附分析结果图:
代码运行展示:
代码:
本帖隐藏的内容
部分代码文字版:
rm(list=ls())
require(quantstrat)
currency("RMB")
setSymbolLookup("北京银行"=list(name="601169.ss",src="yahoo"))
setSymbolLookup("平安银行"=list(name="000001.sz",src="yahoo"))
setSymbolLookup("民生银行"=list(name="600016.ss",src="yahoo"))
setSymbolLookup("招商银行"=list(name="600036.ss",src="yahoo"))
setSymbolLookup("农业银行"=list(name="601288.ss",src="yahoo"))
setSymbolLookup("交通银行"=list(name="601328.ss",src="yahoo"))
setSymbolLookup("兴业银行"=list(name="601166.ss",src="yahoo"))
setSymbolLookup("建设银行"=list(name="601939.ss",src="yahoo"))
setSymbolLookup("光大银行"=list(name="601818.ss",src="yahoo"))
setSymbolLookup("工商银行"=list(name="601398.ss",src="yahoo"))
setSymbolLookup("中信银行"=list(name="601998.ss",src="yahoo"))
setSymbolLookup("南京银行"=list(name="601009.ss",src="yahoo"))
setSymbolLookup("宁波银行"=list(name="002142.sz",src="yahoo"))
setSymbolLookup("浦发银行"=list(name="600000.ss",src="yahoo"))
setSymbolLookup("中国银行"=list(name="601988.ss",src="yahoo"))
setSymbolLookup("华夏银行"=list(name="600015.ss",src="yahoo"))
symbols=c("北京银行","平安银行","民生银行","招商银行",
"农业银行","交通银行","兴业银行","建设银行","光大银行",
"工商银行","中信银行","南京银行","宁波银行","中国银行",
"浦发银行","华夏银行")
beginTime=as.Date("2007-01-01")
endTime=as.Date("2015-04-28")
initEq <- 1e6
Sys.setenv(TZ="UTC")
getSymbols(symbols,from=beginTime,to=endTime,index.class=c("POSIXt","POSIXct"),adjust=T)
for(symbol in symbols)
{
stock(symbol, currency="RMB",multiplier=1)
x<-get(symbol)
x<-to.monthly(x,indexAt='endof',drop.time=FALSE)
indexFormat(x)<-'%Y-%m-%d'
colnames(x)<-gsub("x",symbol,colnames(x))
assign(symbol,x)
}
x==to.monthly(x,indexAt='endof', drop.time=FALSE)
x$SMA10=SMA(Ad(x),10)
qs.strategy <- "云金杞的策略"
剩下的在附件中啦。
,
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