注:能使用talib包的,优先使用talib包计算;本文中指标图来自同花顺截图

使用python计算常用的股票指标,本文涉及到的指标包括:RSI、OBV、MACD、 KDJ、 SAR、  VOL、 PSY、 ARBR、 CR、 EMV、 BOLL、 TRIX、 DMA、 BIAS、 CCI、 W%R、 ROC、 DMI

目录

导入需要的包

RSI

OBV

MACD

KDJ

SAR

VOL

PSY

ARBR

CR

EMV

BOLL

TRIX

DMA

BIAS

CCI

W%R

ROC

DMI

数据


导入需要的包

import pandas as pd
import math
import talib

RSI

中文名:相对强弱指标

计算公式:

RSI有两种计算方法:

第一种方法:

假设A为N日内收盘价涨幅的正数之和,B为N日内收盘价涨幅的负数之和再乘以(-1),这样,A和B均为正,将A,B代入RSI计算公式,则:

RSI(N) = A ÷ (A + B) × 100

第二种方法:

RS(相对强度) = N日内收盘价涨数和之均值 ÷ N日内收盘价跌数和之均值

RSI = 100 - 100 ÷ (1+RS)

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['rsi'] = talib.RSI(df['closePrice'], timeperiod=14)

OBV

中文名:能量潮

计算公式:

OBV = 前一天的OBV ± 当日成交量

说明:(当日收盘价高于前日收盘价,成交量定位为正值,取加号;当日收盘价低于前日收盘价,成交量定义为负值,取减号;二者相等计为0)

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['obv'] = talib.OBV(df['closePrice'],df['turnoverVol'])

MACD

中文名:指数平滑异同平均线

计算公式:

1) 简单移动平均MA

说明:P1~PN为交易日的收盘价;N为移动平均的天数

2) 加权移动平均EMA

说明:W1~WN是权重系数,W1>W2>…>WN

3) 快速时间窗口设为12日,慢速时间窗口设为26日,DIF参数设为9日,来完整计算一遍MACD

3.1) 计算指数平滑移动平均值(EMA)

12日EMA的计算公式为:

EMA(12) = 昨日EMA(12)  ×  11 ÷ 13 + 今日收盘价 × 2 ÷ 13

26日EMA的计算公式为:

EMA(26) = 昨日EMA(26) × 25 ÷ 27 + 今日收盘价 × 2 ÷ 27

3.2) 计算离差值(DIF)

DIF = 今日EMA(12) – 今日EMA(26)

3.3) 计算DIF的9日DEA

根据差值计算其9日的DEA,即差值平均

今日DEA = 昨日DEA × 8 ÷ 10 + 今日DIF × 2 ÷ 10

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['DIFF'],df['DEA'],df['MACD'] = talib.MACD(close_list,fastperiod=12,slowperiod=26,signalperiod=9)

KDJ

中文名:随机指标

计算公式:

1) 以日KDJ数值的计算为例

N日RSV = (CN – LN)÷(HN-LN) ×100

说明:CN为第N日收盘价;LN为N日内的最低价;HN为N日内的最高价,RSV值始终在1~100间波动

2) 计算K值与D值

当日K值 = 2/3 × 前一日K值 + 1/3 × 当日RSV

当日D值 = 2/3 × 前一日D值 + 1/3 × 当日K值

如果没有前一日K值与D值,则可分别用50来代替

3) 计算J值

J = 3D – 2K

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['kdj_k'],df['kdj_d'] = talib.STOCH(df['highestPrice'],df['lowestPrice'],df['closePrice'],fastk_period=5,slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)df['kdj_j'] = 3*df['kdj_k'] - 2*df['kdj_d']

SAR

中文名:抛物转向

计算过程:

1)先选定一段时间判断为上涨或下跌

2)如果是看涨,则第一天的SAR值必须是近期内的最低价;如果是看跌,则第一天的SAR值必须是近期的最高价。

3)第二天的SAR值,则为第一天的最高价(看涨时)或是最低价(看跌时)与第一天的SAR值的差距乘上加速因子,再加上第一天的SAR值就可以求得。

4)每日的SAR值都可用上述方法类推,公式归纳如下:

SAR(N) = SAR(N-1) + AF × [(EP(N-1) – SAR(N-1))]

SAR(N) = 第N日的SAR值

SAR(N-1) = 第(N-1)日的SAR值

说明:AF表示加速因子;EP表示极点价,如果是看涨一段期间,则EP为这段时间的最高价,如果是看跌一段期间,则EP为这段时间的最低价;EP(N-1)等于第(N-1)日的极点价

5)加速因子第一次取0.02,假若第一天的最高价比前一天的最高价还高,则加速因子增加0.02,如无新高则加速因子沿用前一天的数值,但加速因子最高不能超过0.2。反之,下跌也类推

6)如果是看涨期间,计算出某日的SAR值比当日或前一日的最低价高,则应以当日或前一日的最低价为某日之SAR值;如果是看跌期间,计算某日的SAR值比当日或前一日的最高价低,则应以当日或前一日的最高价为某日的SAR值。

7)SAR指标基准周期的参数为2,如2日、2周、2月等,其计算周期的参数变动范围为2~8

8)SAR指标在股价分析系统的主图上显示为“O”形点状图。

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['sar'] = talib.SAR(df['highestPrice'],df['lowestPrice'])

VOL

中文:成交量

柱状图是成交量,两条曲线是成交量的移动平均

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['vol5'] = talib.MA(df['turnoverVol'],timeperiod=5)df['vol10'] = talib.MA(df['turnoverVol'],timeperiod=10)

PSY

中文名:心理线

计算公式:

PSY(N) = A/N × 100

说明:N为天数,A为在这N天之中股价上涨的天数

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['ext_0'] = df['closePrice']-df['closePrice'].shift(1)df['ext_1'] = 0df.loc[df['ext_0']>0,'ext_1'] = 1df['ext_2'] = df['ext_1'].rolling(window=12).sum()df['psy'] = (df['ext_2']/12.0)*100

ARBR

中文:人气和意愿指标  AR:人气指标  BR:买卖意愿指标

计算公式:

AR(N) = N日内(H-O)之和 ÷ N日内(O-L)之和 × 100

说明:H表示当天最高价;L表示当天最低价;O表示当天开盘价;N表示设定的时间参数,一般原始参数日缺省值为26日

BR(N) = N日内(H-CY)之和 ÷ N日内(CY-L)之和 × 100

说明:H表示当天最高价;L表示当天最低价;CY表示前一交易日的收盘价,N表示设定的时间参数,一般原始参数缺省值为26日

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['h_o'] = df['highestPrice'] - df['openPrice']df['o_l'] = df['openPrice'] - df['lowestPrice']df['h_o_sum'] = df['h_o'].rolling(window=26).sum()df['o_l_sum'] = df['o_l'].rolling(window=26).sum()df['ar'] = (df['h_o_sum']/df['o_l_sum'])*100df['h_c'] = df['highestPrice'] - df['closePrice']df['c_l'] = df['closePrice'] - df['lowestPrice']df['h_c_sum'] = df['h_c'].rolling(window=26).sum()df['c_l_sum'] = df['c_l'].rolling(window=26).sum()df['br'] = (df['h_c_sum']/df['c_l_sum'])*100

CR

中文:带状能力线或中间意愿指标

计算过程:

1)计算中间价,取以下四种中一种,任选:

中间价 = (最高价 + 最低价)÷2

中间价 = (最高价 + 最低价 + 收盘价)÷3

中间价 = (最高价 + 最低价 + 开盘价 + 收盘价)÷4

中间价 = (2倍的开盘价 + 最高价 + 最低价)÷4

2)计算CR:

CR = N日内(当日最高价 – 上个交易日的中间价)之和 ÷ N日内(上个交易日的中间价 – 当日最低价)之和

说明:N为设定的时间周期参数,一般原始参数日设定为26日

3)计算CR值在不同时间周期内的移动平均值:这三条移动平均曲线分别为MA1 MA2 MA3,时间周期分别为5日 10日 20日

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['m_price'] = (df['highestPrice'] + df['lowestPrice'])/2df['h_m'] = df['highestPrice']-df['m_price'].shift(1)df['m_l'] = df['m_price'].shift(1)-df['lowestPrice']df['h_m_sum'] = df['h_m'].rolling(window=26).sum()df['m_l_sum'] = df['m_l'].rolling(window=26).sum()df['cr'] = (df['h_m_sum']/df['m_l_sum'])*100df['ma1'] = talib.MA(df['cr'],timeperiod=5)df['ma2'] = talib.MA(df['cr'],timeperiod=10)df['ma3'] = talib.MA(df['cr'],timeperiod=20)

EMV

中文:简易波动指标

计算方法:

1)先计算出三个因子A B C的数值。

A = (当日最高价 + 当日最低价)÷2

B = (上个交易日最高价 + 上个交易日最低价) ÷2

C = 当日最高价 – 当日最低价

2)求出EM数值

EM = (A-B) ×C÷当日成交额

3)求出EMV数值

EMV = EM数值的N个交易日之和,N为时间周期,一般设为14日

4)求出EMV的移动平均值EMVA

EMVA = EMV的M日移动平均值,M一般设置9日

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['a'] = (df['highestPrice']+df['lowestPrice'])/2df['b'] = (df['highestPrice'].shift(1)+df['lowestPrice'].shift(1))/2df['c'] = df['highestPrice'] - df['lowestPrice']df['em'] = (df['a']-df['b'])*df['c']/df['turnoverValue']df['emv'] = df['em'].rolling(window=14).sum()df['emva'] = talib.MA(df['emv'],timeperiod=9)

BOLL

中文名:布林线指标

计算公式:

中轨线 = N日的移动平均线

上轨线 = 中轨线 + 两倍的标准差

下轨线 = 中轨线 – 两倍的标准差

计算过程:

1)先计算出移动平均值MA

MA = N日内的收盘价之和÷N

2)计算出标准差MD的平方

MD的平方 = 每个交易日的(收盘价-MA)的N日累加之和的两次方 ÷ N

3)求出MD

MD = (MD的平方)的平方根

4)计算MID、UPPER、LOWER的数值

MID = (N-1)日的MA

UPPER = MID + 2×MD

LOWER = MID – 2×MD

说明:N一般原始参数日缺省值为20日

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['upper'],df['mid'],df['lower'] = talib.BBANDS(df['closePrice'],timeperiod=20,nbdevup=2, nbdevdn=2, matype=0)

TRIX

中文名:三重指数平滑移动平均指标

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['trix'] = talib.TRIX(df['closePrice'],timeperiod=12)df['trma'] = talib.MA(df['trix'],timeperiod=20)

DMA

中文名:平均线差

计算公式:

DDD(N) = N日短期平均值 – M日长期平均值

AMA(N) = DDD的N日短期平均值

计算过程:

以求10日、50日为基准周期的DMA指标为例

1)求出周期不等的两条移动平均线MA之间的差值

DDD(10) = MA10 – MA50

2)求DDD的10日移动平均数值

AMA(10) = DDD(10)÷10

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['ma10'] = talib.MA(df['closePrice'],timeperiod=10)df['ma50'] = talib.MA(df['closePrice'],timeperiod=50)df['ddd'] = df['ma10'] - df['ma50']df['ama'] = talib.MA(df['ddd'],timeperiod=10)

BIAS

中文名:乖离率

计算公式:

N日BIAS = (当日收盘价 – N日移动平均价)÷N日移动平均价×100

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['ma6'] = talib.MA(df['closePrice'],timeperiod=6)df['ma12'] = talib.MA(df['closePrice'],timeperiod=12)df['ma24'] = talib.MA(df['closePrice'],timeperiod=24)df['bias'] = ((df['closePrice']-df['ma6'])/df['ma6'])*100df['bias2'] = ((df['closePrice']-df['ma12'])/df['ma12'])*100df['bias3'] = ((df['closePrice']-df['ma24'])/df['ma24'])*100

CCI

中文名:顺势指标

计算过程:

CCI(N日) = (TP-MA)÷MD÷0.015

说明:TP = (最高价+最低价+收盘价)÷3;MA=最近N日收盘价的累计之和÷N;MD=最近N日(MA-收盘价)的累计之和÷N;0.015为计算系数;N为计算周期,默认为14天

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['cci'] = talib.CCI(df['highestPrice'],df['lowestPrice'],df['closePrice'],timeperiod=14)

W%R

中文名:威廉指标

计算公式:

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']n = 10df['h_10'] = df['highestPrice'].rolling(window=n).max()df['l_10'] = df['lowestPrice'].rolling(window=n).min()df['wr10'] = ((df['h_10']-df['closePrice'])/(df['h_10']-df['l_10']))*100n2 = 6df['h_6'] = df['highestPrice'].rolling(window=n2).max()df['l_6'] = df['lowestPrice'].rolling(window=n2).min()df['wr6'] = ((df['h_6'] - df['closePrice']) / (df['h_6'] - df['l_6'])) * 100

ROC

中文名:变动速率指标

计算过程:

1)计算出ROC数值

ROC = (当日收盘价 – N日前收盘价)÷N日前收盘价×100

说明:N一般取值为12日

2)计算ROC移动平均线(ROCMA)数值

ROCMA = ROC的M日数值之和÷M

说明:M一般取值为6日

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['roc'] = talib.ROC(df['closePrice'],timeperiod=12)df['rocma'] = talib.MA(df['roc'],timeperiod=6)

DMI

中文名:趋向指标

    df = pd.read_csv('E:/temp005/600660.csv',encoding='utf-8')# 删除停牌的数据df = df.loc[df['openPrice']>0].copy()df['openPrice'] = df['openPrice']*df['accumAdjFactor']df['closePrice'] = df['closePrice']*df['accumAdjFactor']df['highestPrice'] = df['highestPrice']*df['accumAdjFactor']df['lowestPrice'] = df['lowestPrice']*df['accumAdjFactor']df['pdi'] = talib.PLUS_DI(df['highestPrice'],df['lowestPrice'],df['closePrice'],timeperiod=14)df['mdi'] = talib.MINUS_DI(df['highestPrice'],df['lowestPrice'],df['closePrice'],timeperiod=14)df['adx'] = talib.ADX(df['highestPrice'],df['lowestPrice'],df['closePrice'],timeperiod=6)df['adxr'] = talib.ADXR(df['highestPrice'],df['lowestPrice'],df['closePrice'],timeperiod=6)

数据

链接:https://pan.baidu.com/s/1HPkMsDDyXTEgffoAVIhbZw 
提取码:h80x

python_计算股票指标相关推荐

  1. 【指标计算】老妈再也不担心我的指标算不好了(教你用MyTT、TA-Lib、Pandas TA计算股票指标,附源代码)

    教你用MyTT.TA-Lib.Pandas TA计算股票指标,附源代码 前言 一.目前Python流行的几款股票行情分析指标计算库 1. MyTT 2. Ta-lib 3. Pandas TA 二.指 ...

  2. python股票数据预处理_PythonStock(14):使用pandas 批量处理股票数据,批量计算股票指标...

    前言 使用Python开发一个股票项目. 项目地址: https://github.com/pythonstock/stock 相关资料: http://www.voidcn.com/article/ ...

  3. 计算风险指标:最大回撤、计算风险收益指标:夏普比率、利用最大回撤和夏普比筛选基金、比较3只股票的夏普指数

    接着上一次获取股票数据[实时更新股票数据.创建你的股票数据].计算交易指标[买入.卖出信号.计算持仓收益.计算累计收益率] - cexo - 博客园的量化交易往下学习. 计算风险指标:最大回撤 什么是 ...

  4. python股票指标计算库_GitHub - unclevicky/stock: stock,股票系统。使用python进行开发。...

    pythonstock V1 项目简介 特别说明:股市有风险投资需谨慎,本项目只能用于Python代码学习,股票分析,投资失败亏钱不负责,不算BUG. PythonStock V1 是基于Python ...

  5. PythonStock(13):使用stockstats计算股票中的16个常用指标方法大全

    前言 使用Python开发一个股票项目. 项目地址: https://github.com/pythonstock/stock 相关资料: http://blog.csdn.net/freewebsy ...

  6. 获取股票数据【实时更新股票数据、创建你的股票数据】、计算交易指标【买入、卖出信号、计算持仓收益、计算累计收益率】

    在上一次获取股票数据[使用JQData查询行情数据.财务指标.估值指标]学习了使用JQData来查询股票相关数据, 这次则开始一点点构建咱们的量化交易系统了. 量化交易平台功能模块了解: 对于一个量化 ...

  7. 量化软件怎样计算股票概率?

    大家都知道量化交易的基础是计算股票概率,多数量化公司都是依据K线指标来计算最佳的盈利值,从而制定胜率比较大的交易策略,不过通常这些策略有3天.5天.10天不等,因为这个天数就是相应策略达到最大胜率或者 ...

  8. 股票指标RSI背离检测程序,附代码

    对强弱指标RSI是根据一定时期内上涨点数和下跌点数之和的比率制作出的一种技术曲线.能够反映出市场在一定时期内的景气程度.由威尔斯.威尔德(Welles Wilder)最早应用于期货买卖,后来人们发现在 ...

  9. 股票指标RSI所以的买卖点,附代码

    需要程序的关注微信公众号,数据分析与运用,回复rsi买卖点就可以了 运用原则这里的"极强"."强"."弱"."极弱"只是 ...

  10. 用 Python 做股票指标分析和 OBV, 真香

    近几年,Python的热度一直在涨,它的应用领域也非常广泛:自动化测试,Devops运维,爬虫工程师,Web开发,数据分析,机器学习等,不过 Python 还有一个神秘而有趣的应用领域,那就是量化交易 ...

最新文章

  1. win7驱动程序未经签名可以使用吗_如何解决高校机房计算机新CPU不支持win7系统的问题...
  2. NYOJ 203 三国志(Dijkstra+贪心)
  3. DCOS实践分享(4):如何基于DC/OS整合SMACK(Spark, Mesos, Akka, Cassandra, Kafka)
  4. 标准单元测试步骤:A -B-C-D-E-F
  5. CCNA学习笔记12-NAT
  6. 小程序navigator点击有时候会闪一下
  7. 阶段1 语言基础+高级_1-3-Java语言高级_06-File类与IO流_04 IO字节流_2_一切皆为字节...
  8. Java面向对象封装和继承,java实现即时通讯的架构
  9. 清华大学2008年硕士生招生参考书目录
  10. 通过DLL文件实现函数共有及通过调用_stdcall来减少程序文件的大小
  11. 素数五个为一行的_帕斯卡三角形与素数
  12. 通过c#打开pdf文件
  13. C语言自制简单点菜系统
  14. 惠普打印机驱动下载(电脑系统和打印机型号自动匹配)
  15. Pygame放大缩小照片
  16. 解决爱加密后百度地图不能正常使用
  17. vpb输出范围地形命令
  18. XTU降压并实现开机自启
  19. Mkv转MP4方法集合整理
  20. python仿真智能驾驶_自动驾驶仿真工程师

热门文章

  1. 自己怎么制作GIF表情包 QQ动态图如何制作
  2. 阿里大文娱管理层调整?回应:分工去年宣布 不是新闻
  3. web漏洞类型概述(owasp top10笔记)
  4. 制作外挂需要多高的编程技术?
  5. springdata jpa in查询
  6. 应用于arcgis的代码,长期更新…
  7. win10小技巧(初)
  8. 2012服务器系统有什么版本的,Windows server 2012操作系统有哪几个版本
  9. ce变速注入dll失败_调用CE变速DLL注入的软件含HOOK模块
  10. freeswitch APR库