Stock Filter
=============================================================

.. code-block:: python
    
	import matplotlib.pyplot as plt
	import pandas as pd
	import numpy as np
	import tushare,talib
	from datetime import datetime, timedelta

	#############  参数设置  #################
	pastNdays = 100     # 根据过去多少天判断
	volRatio = 6        # 成交量增长倍数
	MACDcrit = 0.1      # MACD大于

	#############  程序  #####################
	def analyse(code):
	    df = tushare.get_hist_data(code).sort_values(by='date')
	    df.reset_index(inplace=True)
	    startDate = datetime.today() - timedelta(days=pastNdays)
	    df = df[ df['date'] > str(startDate) ]
	    df.index = pd.to_datetime(df.date)
	    
	    vol = df.volume.values
	    volResult = True if vol[-1]>np.mean(vol[:-1])*volRatio else False
	    #print(vol[-1])
	    if not volResult: return False

	    close = df.close.values
	    DIF,DEA,MACD = df['DIF'],df['DEA'],df['MACD'] = talib.MACD(close)
	    macdResult = True if DIF[-1]>MACDcrit and DEA[-1]>MACDcrit else False
	    #print(DIF[-1],DEA[-1],MACD[-1]*2)

	    #df[['volume']].plot(title=code); plt.show()
	    #df[['DIF','DEA','MACD']].plot(title=code); plt.show()
	    return macdResult

	basics = tushare.get_stock_basics()
	cnt = 1; n=0
	for i in basics.index:
	    try:
	        if analyse(i): cnt+=1; print(i,basics.name[i])
	    except: pass
	    n+=1
	    if n%100==0: print(n,'/',basics.index.size)
	print(cnt)