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股指套利 MATLAB源程序

股指套利 MATLAB源程序

包括Arbitrage(全样本)算法源程序,股指数据分析源程序 1 (ProAnalysis),期指合约矩阵分析源程序(MatAnalysis)


Code=load('d:\code.txt');                                                  %输入股票代码;
P=xlsread('d:\QZ300.xls','C2:C301');                                        %输入当前沪深300价格数列;
Q=load('d:\QZ300.txt')/100;                                                %输入当前沪深300权重数据;
sumBuy=0;
sumSell=0;                                                                  %初始化下一交易日应卖出股票总量;

for n=1:300                                                                %初始化数组;
    N(n,1)=n;
    X(n,1)=n;
    intN(n,1)=n;
end

X=5000*300*Q;                                                              %一张期指合约对应各股票权重;

for i=1:300                                                                %依次计算应买入股票数量;
    N(i,1)=X(i,1)/P(i,1);
    RawN(i,1)=N(i,1);
    intN(i,1)=round(N(i,1));                                                %四舍五入,以保证买入股票为100整数倍;
   
    if mod(intN(i,1),100)<=10 && Q(i,1)<0.001                              %如果买入股票数量对100取余结果小于10 并且其权重小于 千分之一;
                                                         
            tmp1=intN(i,1);                                                %则舍去余数,只购买1手整数倍;   
            intN(i,1)=intN(i,1)-mod(intN(i,1),100);
            fprintf('股票 %i数量权重为.3f 应买入数量为 .3f  ',Code(i,1),RawN(i,1),intN(i,1))
            fprintf('丢失股票数量为 %i ; 其权重为%8.4f\n',mod(tmp1,100),Q(i,1))
     

    else                                                                    %其它情况,则购买对100取整数部分加100股;
        tmp=intN(i,1);
        intN(i,1)=intN(i,1)-mod(intN(i,1),100)+100;                        %计算下一交易日应卖掉数量;
        nextDaySell=100-mod(tmp,100);       
        sumSell=sumSell+nextDaySell;                                        %自加求和;
        fprintf('股票 %i数量权重为.3f 应买入数量为 .3f  ',Code(i,1),RawN(i,1),intN(i,1))
        fprintf('下一交易日应卖出股票数量为  %i\n',nextDaySell)
       
    end
sumBuy=sumBuy+intN(i,1);     
   
 
end
      fprintf('  下一交易日应卖掉股票总数为%i\n',sumSell)
      fprintf('  下一交易日应买入股票总数为%i\n',sumBuy)


-----内含下列附件-----

% Part 1 理论期指计算
disp('Part 1 股指合约矩阵及理论期指计算')
sheet=input('please enter the sheet.No:  ');
switch (sheet)
    case 1
        V=xlsread('d:\matrix .xls',1,'I12:J16')                              % 输入当前股指值(value)矩阵;
        B=xlsread('d:\matrix .xls',1,'I4:M8')                                % 输入当前股指比值(ratio)矩阵;
    case 2
        V=xlsread('d:\matrix .xls',2,'I12:J16')
        B=xlsread('d:\matrix .xls',2,'I4:M8')
    case 3
        V=xlsread('d:\matrix .xls',3,'I12:J16')
        B=xlsread('d:\matrix .xls',3,'I4:M8')
 
    otherwise
        disp('null!')
end
Crt=input('输入首个当前合约: ','s');
r=0.08;                                                                      %连续复利的无风险利率;
q=0.03;                                                                      %红利收益率;                   
t=date;                                                                      %当前交易日期;
ETC_S=10;                                                                    %股票交易成本;             
ETC_F=4700*300*2*0.00005;                                                    %期货交易成本;
ETC=ETC_S+ETC_F;                                                              %总交易成本;
% liquidity=f(currency,inflation,interest,CPI)
% AV=Hs*( f(enthusiasm,liquidity,time) ) AV:ajustment value

Hs=V(1,1);                                                                    %当前沪深300指数值;


switch (Crt)                                                                  %选择执行多分支语句;
    case ('IF0801') 
       
        T1=datestr('18-Jan-2008');                                            %合约到期日;
        T2=datestr('15-Feb-2008');                                         
        T3=datestr('21-Mar-2008');
        T6 =datestr('20-Jun-2008');
             
        IF01=Hs*exp((r-q)*(daysact(t,T1)/365))+ETC;                          %求各合约理论期指;
        IF02=Hs*exp((r-q)*(daysact(t,T2)/365))+ETC;
        IF03=Hs*exp((r-q)*(daysact(t,T3)/365))+ETC;
        IF06=Hs*exp((r-q)*(daysact(t,T6)/365))+ETC;
        disp('各合约理论期指')
        Vac=[Hs;IF01;IF02;IF03;IF06]                                          %输出理论合约值;
        Rac=eye(5);                                                          %建立单位阵 ,用理论合约值填充为比值矩阵;
        Rac(1,2)=IF01/Hs;
        Rac(1,3)=IF02/Hs;
        Rac(1,4)=IF03/Hs;
        Rac(1,5)=IF06/Hs;     
        Rac(2,3)= IF02/IF01;
        Rac(2,4)= IF03/IF01;
        Rac(2,5)= IF06/IF01;
        Rac(3,4)= IF03/IF02;
        Rac(3,5)= IF06/IF02;
        Rac(4,5)= IF06/IF03;
        disp('理论比值矩阵')
        Rac                                                                  %输出比值理论矩阵;           
         
      case ('IF0802') 
                                                             
            T2=datestr('15-Feb-2008');                                         
            T3=datestr('21-Mar-2008');
            T6 =datestr('20-Jun-2008');
            T9=datestr('19-Sep-2008');
                                                             
            IF02=Hs*exp((r-q)*(daysact(t,T2)/365))+ETC;
            IF03=Hs*exp((r-q)*(daysact(t,T3)/365))+ETC;
            IF06=Hs*exp((r-q)*(daysact(t,T6)/365))+ETC;
            IF09=Hs*exp((r-q)*(daysact(t,T9)/365))+ETC;
            disp('各合约理论期指')
            Vac=[Hs;IF02;IF03;IF06;IF09]            
            Rac=eye(5);
            Rac(1,2)=IF02/Hs;
            Rac(1,3)=IF03/Hs;
            Rac(1,4)=IF06/Hs;
            Rac(1,5)=IF09/Hs;
           
            Rac(2,3)= IF03/IF02;
            Rac(2,4)= IF06/IF02;
            Rac(2,5)= IF09/IF02;
           
            Rac(3,4)= IF06/IF03;
            Rac(3,5)= IF09/IF03;
           
            Rac(4,5)= IF09/IF06;
            disp('理论比值矩阵')
            Rac
             
    case ('IF0803')
            T3=datestr('21-Mar-2008');
            T4=datestr('18-Apr-2008');
            T6=datestr('20-Jun-2008');
            T9=datestr('19-Sep-2008');
           
            IF03=Hs*exp((r-q)*(daysact(t,T3)/365))+ETC;
            IF04=Hs*exp((r-q)*(daysact(t,T4)/365))+ETC;
            IF06=Hs*exp((r-q)*(daysact(t,T6)/365))+ETC;
            IF09=Hs*exp((r-q)*(daysact(t,T9)/365))+ETC;
            disp('各合约理论期指')
            Vac=[Hs;IF03;IF04;IF06;IF09]            
            Rac=eye(5);
                       
            Rac(1,2)=IF03/Hs;
            Rac(1,3)=IF04/Hs;
            Rac(1,4)=IF06/Hs;
            Rac(1,5)=IF09/Hs;
           
            Rac(2,3)= IF04/IF03;
            Rac(2,4)= IF06/IF03;
            Rac(2,5)= IF09/IF03;
           
            Rac(3,4)= IF06/IF04;
            Rac(3,5)= IF09/IF04;
           
            Rac(4,5)= IF09/IF06;
            disp('理论比值矩阵')
            Rac                                                                 
      case ('IF0804')
                                 
            T4=datestr('18-Apr-2008');                                         
            T5=datestr('16-May-2008');
            T6 =datestr('20-Jun-2008');
            T9=datestr('19-Sep-2008');
       
            IF04=Hs*exp((r-q)*(daysact(t,T4)/365))+ETC;
            IF05=Hs*exp((r-q)*(daysact(t,T5)/365))+ETC;
            IF06=Hs*exp((r-q)*(daysact(t,T6)/365))+ETC;
            IF09=Hs*exp((r-q)*(daysact(t,T9)/365))+ETC;
            disp('各合约理论期指')
            Vac=[Hs;IF04;IF05;IF06;IF09]                                         
            Rac=eye(5);                                                         
            Rac(1,2)=IF04/Hs;
            Rac(1,3)=IF05/Hs;
            Rac(1,4)=IF06/Hs;
            Rac(1,5)=IF09/Hs;
           
            Rac(2,3)= IF05/IF04;
            Rac(2,4)= IF06/IF04;
            Rac(2,5)= IF09/IF04;
           
            Rac(3,4)= IF06/IF05;
            Rac(3,5)= IF09/IF05;
           
            Rac(4,5)= IF09/IF06;
            disp('理论比值矩阵')
            Rac                                                                 
    case ('IF0805')
                                           
            T5=datestr('16-May-2008');
            T6 =datestr('20-Jun-2008');
            T9=datestr('19-Sep-2008');
            T12=datestr('19-Dec-2008');
       
            IF05=Hs*exp((r-q)*(daysact(t,T5)/365))+ETC;
            IF06=Hs*exp((r-q)*(daysact(t,T6)/365))+ETC;
            IF09=Hs*exp((r-q)*(daysact(t,T9)/365))+ETC;
            IF12=Hs*exp((r-q)*(daysact(t,T12)/365))+ETC;
            disp('各合约理论期指')
            Vac=[Hs;IF05;IF06;IF09;IF12]                                         
            Rac=eye(5);                                                         
           
            Rac(1,2)=IF05/Hs;
            Rac(1,3)=IF06/Hs;
            Rac(1,4)=IF09/Hs;
            Rac(1,5)=IF12/Hs;
           
            Rac(2,3)= IF06/IF05;
            Rac(2,4)= IF09/IF05;
            Rac(2,5)= IF12/IF05;
           
            Rac(3,4)= IF09/IF06;
            Rac(3,5)= IF12/IF06;
           
            Rac(4,5)= IF12/IF09;
            disp('理论比值矩阵')
            Rac                                     

      case ('IF0806')
                                         
            T6 =datestr('20-Jun-2008');
            T7=datestr('18-Jul-2008');
            T9=datestr('19-Sep-2008');
            T12=datestr('19-Dec-2008');
                           
            IF06=Hs*exp((r-q)*(daysact(t,T6)/365))+ETC;
            IF07=Hs*exp((r-q)*(daysact(t,T7)/365))+ETC;
            IF09=Hs*exp((r-q)*(daysact(t,T9)/365))+ETC;
            IF12=Hs*exp((r-q)*(daysact(t,T12)/365))+ETC;
            disp('各合约理论期指')
            Vac=[Hs;IF06;IF07;IF09;IF12]                                         
            Rac=eye(5);                                                         
            Rac(1,2)=IF06/Hs;
            Rac(1,3)=IF07/Hs;
            Rac(1,4)=IF09/Hs;
            Rac(1,5)=IF12/Hs;
           
            Rac(2,3)= IF07/IF06;
            Rac(2,4)= IF09/IF06;
            Rac(2,5)= IF12/IF06;
           
            Rac(3,4)= IF09/IF07;
            Rac(3,5)= IF12/IF07;
           
            Rac(4,5)= IF12/IF09;
            disp('理论比值矩阵')
            Rac                             
      case ('IF0807')
         
            T7=datestr('18-Jul-2008');
            T8 =datestr('15-Aug-2008');
            T9=datestr('19-Sep-2008');
            T12=datestr('19-Dec-2008');
                   
            IF07=Hs*exp((r-q)*(daysact(t,T7)/365))+ETC;
            IF08=Hs*exp((r-q)*(daysact(t,T8)/365))+ETC;
            IF09=Hs*exp((r-q)*(daysact(t,T9)/365))+ETC;
            IF12=Hs*exp((r-q)*(daysact(t,T12)/365))+ETC;
            disp('各合约理论期指')
            Vac=[Hs;IF07;IF08;IF09;IF12]                                         
            Rac=eye(5);                                                         
           
           
            Rac(1,2)=IF07/Hs;
            Rac(1,3)=IF08/Hs;
            Rac(1,4)=IF09/Hs;
            Rac(1,5)=IF12/Hs;
           
            Rac(2,3)= IF08/IF07;
            Rac(2,4)= IF09/IF07;
            Rac(2,5)= IF12/IF07;
           
            Rac(3,4)= IF09/IF08;
            Rac(3,5)= IF12/IF08;
           
            Rac(4,5)= IF12/IF09;
            disp('理论比值矩阵')
            Rac                     
    case ('IF0708')
   
        T8=datestr('17-Aug-2007');                                           
        T9=datestr('21-Sep-2007');                                         
        T12=datestr('21-Dec-2007');
        T3 =datestr('21-Mar-2008');
         
        IF08=Hs*exp((r-q)*(daysact(t,T8)/365))+ETC;                         
        IF09=Hs*exp((r-q)*(daysact(t,T9)/365))+ETC;
        IF12=Hs*exp((r-q)*(daysact(t,T12)/365))+ETC;
        IF03=Hs*exp((r-q)*(daysact(t,T3)/365))+ETC;
        disp('各合约理论期指')     
        Vac=[Hs;IF08;IF09;IF12;IF03]                                         
        Rac=eye(5);                                                         
        Rac(1,2)=IF08/Hs;
        Rac(1,3)=IF09/Hs;
        Rac(1,4)=IF12/Hs;
        Rac(1,5)=IF03/Hs;     
        Rac(2,3)= IF09/IF08;
        Rac(2,4)= IF12/IF08;
        Rac(2,5)= IF03/IF08;
        Rac(3,4)= IF12/IF09;
        Rac(3,5)= IF03/IF09;
        Rac(4,5)= IF03/IF12;
        disp('理论比值矩阵')
        Rac                                                                 
               
    case ('IF0709')
       
          T9=datestr('21-Sep-2007'); 
          T10=datestr('17-Oct-2007');
          T12=datestr('21-Dec-2007');
          T3 =datestr('21-Mar-2008');
         
          IF09=Hs*exp((r-q)*(daysact(t,T9)/365))+ETC;
          IF10=Hs*exp((r-q)*(daysact(t,T10)/365))+ETC;
          IF12=Hs*exp((r-q)*(daysact(t,T12)/365))+ETC;
          IF03=Hs*exp((r-q)*(daysact(t,T3)/365))+ETC;
          disp('各合约理论期指')
          Vac=[Hs;IF09;IF10;IF12;IF03]                                         
          Rac=eye(5);                                                           
          Rac(1,2)=IF09/Hs;
          Rac(1,3)=IF10/Hs;
          Rac(1,4)=IF12/Hs;
          Rac(1,5)=IF03/Hs;     
          Rac(2,3)= IF10/IF09;
          Rac(2,4)= IF12/IF09;
          Rac(2,5)= IF03/IF09;
         
          Rac(3,4)= IF12/IF10;
          Rac(3,5)= IF03/IF10;
          Rac(4,5)= IF03/IF12;
          disp('理论比值矩阵')
          Rac                                                                 

      case ('IF0710')
                           
          T10=datestr('17-Oct-2007');
          T11=datestr('16-Nov-2007');
          T12=datestr('21-Dec-2007');
          T3 =datestr('21-Mar-2008');
                             
          IF10=Hs*exp((r-q)*(daysact(t,T10)/365))+ETC;
          IF11=Hs*exp((r-q)*(daysact(t,T11)/365))+ETC;
          IF12=Hs*exp((r-q)*(daysact(t,T12)/365))+ETC;
          IF03=Hs*exp((r-q)*(daysact(t,T3)/365))+ETC;
          disp('各合约理论期指')
          Vac=[Hs;IF10;IF11;IF12;IF03]                                         
          Rac=eye(5);                                                           
          Rac(1,2)=IF10/Hs;
          Rac(1,3)=IF11/Hs;
          Rac(1,4)=IF12/Hs;
          Rac(1,5)=IF03/Hs;
         
          Rac(2,3)= IF11/IF10;
          Rac(2,4)= IF12/IF10;
          Rac(2,5)= IF03/IF10;
         
          Rac(3,4)= IF12/IF11;
          Rac(3,5)= IF03/IF11;
         
          Rac(4,5)= IF03/IF12;
          disp('理论比值矩阵')
          Rac               
      case ('IF0711')
     
          T11=datestr('16-Nov-2007');
          T12=datestr('21-Dec-2007');
          T3 =datestr('21-Mar-2008');
          T6=datestr('20-Jun-2008');
     
          IF11=Hs*exp((r-q)*(daysact(t,T11)/365))+ETC;
          IF12=Hs*exp((r-q)*(daysact(t,T12)/365))+ETC;
          IF03=Hs*exp((r-q)*(daysact(t,T3)/365))+ETC;
          IF06=Hs*exp((r-q)*(daysact(t,T6)/365))+ETC;
          disp('各合约理论期指')
          Vac=[Hs;IF11;IF12;IF03;IF06;]                                         
          Rac=eye(5);                                                           
          Rac(1,2)=IF11/Hs;
          Rac(1,3)=IF12/Hs;
          Rac(1,4)=IF03/Hs;
          Rac(1,5)=IF06/Hs;
         
          Rac(2,3)= IF12/IF11;
          Rac(2,4)= IF03/IF11;
          Rac(2,5)= IF06/IF11;
         
          Rac(3,4)= IF03/IF12;
          Rac(3,5)= IF06/IF12;
         
          Rac(4,5)= IF06/IF03;
          disp('理论比值矩阵')
          Rac           
      case ('IF0712')
   
          T12=datestr('21-Dec-2007');
          T1=datestr('18-Jan-2008');
          T3 =datestr('21-Mar-2008');
          T6=datestr('20-Jun-2008');
   
          IF12=Hs*exp((r-q)*(daysact(t,T12)/365))+ETC;
          IF01=Hs*exp((r-q)*(daysact(t,T1)/365))+ETC;
          IF03=Hs*exp((r-q)*(daysact(t,T3)/365))+ETC;
          IF06=Hs*exp((r-q)*(daysact(t,T6)/365))+ETC;
          disp('各合约理论期指')
          Vac=[Hs;IF12;IF01;IF03;IF06]                                         
          Rac=eye(5);                                                           
          Rac(1,2)=IF12/Hs;
          Rac(1,3)=IF01/Hs;
          Rac(1,4)=IF03/Hs;
          Rac(1,5)=IF06/Hs;
         
          Rac(2,3)= IF01/IF12;
          Rac(2,4)= IF03/IF12;
          Rac(2,5)= IF06/IF12;
         
          Rac(3,4)= IF03/IF01;
          Rac(3,5)= IF06/IF01;
         
          Rac(4,5)= IF06/IF03;
          disp('理论比值矩阵')
          Rac           
    otherwise
        disp('错误输入!请您返回重新运行:');         
 
end

 


% Part 2  真正有效检查套利机会
disp('Part 2 开始检查异常值');

A =xlsread('d:\matrix .xls',sheet,'B4:F8')                                            % 输入初值对称矩阵;
B =xlsread('d:\matrix .xls',sheet,'I4:M8')                                            % 输入终值对称矩阵;                                                     
C=B-A                                                                                %求变化矩阵;

for i=1:4                                                                            % 是正向市场还是反向市场;
    for j=i+1:5
        if C(i,j)>0
            continue
        else
            fprintf('invert market [%i %i]\n',i,j)
        end
       
    end
end
L=abs(C(1,2))-abs(C(1,1));                                                            % 设置同行比值差变量差L并赋初值;
for i=1:4                                                                              % rows    观看特殊值;
    for j=i:4
        if abs(C(i,j))<abs(C(i,j+1))
            continue                                                                  % 进行下一次迭代;
        else
           
            N=abs(C(i,j+1))-abs(C(i,j));                                                %设置当前循环同行比值变量差 N;
           
           
            if N-L<0                                                                    %比较当前循环同行差值与上循环值;
                if i==1                                                                %如果是第一行;
                    fprintf('EXCEPTION!  ROW %i \n',i),
                    Coordinate=[i,j],                                                        %显示异常数据行列坐标;
                    fprintf('    The data is : %8.4f 高估,存期现套利机会\n\n', C(i,j)); %提示有期现套利机会;
                else
                                 
                  fprintf('EXCEPTION!  ROW %i \n',i),
                  Coordinate=[i,j],                                                    %显示异常数据行列坐标;
                  fprintf('    The data is : %8.4f 存跨期套利机会\n\n', C(i,j));        %提示有跨期套利机会;
                end
             
            else
                fprintf('EXCEPTION!  ROW %i \n',i),
                Coordinate=[i,j+1],                                                      %显示异常数据行列坐标;
                fprintf('    The data is : %8.4f \n\n', C(i,j+1));
                         
            end
           
            L=N;                                                                        % 当前差值迭代;
           
        end
    end
end

for i=1:4                                                                              % columns 观看特殊值;
    for j=i+1:5
        if abs(C(i,j))>abs(C(i+1,j))
            continue                                                                    % 进行下一次迭代;
        else
            fprintf('EXCEPTION! COLUMN %i\n',j),
            Coordinate=[i+1,j],                                                        %显示异常数据行列坐标;
            fprintf('    The data is : %8.4f\n\n', C(i+1,j));
                       
        end
    end
end

 


-----内含下列附件-----

x = input('输入股指套利数据路径并读取至matlab:  ');  % 导入外部excel文件;
                                                    % xlsread语句;
                                                   

disp('进行正态分布假设检验分析')
number=length(x);                                  %求数据量;

if (number>30)                                      %条件执行语句
    [h,p,j,cv]=jbtest(x)                            % 大样本进行jb检验
    if (h==1)
        disp('作直方图与核密度分布图 ')
        figure(1);
        subplot(2,1,1)
        histfit(x)
        title('histogram with Norm Distribution curve')
        [f,y]=ksdensity(x);
        figure(1);
        subplot(2,1,2)
        plot(y,f)
        title('kernel density distritution ')
                 
    else
        disp('perfect,Normal Distritution!'),
        histfit(x);
    end
   
else
    [h,p,l,cv]=lillietest(x)                    % 小样本进行lilieforse检验
    if (h==1)
        disp('作直方图与核密度分布图')
        figure(1);
        subplot(2,1,1)
        histfit(x)
        title('histogram with Norm Distribution curve')
        [f,y]=ksdensity(x);
        figure(1);
        subplot(2,1,2)
        plot(y,f)
        title('kernel density distritution ')
               
    else
        disp('perfect,Normal Distritution!'),
        histfit(x);
    end
end

fprintf('求特征参数 \n\n ')                        %注: 所有数据与函数显著水平设为0.05,即置信度为95%
                                                  %求特征参数
mu = mean(x);                                    %求期  望(1阶中心矩,度量分布中心位置);
sigma = std(x);                                  %求标准差
variance= var(x);                                %求方  差(2阶中心矩,度量取值变化程度);
itsSkewness = skewness(x);                        %求偏斜度(3阶中心矩,度量关于均值对称程度);
itsKurtosis = kurtosis(x);                        %求峰 值(4阶中心矩,度量尾部厚度,极端值情况);
Max = max(x);                                    %求最大值;
Min = min(x);                                    %求最小值;
s = range(x);                                    %求极差;

disp('价差将扩大或缩小之概率 ')
if number>=30 && itsKurtosis-3>1

    if  x(number)<=mu-sigma*itsKurtosis^1/4                                         
        disp('The probability of SPREAD_WIDEN  is')
        normspec([x(number),Inf],mu,sigma)         
    elseif  x(number)>mu+sigma*itsKurtosis^1/4
        disp('The probability of SPREAD_SHORTEN  is')
        normspec([-Inf,x(number)],mu,sigma)
    else
        fprintf('Temporarily steady,balance will be broke! \n\n')
    end
elseif number>=30 && itsKurtosis-3<=1
    if  x(number)<=mu-sigma                                         
        disp('The probability of SPREAD_WIDEN  is')
        normspec([x(number),Inf],mu,sigma)         
    elseif  x(number)>mu+sigma
        disp('The probability of SPREAD_SHORTEN  is')
        normspec([-Inf,x(number)],mu,sigma)
    else
        fprintf('Temporarily steady,balance will be broke! \n\n')
    end
   
else
    disp('insufficient data,deduce nothing!')
   
end

 

fprintf('当前值=    .5f\n',x(number))        格式化输出
fprintf('期望=      .5f\n',mu)               
fprintf('标准差=    .5f\n',sigma)
fprintf('方  差=    .5f\n',variance)
fprintf('偏斜度=    .5f\n',itsSkewness)
fprintf('峰值 =      .5f\n',itsKurtosis)
fprintf('超出峰度 =  .5f\n',itsKurtosis-3)
fprintf('4次方根峰值=.5f\n',itsKurtosis^1/4)

fprintf('最大值=    .5f\n',Max)
fprintf('最小值=    .5f\n',Min)
fprintf('极  差=    .5f\n',s)
fprintf('数据个数=  .5f\n',number)

disp('显示附有指数移动平均线,MACD,RSI的价差图')
figure(2);
subplot(3,1,1)
movavg(x,30,120,'e')
title('价差变动走势')
text(number,mu,' \leftarrow mu','FontSize',12,'Color','c')

subplot(3,1,2)
plot(macd(x))
title('价差MACD图')

subplot(3,1,3)
plot(rsindex(x))
title('价差RSI图')

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