利用tushare判断用哪条均线买卖比较适合

见标题，不多说，上源码，需要的自取

import tushare as ts

def parse(code_list,maday):
    '''process stock'''
    is_buy    = 0
    buy_val   = []
    buy_date  = []
    sell_val  = []
    sell_date = []
    df = ts.get_hist_data(code_list,start=START_DATE,end=END_DATE)

    ma = df[u'ma%s'%maday]
#    print(ma)
    close = df[u'close']
#    print(close)
    rate = 1.0
    idx = len(ma)

    while idx > 0:
        idx -= 1
        close_val = close[idx]
        ma_val = ma[idx]
        if close_val > ma_val:
                if is_buy == 0:
                        is_buy = 1
                        buy_val.append(close_val)
                        buy_date.append(close.keys()[idx])
        elif close_val < ma_val:
                if is_buy == 1:
                        is_buy = 0
                        sell_val.append(close_val)
                        sell_date.append(close.keys()[idx])
    print("stock number: %s" %code_list)
    print("buy count   : %d" %len(buy_val))
    print("sell count  : %d" %len(sell_val))

    for i in range(len(sell_val)):
        rate = rate * (sell_val[i] * (1 - 0.002) / buy_val[i])
        print("buy date : %s, buy price : %.2f" %(buy_date[i], buy_val[i]))
        print("sell date: %s, sell price: %.2f" %(sell_date[i], sell_val[i]))
    print('%s日线买卖的策略'%maday)
    print("收益率: %.2f %% \n\n" % ((rate-1)*100))

if __name__ == '__main__':
    STOCK = '300100'
    START_DATE = '2017-01-01'
    END_DATE = '2017-04-05'
    parse(STOCK,5)
    #parse('hs300',5)
    parse(STOCK,10)
    #parse('hs300',10)
    parse(STOCK,20)
    #parse('hs300',20)

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