None, \n    return_format: str = 'dict'\n) -&gt; Dict[str, pd.DataFrame]:\n<\/code><\/pre>\n<h4>\u53c2\u6570\u8bf4\u660e<\/h4>\n<ul>\n<li><strong>stock_list<\/strong>: \u80a1\u7968\u4ee3\u7801\u6216\u5217\u8868\u3002<\/li>\n<li><strong>period<\/strong>: \u5468\u671f\u7c7b\u578b (<code>'1d'<\/code>, <code>'1m'<\/code>, <code>'5m'<\/code>, <code>'tick'<\/code>)\u3002<\/li>\n<li><strong>fields<\/strong>: (\u53ef\u9009) \u9700\u8981\u8bfb\u53d6\u7684\u5b57\u6bb5\u5217\u8868\u3002<code>None<\/code> \u8868\u793a\u8bfb\u53d6\u6240\u6709\u5b57\u6bb5\u3002<\/li>\n<li><strong>start_time<\/strong>: (\u53ef\u9009) \u5f00\u59cb\u65f6\u95f4\uff0c\u683c\u5f0f <code>'YYYYMMDD'<\/code> \u6216 <code>'YYYYMMDDHHmmss'<\/code>\u3002<\/li>\n<li><strong>end_time<\/strong>: (\u53ef\u9009) \u7ed3\u675f\u65f6\u95f4\u3002<\/li>\n<li><strong>dividend_type<\/strong>: (\u53ef\u9009) \u590d\u6743\u7c7b\u578b\uff0c\u652f\u6301 <code>'none'<\/code> (\u4e0d\u590d\u6743), <code>'front'<\/code> (\u524d\u590d\u6743), <code>'back'<\/code> (\u540e\u590d\u6743) \u7b49\u3002<\/li>\n<li><strong>duckdb_path<\/strong>: (\u53ef\u9009) \u81ea\u5b9a\u4e49\u6570\u636e\u5e93\u8def\u5f84\u3002<\/li>\n<li><strong>return_format<\/strong>: (\u53ef\u9009) \u8fd4\u56de\u683c\u5f0f\uff0c\u76ee\u524d\u4ec5\u652f\u6301 <code>'dict'<\/code>\u3002<\/li>\n<\/ul>\n<h4>\u8fd4\u56de\u503c<\/h4>\n<p>\u8fd4\u56de\u5b57\u5178 <code>{\u80a1\u7968\u4ee3\u7801: DataFrame}<\/code>\u3002<\/p>\n<hr \/>\n<h2>\u4e8c\u3001 \u7b56\u7565\u96c6\u6210\uff1a\u5982\u4f55\u5728\u56de\u6d4b\u4e2d\u4f7f\u7528\u81ea\u5b9a\u4e49\u6307\u6807<\/h2>\n<p>\u5728\u7b56\u7565\u4e2d\u4f7f\u7528\u81ea\u5b9a\u4e49\u6307\u6807\u4e3b\u8981\u6709\u4e24\u79cd\u65b9\u5f0f\u3002\u63a8\u8350\u4f7f\u7528 <strong>\u65b9\u5f0f A<\/strong>\uff0c\u56e0\u4e3a\u5b83\u5229\u7528\u4e86\u5185\u5b58\u9884\u52a0\u8f7d\u673a\u5236\uff0c\u6548\u7387\u6781\u9ad8\u3002<\/p>\n<h3>\u65b9\u5f0f A\uff1a\u9ad8\u6027\u80fd\u5185\u5b58\u8bfb\u53d6\uff08\u63a8\u8350\uff09<\/h3>\n<p>\u8fd9\u5957\u65b9\u6848\u901a\u8fc7 <code>khAddExtraFields<\/code> \u5728\u521d\u59cb\u5316\u9636\u6bb5\u9884\u52a0\u8f7d\u6570\u636e\uff0c\u7136\u540e\u5728 <code>khHandlebar<\/code> \u4e2d\u901a\u8fc7 <code>khIndex<\/code> \u6781\u901f\u8bfb\u53d6\u3002<\/p>\n<h4>\u6b65\u9aa4 1\uff1a\u5728 <code>init<\/code> \u4e2d\u58f0\u660e\u5b57\u6bb5<\/h4>\n<p>\u4f7f\u7528 <code>khAddExtraFields<\/code> \u544a\u8bc9\u56de\u6d4b\u5f15\u64ce\u9700\u8981\u9884\u52a0\u8f7d\u54ea\u4e9b\u989d\u5916\u5217\u3002<\/p>\n<pre><code class=\"language-python line-numbers\">def init(context, data):\n    # \u58f0\u660e\u9700\u8981\u4f7f\u7528 'MA_5' \u548c 'RSI_14' \u8fd9\u4e24\u4e2a\u81ea\u5b9a\u4e49\u6307\u6807\n    # \u7cfb\u7edf\u4f1a\u5728\u56de\u6d4b\u5f00\u59cb\u524d\uff0c\u81ea\u52a8\u5c06\u8fd9\u4e9b\u5217\u4ece DuckDB \u52a0\u8f7d\u5230\u5185\u5b58\n    khAddExtraFields(data, ['MA_5', 'RSI_14'])\n<\/code><\/pre>\n<h4>\u6b65\u9aa4 2\uff1a\u5728 <code>khHandlebar<\/code> \u4e2d\u8bfb\u53d6<\/h4>\n<p>\u4f7f\u7528 <code>khIndex<\/code> \u51fd\u6570\u83b7\u53d6\u5f53\u524d\u65f6\u95f4\u6b65\u7684\u6307\u6807\u503c\u3002\u6b64\u64cd\u4f5c\u76f4\u63a5\u8bbf\u95ee\u5185\u5b58\uff0c\u96f6 IO \u5f00\u9500\u3002<\/p>\n<pre><code class=\"language-python line-numbers\">def khHandlebar(data):\n    # \u83b7\u53d6\u5f53\u524d\u80a1\u7968\u4ee3\u7801\n    stock = \"000001.SZ\"\n\n    # \u76f4\u63a5\u8bfb\u53d6\u6307\u6807\u503c\n    ma5 = khIndex(data, stock, 'MA_5')\n    rsi = khIndex(data, stock, 'RSI_14')\n\n    # \u4f7f\u7528\u6307\u6807\u8fdb\u884c\u903b\u8f91\u5224\u65ad\n    if rsi &gt; 80:\n        # \u6267\u884c\u5356\u51fa\u903b\u8f91...\n        pass\n<\/code><\/pre>\n<p><strong>\u51fd\u6570\u8bf4\u660e\uff1a<code>khIndex(data, stock_code, field)<\/code><\/strong><br \/>\n*   <strong>\u529f\u80fd<\/strong>: \u83b7\u53d6\u6307\u5b9a\u80a1\u7968\u3001\u6307\u5b9a\u5b57\u6bb5\u5728\u5f53\u524d\u65f6\u95f4\u70b9\u7684\u503c\u3002<br \/>\n*   <strong>\u7279\u70b9<\/strong>: \u5b9e\u9645\u4e0a\u662f <code>khPrice<\/code> \u7684\u8bed\u4e49\u5316\u522b\u540d\uff0c\u5171\u4eab\u5176\u9ad8\u6548\u7684\u5185\u5b58\u8bbf\u95ee\u673a\u5236\u3002\u5982\u679c\u5b57\u6bb5\u4e0d\u5b58\u5728\u6216\u503c\u4e3a NaN\uff0c\u8fd4\u56de <code>0.0<\/code>\u3002<\/p>\n<hr \/>\n<h3>\u65b9\u5f0f B\uff1a\u7075\u6d3b\u52a8\u6001\u8bfb\u53d6<\/h3>\n<p>\u5982\u679c\u9700\u8981\u5728\u7b56\u7565\u4e2d\u83b7\u53d6<strong>\u8fc7\u53bb\u4e00\u6bb5\u5386\u53f2\u533a\u95f4<\/strong>\u7684\u6570\u636e\uff08\u4f8b\u5982\u201c\u83b7\u53d6\u8fc7\u53bb100\u5929\u7684 MA5 \u5e8f\u5217\u201d\uff09\uff0c\u6216\u8005\u9700\u8981<strong>\u8de8\u6807\u7684<\/strong>\u8bfb\u53d6\u6570\u636e\uff08\u4f8b\u5982\u201c\u5728\u4ea4\u6613 A \u80a1\u65f6\u8bfb\u53d6 B \u80a1\u7684\u6570\u636e\u201d\uff09\uff0c\u53ef\u4ee5\u4f7f\u7528 <code>khDuckDB<\/code>\u3002<\/p>\n<blockquote><p>\n  <strong>\u6ce8\u610f<\/strong>: <code>khDuckDB<\/code> \u6d89\u53ca\u78c1\u76d8 IO \u548c\u6570\u636e\u5e93\u67e5\u8be2\uff0c\u9891\u7e41\u8c03\u7528\u4f1a\u964d\u4f4e\u56de\u6d4b\u901f\u5ea6\u3002\u5efa\u8bae\u4ec5\u5728\u4f4e\u9891\u573a\u666f\uff08\u5982\u6bcf\u65e5\u6536\u76d8\u540e\uff09\u4f7f\u7528\u3002\n<\/p><\/blockquote>\n<pre><code class=\"language-python line-numbers\">def khHandlebar(data):\n    # \u793a\u4f8b\uff1a\u83b7\u53d6 000001.SZ \u8fc7\u53bb 20 \u5929\u7684 close \u548c MA_5 \u6570\u636e\n    data_map = khDuckDB(\n        stock_list=['000001.SZ'],\n        period='1d',\n        fields=['close', 'MA_5'],\n        start_time='20230101', # \u793a\u4f8b\u65f6\u95f4\uff0c\u5b9e\u9645\u5e94\u6839\u636e khGet(data, 'date') \u52a8\u6001\u8ba1\u7b97\n        end_time='20230120'\n    )\n\n    df = data_map.get('000001.SZ')\n    if df is not None and not df.empty:\n        # \u8fdb\u884c\u590d\u6742\u7684\u5386\u53f2\u6570\u636e\u5206\u6790...\n        pass\n<\/code><\/pre>\n<hr \/>\n<h2>\u4e09\u3001 \u914d\u5957\u6848\u4f8b\u4ee3\u7801\u8be6\u89e3<\/h2>\n<p>\u4e3a\u4e86\u65b9\u4fbf\u5927\u5bb6\u4e0a\u624b\uff0c\u7cfb\u7edf\u5728 <code>strategies<\/code> \u76ee\u5f55\u4e0b\u63d0\u4f9b\u4e86 4 \u4e2a\u5b8c\u6574\u7684\u4ee3\u7801\u6848\u4f8b\uff0c\u8986\u76d6\u4e86\u4ece\u201c\u6570\u636e\u8ba1\u7b97\u5199\u5165\u201d\u5230\u201c\u7b56\u7565\u8bfb\u53d6\u56de\u6d4b\u201d\u7684\u5168\u6d41\u7a0b\u3002\u8fd9\u4e9b\u6848\u4f8b\u6309\u5e8f\u53f7 <code>4-1<\/code> \u5230 <code>4-4<\/code> \u6392\u5217\uff0c\u5efa\u8bae\u6309\u7167\u987a\u5e8f\u9605\u8bfb\u548c\u8fd0\u884c\u3002<\/p>\n<h3>3.1 \u6570\u636e\u5199\u5165\u6848\u4f8b<\/h3>\n<p>\u8fd9\u4e24\u4efd\u4ee3\u7801<strong>\u4e0d\u662f\u56de\u6d4b\u7b56\u7565<\/strong>\uff0c\u800c\u662f\u72ec\u7acb\u8fd0\u884c\u7684 Python \u811a\u672c\u3002\u4f60\u9700\u8981\u76f4\u63a5\u5728 IDE \u4e2d\u8fd0\u884c\u5b83\u4eec\uff0c\u5c06\u8ba1\u7b97\u597d\u7684\u6307\u6807\u5199\u5165\u5230\u672c\u5730 DuckDB \u6570\u636e\u5e93\u4e2d\u3002<\/p>\n<h4>\u30104-1\u3011\u57fa\u7840\u5165\u95e8\uff1akhDuckWrite_simple.py<\/h4>\n<ul>\n<li><strong>\u6587\u4ef6\u8def\u5f84<\/strong>: <code>strategies\/\u30104-1\u5199\u5165\u548c\u8bfb\u53d6\u6570\u636e\u5e93\u6307\u6807-\u5199\u5165\u6570\u636e\u5e93\u6848\u4f8b\u3011khDuckWrite_simple.py<\/code><\/li>\n<li><strong>\u529f\u80fd<\/strong>: \u6f14\u793a\u6700\u57fa\u7840\u7684\u201c\u8bfb\u53d6-\u8ba1\u7b97-\u5199\u5165\u201d\u6d41\u7a0b\u3002<\/li>\n<li><strong>\u91cd\u8981\u63d0\u793a<\/strong>: <strong>\u8fd0\u884c\u524d\u8bf7\u52a1\u5fc5\u6253\u5f00\u4ee3\u7801\u6587\u4ef6\uff0c\u5c06 <code>duckdb_path<\/code> \u53d8\u91cf\u4fee\u6539\u4e3a\u60a8\u672c\u5730\u5b9e\u9645\u7684 DuckDB \u6570\u636e\u5b58\u653e\u76ee\u5f55\uff08\u4f8b\u5982 <code>D:\\stock_data<\/code>\uff09\uff0c\u5426\u5219\u65e0\u6cd5\u6b63\u786e\u5199\u5165\u3002<\/strong><\/li>\n<li><strong>\u903b\u8f91<\/strong>:\n<ol>\n<li>\u4ece DuckDB \u8bfb\u53d6 <code>000001.SZ<\/code> \u7684\u5386\u53f2\u6536\u76d8\u4ef7 (<code>close<\/code>)\u3002<\/li>\n<li>\u8ba1\u7b97 5 \u65e5\u5747\u7ebf (<code>ma5<\/code>)\u3002<\/li>\n<li>\u4f7f\u7528 <code>khDuckWrite<\/code> \u5c06 <code>ma5<\/code> \u5b57\u6bb5\u5199\u56de\u6570\u636e\u5e93\u3002<\/li>\n<\/ol>\n<\/li>\n<li><strong>\u9002\u7528\u573a\u666f<\/strong>: \u9002\u5408\u521d\u5b66\u8005\u7406\u89e3 <code>khDuckDB<\/code> \u548c <code>khDuckWrite<\/code> \u7684\u57fa\u672c\u7528\u6cd5\u3002<\/li>\n<\/ul>\n<h4>\u30104-2\u3011\u8fdb\u9636\u5b9e\u6218\uff1akhDuckWrite_macd.py<\/h4>\n<ul>\n<li><strong>\u6587\u4ef6\u8def\u5f84<\/strong>: <code>strategies\/\u30104-2\u5199\u5165\u548c\u8bfb\u53d6\u6570\u636e\u5e93\u6307\u6807-\u5199\u5165\u6570\u636e\u5e93\u6848\u4f8b\u3011khDuckWrite_macd.py<\/code><\/li>\n<li><strong>\u529f\u80fd<\/strong>: \u6f14\u793a\u6279\u91cf\u5904\u7406\u80a1\u7968\u6c60\u53ca\u591a\u5b57\u6bb5\u5199\u5165\u3002<\/li>\n<li><strong>\u91cd\u8981\u63d0\u793a<\/strong>: <strong>\u540c\u6837\uff0c\u8fd0\u884c\u524d\u8bf7\u52a1\u5fc5\u4fee\u6539\u4ee3\u7801\u4e2d\u7684 <code>duckdb_path<\/code> \u4e3a\u60a8\u672c\u5730\u7684\u771f\u5b9e\u8def\u5f84\u3002<\/strong><\/li>\n<li><strong>\u903b\u8f91<\/strong>:\n<ol>\n<li>\u8bfb\u53d6 <code>\u6caa\u6df1300\u6210\u5206\u80a1<\/code> \u5217\u8868\u3002<\/li>\n<li>\u904d\u5386\u6bcf\u53ea\u80a1\u7968\uff0c\u8bfb\u53d6\u5386\u53f2\u884c\u60c5\u3002<\/li>\n<li>\u8ba1\u7b97 MACD \u6307\u6807\u7684\u4e09\u4e2a\u5206\u91cf\uff1a<code>DIF<\/code>, <code>DEA<\/code>, <code>MACD<\/code>\u3002<\/li>\n<li>\u6279\u91cf\u5c06\u8fd9\u4e09\u4e2a\u5b57\u6bb5\u5199\u5165\u6570\u636e\u5e93\u3002<\/li>\n<\/ol>\n<\/li>\n<li><strong>\u9002\u7528\u573a\u666f<\/strong>: \u9002\u5408\u9700\u8981\u5927\u89c4\u6a21\u9884\u8ba1\u7b97\u590d\u6742\u56e0\u5b50\uff08\u5982 MACD, KDJ, Bollinger \u7b49\uff09\u7684\u7528\u6237\u3002<\/li>\n<\/ul>\n<hr \/>\n<h3>3.2 \u7b56\u7565\u8bfb\u53d6\u6848\u4f8b<\/h3>\n<p>\u8fd9\u4e24\u4efd\u4ee3\u7801\u662f<strong>\u771f\u6b63\u7684\u56de\u6d4b\u7b56\u7565<\/strong>\uff0c\u9700\u8981\u5728\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u7684\u56de\u6d4b\u754c\u9762\u4e2d\u52a0\u8f7d\u8fd0\u884c\u3002\u5b83\u4eec\u6f14\u793a\u4e86\u5982\u4f55\u5728\u56de\u6d4b\u4e2d\u5229\u7528\u521a\u624d\u5199\u5165\u7684\u6570\u636e\u3002<\/p>\n<h4>\u30104-3\u3011\u52a8\u6001\u8bfb\u53d6\u7b56\u7565\uff1aDuckDB_MACD_Strategy.py<\/h4>\n<ul>\n<li><strong>\u6587\u4ef6\u8def\u5f84<\/strong>: <code>strategies\/\u30104-3\u5199\u5165\u548c\u8bfb\u53d6\u6570\u636e\u5e93\u6307\u6807-\u8bfb\u53d6\u6570\u636e\u5e93\u6307\u6807\u7684\u7b56\u7565\u6848\u4f8b\u3011DuckDB_MACD_Strategy.py<\/code><\/li>\n<li><strong>\u6838\u5fc3\u65b9\u6cd5<\/strong>: \u4f7f\u7528 <code>khDuckDB<\/code> \u51fd\u6570\u5728 <code>khHandlebar<\/code> \u4e2d\u52a8\u6001\u67e5\u8be2\u3002<\/li>\n<li><strong>\u903b\u8f91<\/strong>:\n<ul>\n<li>\u5728\u6bcf\u4e00\u5929\uff0c\u9488\u5bf9\u6bcf\u4e00\u53ea\u80a1\u7968\uff0c\u8c03\u7528 <code>khDuckDB<\/code> \u67e5\u8be2\u8fc7\u53bb\u51e0\u5929\u7684 <code>DIF<\/code> \u548c <code>DEA<\/code> \u6570\u636e\u3002<\/li>\n<li>\u6839\u636e\u67e5\u8be2\u5230\u7684 DataFrame \u5224\u65ad\u91d1\u53c9\/\u6b7b\u53c9\uff0c\u53d1\u51fa\u4e70\u5356\u4fe1\u53f7\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u7279\u70b9<\/strong>: \u4ee3\u7801\u903b\u8f91\u76f4\u89c2\uff0c\u9002\u5408\u4f4e\u9891\u4ea4\u6613\u6216\u9700\u8981\u56de\u6eaf\u957f\u5468\u671f\u5386\u53f2\u6570\u636e\u7684\u573a\u666f\u3002\u4f46\u5728\u5168\u5e02\u573a\u56de\u6d4b\u65f6\u901f\u5ea6\u8f83\u6162\uff08\u56e0\u4e3a\u6d89\u53ca\u9891\u7e41\u7684\u78c1\u76d8 IO\uff09\u3002<\/li>\n<\/ul>\n<h4>\u30104-4\u3011\u9ad8\u6027\u80fd\u7b56\u7565\uff1aDirectIndex_MACD_Strategy.py\uff08\u5f3a\u70c8\u63a8\u8350\uff09<\/h4>\n<ul>\n<li><strong>\u6587\u4ef6\u8def\u5f84<\/strong>: <code>strategies\/\u30104-4\u76f4\u63a5\u8bfb\u53d6\u5e95\u5c42\u6307\u6807-\u81ea\u5b9a\u4e49\u6307\u6807\u7b56\u7565\u6848\u4f8b\u3011DirectIndex_MACD_Strategy.py<\/code><\/li>\n<li><strong>\u6838\u5fc3\u65b9\u6cd5<\/strong>: \u4f7f\u7528 <code>khAddExtraFields<\/code> + <code>khIndex<\/code> \u7ec4\u5408\u62f3\u3002<\/li>\n<li><strong>\u903b\u8f91<\/strong>:\n<ul>\n<li><strong>Init \u9636\u6bb5<\/strong>: \u8c03\u7528 <code>khAddExtraFields(data, [\"DIF\", \"DEA\", \"MACD\"])<\/code>\uff0c\u901a\u77e5\u5f15\u64ce\u9884\u52a0\u8f7d\u8fd9\u4e09\u4e2a\u5b57\u6bb5\u3002<\/li>\n<li><strong>Handlebar \u9636\u6bb5<\/strong>: \u8c03\u7528 <code>khIndex(data, stock, \"DIF\")<\/code> \u76f4\u63a5\u4ece\u5185\u5b58\u83b7\u53d6\u5f53\u65e5\u6307\u6807\u503c\u3002<\/li>\n<li><strong>\u72b6\u6001\u7ef4\u62a4<\/strong>: \u4f7f\u7528\u5168\u5c40\u5b57\u5178 <code>g_yesterday_indicators<\/code> \u8bb0\u5f55\u4e0a\u4e00\u65e5\u7684\u6307\u6807\u503c\uff0c\u914d\u5408\u5f53\u65e5\u503c\u5224\u65ad\u91d1\u53c9\/\u6b7b\u53c9\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u7279\u70b9<\/strong>: <strong>\u6781\u901f\u56de\u6d4b<\/strong>\u3002\u7531\u4e8e\u6570\u636e\u9884\u5148\u52a0\u8f7d\u5230\u5185\u5b58\uff0c\u8bfb\u53d6\u64cd\u4f5c\u96f6 IO \u5f00\u9500\uff0c\u975e\u5e38\u9002\u5408\u5168\u5e02\u573a\u9ad8\u9891\u6216\u4e2d\u9891\u7b56\u7565\u7684\u56de\u6d4b\u3002<\/li>\n<\/ul>\n<hr \/>\n<h3>3.3 \u63a8\u8350\u7684\u5b66\u4e60\u8def\u5f84<\/h3>\n<ol>\n<li><strong>\u8fd0\u884c 4-1<\/strong>: \u786e\u4fdd\u73af\u5883\u914d\u7f6e\u6b63\u786e\uff0c\u6210\u529f\u5199\u5165\u7b80\u5355\u7684 <code>ma5<\/code> \u6570\u636e\u3002<\/li>\n<li><strong>\u8fd0\u884c 4-2<\/strong>: \u5c1d\u8bd5\u8ba1\u7b97\u5e76\u5199\u5165 MACD \u6570\u636e\uff08\u5efa\u8bae\u5148\u7528\u5c11\u91cf\u80a1\u7968\u6d4b\u8bd5\uff09\u3002<\/li>\n<li><strong>\u56de\u6d4b 4-4<\/strong>: \u52a0\u8f7d <code>DirectIndex_MACD_Strategy.py<\/code>\uff0c\u4f53\u9a8c\u57fa\u4e8e\u9884\u8ba1\u7b97\u6570\u636e\u7684\u6781\u901f\u56de\u6d4b\u3002<\/li>\n<li><strong>\u53c2\u8003 4-3<\/strong>: \u5982\u679c\u4f60\u7684\u7b56\u7565\u903b\u8f91\u975e\u5e38\u590d\u6742\uff08\u4f8b\u5982\u9700\u8981\u8de8\u54c1\u79cd\u5957\u5229\uff09\uff0c\u518d\u53c2\u8003\u6b64\u6848\u4f8b\u5b66\u4e60\u5982\u4f55\u7075\u6d3b\u8bfb\u53d6 DuckDB\u3002<\/li>\n<\/ol>\n<hr \/>\n<h2>\u56db\u3001 \u6700\u4f73\u5b9e\u8df5\u603b\u7ed3<\/h2>\n<ol>\n<li><strong>\u9884\u8ba1\u7b97\u4f18\u4e8e\u5b9e\u65f6\u8ba1\u7b97<\/strong>: \u51e1\u662f\u903b\u8f91\u590d\u6742\u3001\u8f93\u5165\u56fa\u5b9a\u7684\u6307\u6807\uff0c\u90fd\u5e94\u4f18\u5148\u8003\u8651\u9884\u8ba1\u7b97\u5e76\u5b58\u5165 DuckDB\u3002<\/li>\n<li><strong>\u5185\u5b58\u8bfb\u53d6\u4f18\u4e8e\u78c1\u76d8\u8bfb\u53d6<\/strong>: \u5728\u7b56\u7565\u4e3b\u5faa\u73af\u4e2d\uff0c\u5c3d\u91cf\u4f7f\u7528 <code>khIndex<\/code> \u8bfb\u53d6\u9884\u52a0\u8f7d\u7684\u6570\u636e\u3002<code>khDuckDB<\/code> \u4ec5\u7528\u4e8e\u590d\u6742\u7684\u5386\u53f2\u56de\u6eaf\u6216\u8de8\u6807\u7684\u67e5\u8be2\u3002<\/li>\n<li><strong>\u5b57\u6bb5\u547d\u540d\u89c4\u8303<\/strong>: \u81ea\u5b9a\u4e49\u6307\u6807\u5b57\u6bb5\u540d\u5efa\u8bae\u5177\u5907\u53ef\u8bfb\u6027\u4e14\u907f\u514d\u4e0e\u5185\u7f6e\u5b57\u6bb5\uff08open, close, volume \u7b49\uff09\u51b2\u7a81\uff0c\u4f8b\u5982\u4f7f\u7528 <code>MY_MACD<\/code>, <code>FACTOR_MOMENTUM<\/code> \u7b49\u3002<\/li>\n<li><strong>\u6570\u636e\u5bf9\u9f50<\/strong>: \u5199\u5165\u6570\u636e\u65f6\uff0c<code>khDuckWrite<\/code> \u9ed8\u8ba4\u4f1a\u6839\u636e <code>time<\/code> \u5217\u81ea\u52a8\u5bf9\u9f50\u3002\u5efa\u8bae\u786e\u4fdd\u65f6\u95f4\u6233\u683c\u5f0f\u6807\u51c6\uff08YYYY-MM-DD \u6216 YYYY-MM-DD HH:MM:SS\uff09\u3002<\/li>\n<\/ol>\n<p>\u901a\u8fc7\u638c\u63e1\u8fd9\u5957\u81ea\u5b9a\u4e49\u6307\u6807\u7ba1\u7406\u673a\u5236\uff0c\u60a8\u53ef\u4ee5\u6784\u5efa\u51fa\u66f4\u9ad8\u6548\u3001\u66f4\u590d\u6742\u7684\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\uff0c\u5c06\u6570\u636e\u5de5\u7a0b\u4e0e\u7b56\u7565\u903b\u8f91\u89e3\u8026\uff0c\u4e13\u6ce8\u4e8e\u7b56\u7565\u672c\u8eab\u7684\u4ef7\u503c\u53d1\u73b0\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u5728\u91cf\u5316\u7b56\u7565\u5f00\u53d1\u4e2d\uff0c\u968f\u7740\u7b56\u7565\u590d\u6742\u5ea6\u7684\u63d0\u5347\uff0c\u5b9e\u65f6\u8ba1\u7b97\u6240\u6709\u6307\u6807\uff08\u5982\u590d\u6742\u7684\u56e0\u5b50\u3001\u673a\u5668\u5b66\u4e60\u9884\u6d4b\u503c\u6216\u975e\u91cf\u4ef7\u6570\u636e\uff09\u5f80\u5f80\u4f1a\u6210\u4e3a [&hellip;]<\/p>\n","protected":false},"author":38,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"template\/caidan.php","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-1008","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/1008","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/users\/38"}],"replies":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/comments?post=1008"}],"version-history":[{"count":1,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/1008\/revisions"}],"predecessor-version":[{"id":1009,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/1008\/revisions\/1009"}],"wp:attachment":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/media?parent=1008"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}