简易版SMA策略复现（用tushare包）

Question

1. 准备数据：获取hs300股票2014/6/30到2021/6/30的的股票数据
2. 均线划分：以10天均值作为短线，60天均值作为长线，计算均价
3. 折线图可视化出沪深300股价和10天及60天均价
4. 策略开发：出现金叉时做多，出现死叉做空
5. 分别计算大盘和策略的累积收益，并可视化为折线图

Answer 1

均价计算及折线作图仅可参考，至于策略开发，需根据每个交叉点前后两个均价的比较写个判断，采取不同的sell和buy不同交易方法。

import tushare as ts
import pandas as pd
df = ts.get_k_data('hs300', start='2014-06-30', end='2021-06-30')
#df=pd.read_csv('hs300.csv')
pd.set_option('max_rows',None)
a10=[]
a60=[]
for i in range(len(df)):
    if i<=9:
        a10.append(df['close'][:i+1].mean())
    else:
        a10.append(df['close'][i-10:i].mean())
    if i<=59:
        a60.append(df['close'][:i+1].mean())
    else:
        a60.append(df['close'][i-60:i].mean())
df['a10']=a10
df['a60']=a60
print(df.head(20))
m = 1000
rev0 = m * (df['close'].tolist()[-1]-df['close'].tolist()[0]) / \
    df['close'].tolist()[0]-m#不采取交易策略下的收益
import matplotlib.pyplot as plt
plt.plot(df['date'],df['a10'],label='ma10')
plt.plot(df['date'], df['a60'], label='ma60')
plt.legend()
plt.show()