交易模式筛选今天涨停的股票用于第二天打板。包括一进二、二进三以及更高的板。后续会研究每个股的连板概率敬请期待实施过程获取20260506所有的涨停股票通过一套筛选模式获取可打板股票池。通过添加52周涨幅大于5倍和今年以来涨幅大于3倍来排除不可能达到很高连板的趋势股。筛选标准股价≤30元总市值≤300亿流通市值≤250亿最后封板时间 ≤ 14:30下午两点半炸板次数 ≤ 5排除断板再涨停的股票首板且封成比≤5%首板且52周涨幅≤5倍首板且今年以来涨幅≤3倍代码如下import akshare as ak import pandas as pd def filter_stock_data_qushigu(input_df): df input_df.copy() keep_indices [] for index, row in df.iterrows(): stock_code str(row[代码]).zfill(6) symbol fSH{stock_code} if stock_code.startswith(6) else fSZ{stock_code} try: # 获取个股数据 stock_spot_df ak.stock_individual_spot_xq(symbolsymbol) latest_price float(row[最新价]) lian_ban int(row[连板数]) # 连板数 # 转字典直接用字段名取值 data_dict dict(stock_spot_df.values) low_52week float(data_dict[52周最低]) ytd_change float(data_dict[今年以来涨幅]) # 核心逻辑 if lian_ban 1: # 多连板 → 直接保留不看两个条件 keep_indices.append(index) else: # 首板 → 必须满足两个条件才保留 ratio latest_price / low_52week if ratio 5 and ytd_change 300: keep_indices.append(index) except Exception: continue return df.loc[keep_indices].reset_index(dropTrue)运行后最终得到27只股票名称涨跌幅最新价换手率首次封板时间最后封板时间炸板次数连板数所属行业永杉锂业10.0051621.331.490904925019250104能源金属宝光股份10.0119218.468.120765930339303304电网设备跨境通10.136994.0211.45781935399362112互联网电安道麦A9.9706757.52.48637810353610353602农化制品华软科技9.9821756.1711.8229111263911263902化学制品盈新发展103.083.523027925009250001房地产开美利云9.98948520.9211.792019304210422721IT服务Ⅱ美年健康9.9447515.973.26729931549315401医疗服务康盛股份9.9290786.26.857163932069320601家电零部大业股份1012.325.484136936429383021通用设备合力泰10.03463.187.76287937279372701光学光电锡华科技9.99609628.1718.50924940199493111风电设备诚邦股份10.0064117.159.615585940359403501基础建设江南高纤10.169493.257.305836940479423511纺织制造波导股份9.956715.086.015568941389442921消费电子海鸥股份9.98659516.416.643846955179551701通用设备川润股份1019.0312.36676956399563901通用设备海通发展10.0201716.366.721406958249582401航运港口奥康国际9.9635499.054.21389410000810000801服装家纺深圳新星9.98515229.638.68280110104210104201金属新材华源控股1021.348.21075910115110115101包装印刷轻纺城104.624.13453710160510160501一般零售来伊份9.98174118.074.92152810265610265601休闲食品大连热电10.064528.5310.3823410423310423301电力兴民智通106.68.34732410473610473601汽车零部三湘印象10.103095.344.21410211003011003001房地产开鸿博股份10.006118.0314.7171813002413002401包装印刷