我正在尝试使用历史数据回测交易算法。我想迭代 pandas 数据框，检查几个标志(alert 和 order_placed)并在满足条件时执行交易。 数据框包含日期(指数)、开盘价、最高价、最低价、收盘价和 RSI 列。
我尝试避免嵌套 if 语句并使用“and”来简化代码，但最终仍然得到相同的输出。
entry = 0
sl = 0
target_increment = 0
alert = False
order_placed = False
for row in df.itertuples():
# print('in next iteration')
if not order_placed:
# print('in orderplaced not true')
if alert:
# print('\tin alert is true\n')
if row.Close>entry:
# print('\t\tin entry condition')
print("Bought on date " + str(row.Index) + ' at ' + str(entry))
print("SL: " + str(sl) + "\nTarget: " + str(target_increment+row.Close))
order_placed = True
else:
# print('\t\tin entry condition is not met')
alert = False
else:
# print('\tin alert is not true')
if row.RSI>60:
print('\t\tin alert condition check')
entry = row.High+1
sl = row.Low-1
target_increment = row.Close-row.Open
alert = True
print("Alert at date " + str(row.Index))
else:
if row.Close<=sl:
print("Sold on date " + str(row.Index) + ' at ' + str(row.Close) + "\nStop loss hit!")
alert = False
order_placed = False
elif row.Close>=target_increment+row.Close:
print("Sold on date " + str(row.Index) + ' at ' + str(row.Close) + "\nTarget reached!")
alert = False
order_placed = False
print("alert: ", alert)
print("order_placed: ", order_placed)
我希望当alert为真且order_placed为假时程序会说“已购买”。这部分适用于数据框中符合这些条件的第一个元组。 然而，在 order_placed 为 true 后，循环的下一次迭代不会进入父 if 语句的“else:”部分，即，不会为其余行实现进一步的逻辑。
输出:
building dictionary
in alert condition check
Alert at date 2019-09-20
Bought on date 2019-09-23 at 29539.3
SL: 26850.35
Target: 32766.85
alert: True
order_placed: True
引用数据框:
Symbol Expiry Open High Low Close Last Settle Price Number of Contracts Turnover Open Interest Change in OI Underlying RSI Previous High Previous Low Previous Open Previous Close
Date
2019-07-26 BANKNIFTY 2019-10-31 29456.30 29698.00 29397.00 29677.50 29661.50 29677.50 135 7.968000e+07 1980 1980 29325.30 NaN NaN NaN NaN NaN
2019-07-29 BANKNIFTY 2019-10-31 29714.75 29752.80 29438.85 29577.65 29582.05 29577.65 85 5.030400e+07 2900 920 29295.90 NaN 29698.00 29397.00 29456.30 29677.50
2019-07-30 BANKNIFTY 2019-10-31 29621.35 29773.75 29000.05 29052.20 29050.00 29052.20 223 1.304850e+08 3500 600 28791.60 NaN 29752.80 29438.85 29714.75 29577.65
2019-07-31 BANKNIFTY 2019-10-31 28900.00 29227.65 28836.65 29164.85 29155.00 29164.85 186 1.079050e+08 4600 1100 NaN NaN 29773.75 29000.05 29621.35 29052.20
2019-08-01 BANKNIFTY 2019-10-31 29000.00 29105.00 28355.55 28699.05 28770.55 28699.05 598 3.434440e+08 9460 4860 28367.25 NaN 29227.65 28836.65 28900.00 29164.85
2019-08-02 BANKNIFTY 2019-10-31 28599.05 28866.95 28268.20 28518.35 28525.00 28518.35 408 2.324140e+08 9660 200 28204.95 NaN 29105.00 28355.55 29000.00 28699.05
2019-08-05 BANKNIFTY 2019-10-31 28418.35 28418.35 27718.35 27973.05 27919.50 27973.05 907 5.060620e+08 10980 1320 27648.05 NaN 28866.95 28268.20 28599.05 28518.35
2019-08-06 BANKNIFTY 2019-10-31 27873.05 28441.35 27873.05 28311.25 28292.00 28311.25 413 2.328910e+08 9000 -1980 28022.10 NaN 28418.35 27718.35 28418.35 27973.05
2019-08-07 BANKNIFTY 2019-10-31 28282.25 28411.25 27900.00 27918.45 27900.00 27918.45 405 2.278510e+08 9060 60 27702.05 NaN 28441.35 27873.05 27873.05 28311.25
2019-08-08 BANKNIFTY 2019-10-31 28018.45 28550.00 27818.45 28438.55 28550.00 28438.55 364 2.051960e+08 9600 540 28110.45 NaN 28411.25 27900.00 28282.25 27918.45
2019-08-09 BANKNIFTY 2019-10-31 28538.55 28800.00 28538.55 28669.50 28692.00 28669.50 241 1.382590e+08 10320 720 28431.90 NaN 28550.00 27818.45 28018.45 28438.55
2019-08-13 BANKNIFTY 2019-10-31 28497.30 28497.30 27878.25 27930.00 27925.00 27930.00 329 1.855670e+08 11080 760 27729.10 NaN 28800.00 28538.55 28538.55 28669.50
2019-08-14 BANKNIFTY 2019-10-31 28015.15 28330.00 27990.00 28174.45 28152.15 28174.45 173 9.743500e+07 11140 60 28019.20 NaN 28497.30 27878.25 28497.30 27930.00
2019-08-16 BANKNIFTY 2019-10-31 28177.90 28515.75 27948.20 28451.10 28444.95 28451.10 333 1.880830e+08 10260 -880 28217.00 NaN 28330.00 27990.00 28015.15 28174.45
2019-08-19 BANKNIFTY 2019-10-31 28621.70 28663.40 28344.85 28400.95 28421.00 28400.95 309 1.763910e+08 11220 960 28186.10 41.462145 28515.75 27948.20 28177.90 28451.10
2019-08-20 BANKNIFTY 2019-10-31 28312.10 28395.95 28050.00 28183.60 28224.65 28183.60 376 2.119360e+08 12180 960 27982.45 38.474052 28663.40 28344.85 28621.70 28400.95
2019-08-21 BANKNIFTY 2019-10-31 28142.00 28280.50 27880.00 27919.85 27957.95 27919.85 354 1.983950e+08 13060 880 27719.05 35.162444 28395.95 28050.00 28312.10 28183.60
2019-08-22 BANKNIFTY 2019-10-31 27833.15 27847.00 27163.15 27212.95 27202.00 27212.95 547 3.008380e+08 11820 -1240 27034.20 28.165109 28280.50 27880.00 28142.00 27919.85
2019-08-23 BANKNIFTY 2019-10-31 26921.75 27419.05 26803.65 27201.70 27215.00 27201.70 721 3.907550e+08 10760 -1060 26958.65 28.069376 27847.00 27163.15 27833.15 27212.95
2019-08-26 BANKNIFTY 2019-10-31 27554.95 28150.00 27030.00 28095.05 28100.00 28095.05 948 5.246750e+08 10760 0 27951.35 44.268995 27419.05 26803.65 26921.75 27201.70
2019-08-27 BANKNIFTY 2019-10-31 28233.50 28390.10 28085.40 28278.60 28290.00 28278.60 350 1.979000e+08 11480 720 NaN 46.914359 28150.00 27030.00 27554.95 28095.05
2019-08-28 BANKNIFTY 2019-10-31 28168.35 28271.00 27802.30 27987.05 27998.00 27987.05 439 2.458660e+08 12340 860 27804.30 43.391190 28390.10 28085.40 28233.50 28278.60
2019-08-29 BANKNIFTY 2019-10-31 27900.00 27900.00 27437.05 27513.30 27566.60 27513.30 1312 7.251390e+08 15140 2800 27305.20 38.351222 28271.00 27802.30 28168.35 27987.05
2019-08-30 BANKNIFTY 2019-10-31 27221.10 27773.65 27221.10 27613.60 27665.40 27613.60 3065 1.686416e+09 28060 12920 27427.85 39.941728 27900.00 27437.05 27900.00 27513.30
2019-09-03 BANKNIFTY 2019-10-31 27160.55 27420.00 26910.00 26979.10 26921.65 26979.10 2015 1.093904e+09 34760 6700 26824.15 33.970914 27773.65 27221.10 27221.10 27613.60
2019-09-04 BANKNIFTY 2019-10-31 26968.00 27481.00 26825.00 27335.45 27288.55 27335.45 3714 2.023207e+09 54420 19660 27123.85 39.445866 27420.00 26910.00 27160.55 26979.10
2019-09-05 BANKNIFTY 2019-10-31 27252.95 27443.75 26980.00 27098.30 27090.35 27098.30 2127 1.155384e+09 54340 -80 26919.70 37.233245 27481.00 26825.00 26968.00 27335.45
2019-09-06 BANKNIFTY 2019-10-31 27194.40 27500.00 27186.20 27415.90 27400.65 27415.90 2163 1.184791e+09 55060 720 27247.90 41.931016 27443.75 26980.00 27252.95 27098.30
2019-09-09 BANKNIFTY 2019-10-31 27350.05 27714.00 27148.80 27665.05 27650.25 27665.05 4219 2.326629e+09 40720 -14340 27504.65 45.384392 27500.00 27186.20 27194.40 27415.90
2019-09-11 BANKNIFTY 2019-10-31 27760.20 27998.55 27711.50 27938.40 27901.50 27938.40 1886 1.052612e+09 48840 8120 27776.20 48.970041 27714.00 27148.80 27350.05 27665.05
2019-09-12 BANKNIFTY 2019-10-31 28028.00 28198.55 27885.60 27923.85 27900.00 27923.85 3564 1.999824e+09 60720 11880 27818.50 48.786439 27998.55 27711.50 27760.20 27938.40
2019-09-13 BANKNIFTY 2019-10-31 27869.55 28333.45 27700.00 28276.75 28273.05 28276.75 4487 2.511968e+09 71980 11260 28098.75 53.354495 28198.55 27885.60 28028.00 27923.85
2019-09-16 BANKNIFTY 2019-10-31 28015.85 28205.00 27938.70 27997.15 27996.90 27997.15 5198 2.916725e+09 73080 1100 27855.00 49.581096 28333.45 27700.00 27869.55 28276.75
2019-09-17 BANKNIFTY 2019-10-31 27980.00 27986.25 27192.75 27242.15 27270.75 27242.15 8466 4.665398e+09 107020 33940 27131.75 41.123510 28205.00 27938.70 28015.85 27997.15
2019-09-18 BANKNIFTY 2019-10-31 27450.00 27568.85 27240.00 27285.60 27280.00 27285.60 10375 5.685789e+09 134280 27260 27172.65 41.739442 27986.25 27192.75 27980.00 27242.15
2019-09-19 BANKNIFTY 2019-10-31 27260.30 27281.20 26790.05 26880.60 26899.00 26880.60 12977 6.995522e+09 157280 23000 26757.65 37.772828 27568.85 27240.00 27450.00 27285.60
2019-09-20 BANKNIFTY 2019-10-31 26977.05 29538.30 26851.35 29100.05 29117.05 29100.05 79189 4.521008e+10 310540 153260 28981.55 60.132563 27281.20 26790.05 27260.30 26880.60
2019-09-23 BANKNIFTY 2019-10-31 29921.75 30824.90 29745.30 30643.85 30650.00 30643.85 66636 4.039896e+10 451720 141180 30566.20 68.587639 29538.30 26851.35 26977.05 29100.05
2019-09-24 BANKNIFTY 2019-10-31 30601.70 30776.90 30055.00 30373.90 30360.10 30373.90 47956 2.911238e+10 542760 91040 30183.10 65.953644 30824.90 29745.30 29921.75 30643.85
2019-09-25 BANKNIFTY 2019-10-31 30279.65 30279.65 29667.35 29784.75 29759.95 29784.75 64327 3.844630e+10 698080 155320 29586.05 60.493489 30776.90 30055.00 30601.70 30373.90
2019-09-26 BANKNIFTY 2019-10-31 29800.00 30957.95 29800.00 30225.10 30263.95 30225.10 160567 9.732284e+10 888600 190520 30002.60 62.961656 30279.65 29667.35 30279.65 29784.75
2019-09-27 BANKNIFTY 2019-10-31 30201.00 30340.00 29882.95 30080.90 30061.30 30080.90 195904 1.179994e+11 967320 78720 29876.65 61.604376 30957.95 29800.00 29800.00 30225.10
2019-09-30 BANKNIFTY 2019-10-31 29890.05 29955.60 29103.50 29324.70 29310.00 29324.70 244117 1.437219e+11 1327640 360320 29103.15 54.918367 30340.00 29882.95 30201.00 30080.90
2019-10-01 BANKNIFTY 2019-10-31 29440.00 29724.00 28218.00 28874.65 28918.15 28874.65 366120 2.126155e+11 1513360 185720 28725.50 51.346656 29955.60 29103.50 29890.05 29324.70
2019-10-03 BANKNIFTY 2019-10-31 28655.10 28919.80 28368.60 28570.85 28579.95 28570.85 247822 1.418723e+11 1586560 73200 28414.10 49.028620 29724.00 28218.00 29440.00 28874.65
2019-10-04 BANKNIFTY 2019-10-31 28801.05 28860.00 27778.00 27853.75 27819.00 27853.75 291787 1.648944e+11 1645520 58960 27731.85 43.981386 28919.80 28368.60 28655.10 28570.85
2019-10-07 BANKNIFTY 2019-10-31 27950.00 28277.00 27652.20 27871.55 27870.00 27871.55 214766 1.203944e+11 1441060 -204460 27767.55 44.135119 28860.00 27778.00 28801.05 27853.75
2019-10-09 BANKNIFTY 2019-10-31 27870.00 28989.95 27774.00 28874.05 28894.60 28874.05 295138 1.675061e+11 1351920 -89140 28785.85 52.106930 28277.00 27652.20 27950.00 27871.55
2019-10-10 BANKNIFTY 2019-10-31 28690.00 28690.00 27980.00 28106.60 28170.15 28106.60 246371 1.392902e+11 1509280 157360 28013.45 46.622132 28989.95 27774.00 27870.00 28874.05
2019-10-11 BANKNIFTY 2019-10-31 28300.00 28723.00 27805.00 28138.60 28135.00 28138.60 301738 1.703704e+11 1527360 18080 28042.50 46.873242 28690.00 27980.00 28690.00 28106.60
2019-10-14 BANKNIFTY 2019-10-31 28317.95 28790.00 28082.85 28209.80 28210.00 28209.80 233980 1.327742e+11 1468680 -58680 28181.95 47.465433 28723.00 27805.00 28300.00 28138.60
2019-10-15 BANKNIFTY 2019-10-31 28300.00 28775.00 28251.00 28618.65 28621.00 28618.65 213025 1.214465e+11 1457480 -11200 28555.10 50.853191 28790.00 28082.85 28317.95 28209.80
2019-10-16 BANKNIFTY 2019-10-31 28720.25 28807.00 28321.15 28604.75 28615.65 28604.75 221098 1.264651e+11 1386680 -70800 28538.80 50.733407 28775.00 28251.00 28300.00 28618.65
2019-10-17 BANKNIFTY 2019-10-31 28530.50 29150.00 28530.50 29079.65 29070.35 29079.65 231824 1.337761e+11 1424740 38060 28989.45 54.662632 28807.00 28321.15 28720.25 28604.75
2019-10-18 BANKNIFTY 2019-10-31 29029.60 29299.95 28903.05 29152.35 29140.00 29152.35 192396 1.120157e+11 1295200 -129540 29120.25 55.251008 29150.00 28530.50 28530.50 29079.65
2019-10-22 BANKNIFTY 2019-10-31 29397.00 29747.00 28851.40 29492.50 29490.00 29492.50 218602 1.289482e+11 1253820 -41380 29411.15 57.997593 29299.95 28903.05 29029.60 29152.35
2019-10-23 BANKNIFTY 2019-10-31 29400.00 29725.00 29122.00 29494.50 29526.15 29494.50 202544 1.194933e+11 1198340 -55480 29459.60 58.013911 29747.00 28851.40 29397.00 29492.50
2019-10-24 BANKNIFTY 2019-10-31 29625.00 29742.55 29020.95 29180.50 29215.55 29180.50 269195 1.580991e+11 1328280 129940 29107.95 54.438115 29725.00 29122.00 29400.00 29494.50
2019-10-25 BANKNIFTY 2019-10-31 29280.10 29480.00 28912.60 29431.85 29438.00 29431.85 227255 1.327633e+11 1000880 -327400 29395.95 56.736869 29742.55 29020.95 29625.00 29180.50
2019-10-27 BANKNIFTY 2019-10-31 29638.00 29760.00 29460.60 29497.30 29473.00 29497.30 21511 1.270312e+10 997600 -3280 29516.30 57.340432 29480.00 28912.60 29280.10 29431.85
最佳答案
if 和 elif(在根 if-else 语句的 else block 中)始终无法满足其条件。 'order_placed' 无法变为 False 或 'alert' 变为 True。
我不太确定这意味着我自己要做的是什么，但您可能想检查代码的逻辑。看来“sl”和“target_increment”永远不会改变。
关于python - 为什么我的 for 循环中的 if 条件在一次迭代为真后停止验证？，我们在Stack Overflow上找到一个类似的问题： https://stackoverflow.com/questions/58586898/