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[已解決]期貨當沖資料資料寫入疑問

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https://ithelp.ithome.com.tw/questions/10199175
這次的問題是上一篇的延伸

在那之後我有把完整程式碼補完整

import pandas as pd
import numpy as np

df = pd.read_excel('C:\\Users\\user\\20200102.xlsx', header=0, index_col=None)  
df = pd.DataFrame(df)

A = np.array(df[:300]['Date'])
B = np.array(df[:300]['Time'])
C = np.array(df[:300]['Open'])
D = np.array(df[:300]['High'])
E = np.array(df[:300]['Low'])
F = np.array(df[:300]['Close'])
G = np.array(df[:300]['Volume'])

H1,H2= [] ,[]

for i in range(0, 300) :
      for x in range(i , 300) :
            if df.at[x, 'High'] - df.at[i, 'Open'] >=20 :
                    H1.append(B[x])
                    H2.append(20)               
                    break
         
            elif df.at[i, 'Open'] - df.at[x, 'Low'] >=20 :
                    H1.append(B[x])
                    H2.append(-20)
                    break

data_dist = { 
    "Date":A,
    "Time":B,
    "Open":C, 
    "High":D, "Low":E,"Close":F,"Volume":G,
"損益時間20 20":H1,"損益20 20":H2}

data_df = pd.DataFrame.from_dict(data_dist, orient='index')
                 
data_df1 = data_df.T

print(data_df1)

#data_df1.to_csv('20200102+-全.csv', encoding='utf_8_sig') 

這次的問題是我想直接統計一年
但結果怪怪的
我想要的是今天統計完
統計隔天的
今天和隔天彼此不相關
也就是執行把上面程式碼執行好幾次
但我迴圈執行出來的東西跟我想要的不一樣

第一天後半部接近13:45分後
第二天之後結果都是錯的
https://imgur.com/rrkHadf
https://ithelp.ithome.com.tw/upload/images/20200731/20127807Losurlo064.png
H1.append(B[x])
H2.append(20)

這部分寫入問題
不知道怎麼寫到正確的地方的地方
https://ithelp.ithome.com.tw/upload/images/20200731/20127807fx6g4Ecioc.png

我自己再努力想想

EXCEL檔案
https://drive.google.com/file/d/1wWD5_bZuSfb23uqCcJoKSKB54uk39TcC/view?usp=sharing

import pandas as pd
import numpy as np

df = pd.read_excel('E:\\future\\2018.xlsx', header=0, index_col=None)  
df = pd.DataFrame(df)

A = np.array(df[:70500]['Date'])
B = np.array(df[:70500]['Time'])
C = np.array(df[:70500]['Open'])
D = np.array(df[:70500]['High'])
E = np.array(df[:70500]['Low'])
F = np.array(df[:70500]['Close'])
G = np.array(df[:70500]['Volume'])

H1,H2= [] ,[]

for d in range (0,235):
    for i in range(0+d*300, 300+d*300) :
        for x in range(i , 300+d*300 ) :
            if df.at[x, 'High'] - df.at[i, 'Open'] >=20 :
                    H1.append(B[x])
                    H2.append(20)               
                    break
         
            elif df.at[i, 'Open'] - df.at[x, 'Low'] >=20 :
                    H1.append(B[x])
                    H2.append(-20)
                    break


data_dist = { 
    "Date":A,
    "Time":B,
    "Open":C, 
    "High":D, "Low":E,"Close":F,"Volume":G,
"損益時間20 20":H1,"損益20 20":H2}

data_df = pd.DataFrame.from_dict(data_dist, orient='index')
                 
data_df1 = data_df.T

print(data_df1)

#data_df1.to_csv('2018+-全.csv', encoding='utf_8_sig') 

程式碼為下方
自己搞錯重點很抱歉

import pandas as pd
import numpy as np

df = pd.read_excel('E:\\future\\2018.xlsx', header=0, index_col=None)  
df = pd.DataFrame(df)

A = np.array(df[:70500]['Date'])
B = np.array(df[:70500]['Time'])
C = np.array(df[:70500]['Open'])
D = np.array(df[:70500]['High'])
E = np.array(df[:70500]['Low'])
F = np.array(df[:70500]['Close'])
G = np.array(df[:70500]['Volume'])

H1,H2= [] ,[]
data_dist = { 
    "Date":A,
    "Time":B,
    "Open":C, 
    "High":D, "Low":E,"Close":F,"Volume":G,
"損益時間20 20":H1,"損益20 20":H2}

data_df = pd.DataFrame.from_dict(data_dist, orient='index')
                 
data_df1 = data_df.T
print(data_df1)

rowmax = 300
for d in range(0,235):
    for i in range(0+d*300, 300+d*300):
        for x in range(i , 300+d*300 ):
            if data_df1.at[x, 'High'] - data_df1.at[i, 'Open'] >=20 :
                    data_df1.at[i, '損益時間20 20'] = B[x]
                    data_df1.at[i,'損益20 20']  =  20            
                    break
         
            elif data_df1.at[i, 'Open'] - data_df1.at[x, 'Low'] >=20 :
                    data_df1.at[i, '損益時間20 20'] = B[x]
                    data_df1.at[i,'損益20 20']  =  -20    
                    break
print(data_df1)
data_df1.to_csv('2018+-全12.csv', encoding='utf_8_sig')
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1 個回答

1
rogeryao
iT邦超人 7 級 ‧ 2020-07-30 21:38:21
最佳解答
rowmax = 300
for d in range(0,235):
  for i in range(d*rowmax,(d+1)*rowmax-1):
     for x in range(i+1,(d+1)*rowmax):

更新

import pandas as pd
import numpy as np

# df = pd.read_excel('C:\\Users\\user\\20200102.xlsx', header=0, index_col=None)  
df = pd.read_csv('./20200102.csv')
df = pd.DataFrame(df)

A = np.array(df[:70500]['Date'])
B = np.array(df[:70500]['Time'])
C = np.array(df[:70500]['Open'])
D = np.array(df[:70500]['High'])
E = np.array(df[:70500]['Low'])
F = np.array(df[:70500]['Close'])
G = np.array(df[:70500]['Volume'])
H = np.array(df[:70500]['ActDate'])
I = np.array(df[:70500]['ActTime'])
J = np.array(df[:70500]['Value'])

rowmax = 30
for d in range(0,2):
  for i in range(d*rowmax,(d+1)*rowmax-1):
    for x in range(i+1,(d+1)*rowmax):
      if df.at[x, 'High'] - df.at[i, 'Open'] >=20 :
        H[i]=df.at[x, 'Date']
        I[i]=df.at[x, 'Time']
        J[i]=20
        break
      elif df.at[i, 'Open'] - df.at[x, 'Low'] >=20 :
        H[i]=df.at[x, 'Date']
        I[i]=df.at[x, 'Time']
        J[i]=-20
        break

data_dist = {
  "Date":A,
  "Time":B,
  "Open":C,
  "High":D,
  "Low":E,
  "Close":F,
  "Volume":G,
  "ActDate":H,
  "ActTime":I,
  "Value":J
}

data_df = pd.DataFrame.from_dict(data_dist, orient='index')
                 
data_df1 = data_df.T

print(data_df1)

#data_df1.to_csv('20200102+-全.csv', encoding='utf_8_sig') 

Demo

看更多先前的回應...收起先前的回應...
Alien iT邦新手 4 級 ‧ 2020-07-30 21:55:35 檢舉

感謝您的回答
我把它套進我程式碼
出現下方錯誤
嘗試google debug
說是縮進問題

File "<ipython-input-5-4691a8a2fb5e>", line 19
    for i in range(d*rowmax, (d+1)*rowmax - 2) :
      ^
IndentationError: expected an indented block
hokou iT邦好手 1 級 ‧ 2020-07-31 09:23:40 檢舉

應該就是前後的空格不同吧
前面可能是空4格
這個直接貼上可能只有空2格

https://repl.it/repls/MisguidedDimgreyMemwatch#main.py
可以執行不過因為是 3 個迴圈會跑比較久

Alien iT邦新手 4 級 ‧ 2020-07-31 16:41:32 檢舉

抱歉
我知道問題出在哪了
剛剛仔細看
迴圈+判定都沒問題
第一天後面數據
其實沒跑掉
只是剛好出來的時間序列剛好比較特別
我以為數據是錯的

問題是出在這
H1.append(B[x])
H2.append(20)

這部分這樣寫會是一直接者寫
https://ithelp.ithome.com.tw/upload/images/20200731/20127807YAXS2wsCca.png

所以跟迴圈判斷式沒關係
是我寫入EXCEL
還有我陣列和程式碼問題
真的很抱歉
先入為主的搞錯問題出在哪

Alien iT邦新手 4 級 ‧ 2020-07-31 20:14:23 檢舉

listennn08
不好意思想請教您一下
因為我的程式碼關於pandas numpy DataFrame
是照者這篇https://ithelp.ithome.com.tw/questions/10198832
您回答的那篇當模板
慢慢查資料慢慢改的
這次程式碼靠rogeryao指導我迴圈和判定
(學習了許多感謝rogeryao大大)/images/emoticon/emoticon02.gif
算是完成了這次的數據處裡
這樣算大數據處理嘛!?
/images/emoticon/emoticon01.gif
想請教的是我下方程式碼關於pandas numpy DataFrame
有什麼地方需要改進的?
感謝

import pandas as pd
import numpy as np

df = pd.read_excel('E:\\future\\2018.xlsx', header=0, index_col=None)  
df = pd.DataFrame(df)

A = np.array(df[:70500]['Date'])
B = np.array(df[:70500]['Time'])
C = np.array(df[:70500]['Open'])
D = np.array(df[:70500]['High'])
E = np.array(df[:70500]['Low'])
F = np.array(df[:70500]['Close'])
G = np.array(df[:70500]['Volume'])

H1,H2= [] ,[]
data_dist = { 
    "Date":A,
    "Time":B,
    "Open":C, 
    "High":D, "Low":E,"Close":F,"Volume":G,
"損益時間20 20":H1,"損益20 20":H2}

data_df = pd.DataFrame.from_dict(data_dist, orient='index')
                 
data_df1 = data_df.T
print(data_df1)

rowmax = 300
for d in range(0,235):
    for i in range(0+d*300, 300+d*300):
        for x in range(i , 300+d*300 ):
            if data_df1.at[x, 'High'] - data_df1.at[i, 'Open'] >=20 :
                    data_df1.at[i, '損益時間20 20'] = B[x]
                    data_df1.at[i,'損益20 20']  =  20            
                    break
         
            elif data_df1.at[i, 'Open'] - data_df1.at[x, 'Low'] >=20 :
                    data_df1.at[i, '損益時間20 20'] = B[x]
                    data_df1.at[i,'損益20 20']  =  -20    
                    break
print(data_df1)
data_df1.to_csv('2018+-全12.csv', encoding='utf_8_sig')
Alien iT邦新手 4 級 ‧ 2020-07-31 21:38:14 檢舉

rogeryao
我訊息次數沒了
這邊回復一下

輸出

rowmax = 5
for d in range(0,2):
    for i in range(d*rowmax,(d+1)*rowmax-1):
          for x in range(i+1,(d+1)*rowmax): 
                print(d,i,x)

結果

0 0 1
0 0 2
0 0 3
0 0 4
0 1 2
0 1 3
0 1 4
0 2 3
0 2 4
0 3 4
1 5 6
1 5 7
1 5 8
1 5 9
1 6 7
1 6 8
1 6 9
1 7 8
1 7 9
1 8 9

輸出

for d in range(0,2):
    for i in range(d*rowmax,(d+1)*rowmax):
          for x in range(i,(d+1)*rowmax): 
                print(d,i,x)

結果

0 0 0
0 0 1
0 0 2
0 0 3
0 0 4
0 1 1
0 1 2
0 1 3
0 1 4
0 2 2
0 2 3
0 2 4
0 3 3
0 3 4
0 4 4
1 5 5
1 5 6
1 5 7
1 5 8
1 5 9
1 6 6
1 6 7
1 6 8
1 6 9
1 7 7
1 7 8
1 7 9
1 8 8
1 8 9
1 9 9

當分鐘也判定進去
我覺得把+1 -1拿掉才正常
如果加上+1 -1
當分鐘沒判定到
最後一分鐘也沒判定

rogeryao iT邦超人 7 級 ‧ 2020-07-31 21:44:57 檢舉

就依實際數據測試看看,跑出來的結果合不合理

Alien iT邦新手 4 級 ‧ 2020-07-31 21:44:59 檢舉

https://ithelp.ithome.com.tw/questions/10199175
這篇有寫
四個發生情形
第一個就是A[0]來說A[0]+20 <= B
A[0]-20 >= C
看哪個較早

第三種情形發生True位子一樣
通常發生在1分鐘上下波動較大
這樣停利還是停損
要看每秒的成交明細
才能知道哪個情形發生
但這種情形不常發生

第四種就是全都是False
通常在接近收盤時會大機率發生

紀錄open最先紀錄
high low是期間
close 是收盤最尾巴紀錄
這也是畫K線圖所需要資料

確實是有機率發生當分鐘同時發生停利停損

Alien iT邦新手 4 級 ‧ 2020-07-31 21:49:14 檢舉

rogeryao
好的
我有稍微比對過
基本上一樣
第一分鐘如果有停利或停損
才有差

最後一分鐘基本上沒差

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