Python 股市Screener 分享

carlam

469 回覆
287 Like 14 Dislike
carlam 2021-10-03 17:17:51
簡單來說就係點樣有系統可以跟而做到「贏要谷輸要縮」
carlam 2021-10-03 17:19:34
如果係我個screener第一個條件都唔得 要$10以上
VibingCat 2021-10-03 17:43:38
Survivorship bias free既data多數都要用錢買
VibingCat 2021-10-03 17:45:37
其實你要screen呢啲有現成既
用thinkorswim就得
尸廿山女田卜 2021-10-03 18:26:16
用這個talib 會行得快好多。記得os 要另裝talib和裝python 嘅pandas_ta pkg。本身default 行MP。

https://github.com/twopirllc/pandas-ta#indicators-by-category
煩膠的左耳 2021-10-07 22:54:29
多謝樓主分享
有個小小嘅建議,可以試下用yf.download呢個function 黎一次down 晒啲data落黎先慢慢filter, 應該會快啲。另外,可以將啲filter過程變做一個function先再try exception,咁可以唔使每個variable都要做一次。
尸廿山女田卜 2021-10-08 15:44:20
ching
這個是否vcp?

carlam 2021-10-08 15:58:33
可以呀
但止蝕位有少少遠 13.31 /12.26 如果佢pull back到 13.80-14.00 就正
尸廿山女田卜 2021-10-08 16:08:29
ching
想請教點睇止蝕位?
carlam 2021-10-08 16:30:23
因為只買短期突破 所以都只留意最近幾天既最低位作參考
另外止蝕位最多容許5-6%就算 咁你突破後10-12% 都有2R 你有4成以上勝率都ok
尸廿山女田卜 2021-10-08 16:35:02
謝ching
陽炎座 2021-10-08 19:40:52
感謝你
尸廿山女田卜 2021-10-15 10:42:41
ching,
請問有冇人用過facebook 既 Prophet 做forcast? 有無用?有幾準?
我想試下用黎測量大市變化,例如某個板塊,上升趨勢嘅股,資金流向等。有冇其他建議。

https://facebook.github.io/prophet/
https://towardsdatascience.com/forecasting-stock-prices-using-prophet-652b31fb564e?gi=acfc10545a88
旋風管家一拳超人 2021-10-15 12:35:23
喂 師傅 比個requirements.txt好不好
旋風管家一拳超人 2021-10-15 12:38:09
旋風管家一拳超人 2021-10-15 13:20:46
https://www.ijcai.org/proceedings/2020/0641.pdf

read this paper.

This manages the portfolio instead of playing with one stock only.

The bad thing is during the whole period, the portfolio selected is fixed.
旋風管家一拳超人 2021-10-15 14:14:38
forgot 不過github有record好似 得閒揾揾 記得係唔差
Hilary陳昕翹 2021-10-16 23:36:04
(vcp) ➜ vcp_screener-main python vcp_screener.py
File "vcp_screener.py", line 138
if os.path.isfile(f'{daily_file_name}.pdf'): #萬一出現重複值, 自動continue 跳出迥圈, 回到上一個try,向前找出未下載資料既weekday
^
SyntaxError: invalid syntax



樓主用緊python幾 ?
我裝咗3.8 run 唔到
VibingCat 2021-10-24 01:38:43
推一推
新增Industry group ranking, EPS rating
屌屌聲面都青 2021-11-02 23:29:30
def get_tickers():

filter = ['ta_sma200_pa', 'ta_sma50_sa200', 'ta_sma50_pa', 'sh_price_o10',
'sh_curvol_o2000']
stock_list = Screener(filters=filter, table='Performance', order='Ticker')
df = pd.DataFrame(stock_list.data)
df.set_index('Ticker', inplace=True)
df.drop('No.', axis=1, inplace=True)
tickers = df.index.to_list()

with open('stock_tickers.pickle', 'wb') as file:
pickle.dump(tickers, file)

return tickers

樓會唔會試下用finviz.screener做一次initial screen先 咁樣已經screen淨幾百個tickers
會唔會快啲?

利申 新手想學野
外國月亮特別圓 2022-02-19 00:54:22
想請問free 裡面可唔可以extract 埋啲non-market 嘅data?
姐係revenue ebit ebitda 呢啲?
好似CIQ 咁
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