qh.m

对金融数据（股票

 plot(gp(2,:),'-+');
hold on
plot(nihez_DSHY3,'r.');
legend('股价真实值','拟合股价');
txt=['ln(P(t)-P(t-1))=',num2str(B_DSHY3(1)),'*ln(H(t)-H(t-1))',num2str(B_DSHY3(2)),'(Vp(t)*hp(t))+',num2str(B_DSHY3(3)),'(VH(t)*h(t))'];
txt1=['训练样本开始时间：',num2str(zhsh(1,ll)),'；结束时间：',num2str(zhsh(1,d+ll)),'。共',num2str(d),'天数据'];
txt2=['样本决定系数(R^2):',num2str(STATS_DSHY3(1)),'；AIC值:',num2str(STATS_DSHY3(4))];
    txt3=['股票和指数相关系数:',num2str(cor(1,2))];
   g_max=max(ylim);
 g_min=min(ylim);
text(20,g_min+(g_max-g_min)*0.975,txt1);
text(20,g_min+(g_max-g_min)*0.95,txt2);
text(20,g_min+(g_max-g_min)*0.925,txt3);
disp('考虑指数成交量的对数收益率指数模型：'); 
disp(txt);
hold on 
plot(ll+d,gp(2,ll+d),'ko','Markersize',20)
plot(ll,gp(2,ll),'ko','Markersize',20)
 title('考虑指数成交量的对数收益率指数模型')
xlabel(txt)
figure
plot(xr_DSHY3);
legend('相对误差','相对误差=100*(拟合值－真实值)/真实值');
title('考虑指数成交量的对数收益率指数模型')
xlabel(txt)
hold on 
plot(ll+d,xr_DSHY3(ll+d),'k.','Markersize',20)
plot(ll,xr_DSHY3(ll),'k.','Markersize',20)

        
figure
normplot(R_DSHY3);
legend('误差对于正态分布的Q-Q图');
 title('考虑指数成交量的对数收益率指数模型')
xlabel(txt)
end
save shuj

% --- Executes on button press in radiobutton8.
function radiobutton8_Callback(hObject, eventdata, handles)
% hObject    handle to radiobutton8 (see GCBO)
% eventdata  reserved - to be defined in a future version of MATLAB
% handles    structure with handles and user data (see GUIDATA)
C_A=get(hObject,'Value');
if C_A==1
set(handles.radiobutton1,'Value',1);
set(handles.radiobutton3,'Value',1);
end
% Hint: get(hObject,'Value') returns toggle state of radiobutton8


% --- Executes during object creation, after setting all properties.
function edit2_CreateFcn(hObject, eventdata, handles)
% hObject    handle to edit2 (see GCBO)
% eventdata  reserved - to be defined in a future version of MATLAB
% handles    empty - handles not created until after all CreateFcns called

% Hint: edit controls usually have a white background on Windows.
%       See ISPC and COMPUTER.
if ispc
    set(hObject,'BackgroundColor','white');
else
    set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end



function edit2_Callback(hObject, eventdata, handles)
% hObject    handle to edit2 (see GCBO)
% eventdata  reserved - to be defined in a future version of MATLAB
% handles    structure with handles and user data (see GUIDATA)
load shuj
switch states(2)
    case 0
        msgbox('请选择训练方式');
      
    case 1
        s=get(handles.edit2,'string');
        kd =str2num(s);
    if kd==0
        kd=zhsh(1,1);
        ll=1;
    else
        for i=1:gp_length
           if gp(1,i)==kd
                 ll=i;
          end
          end
    end
      if ll==0
          msgbox('起始日期错误，请重新输入，0为从第一个数据开始');
      end
    
      case 2
        s=get(handles.edit2,'string');
        kd =str2num(s);
    if kd==0
        kd=zhsh(1,1);
        ll=1;
    else
        for i=1:gp_length
           if gp(1,i)==kd
                 ll=i;
          end
          end
    end
      if ll==0
          msgbox('起始日期错误，请重新输入，0为从第一个数据开始');
      end
  
end
    
save shuj

% Hints: get(hObject,'String') returns contents of edit2 as text
%        str2double(get(hObject,'String')) returns contents of edit2 as a double


% --- Executes during object creation, after setting all properties.
function edit3_CreateFcn(hObject, eventdata, handles)
% hObject    handle to edit3 (see GCBO)
% eventdata  reserved - to be defined in a future version of MATLAB
% handles    empty - handles not created until after all CreateFcns called

% Hint: edit controls usually have a white background on Windows.
%       See ISPC and COMPUTER.
if ispc
    set(hObject,'BackgroundColor','white');
else
    set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end



function edit3_Callback(hObject, eventdata, handles)
% hObject    handle to edit3 (see GCBO)
% eventdata  reserved - to be defined in a future version of MATLAB
% handles    structure with handles and user data (see GUIDATA)
load shuj
switch states(2)
    case 0
        msgbox('请选择训练方式');
        break;
    case 1
        s=get(handles.edit3,'string');
        d =str2num(s);
        if d<5
            msgbox('训练时间太短，请重新输入');
        else
            lll=ll+d;
            ld=zhsh(1,lll);
            
        end
       
     break

    case 2
         
             s=get(handles.edit3,'string');
             ld =str2num(s);
        if ld==0
            ld=zhsh(1,end);
            lll=gp_length-ll;
        else
            for i=1:gp_length
                 if gp(1,i)==ld    
                      lll=i;
                 end
             end
         end
       if lll==0
          msgbox('结束日期错误，请重新输入，0为到最后一个数据');
       end
     break
end
d=lll-ll;
save shuj

% Hints: get(hObject,'String') returns contents of edit3 as text
%        str2double(get(hObject,'String')) returns contents of edit3 as a double


% --- Executes on button press in pushbutton5.
function pushbutton5_Callback(hObject, eventdata, handles)
% hObject    handle to pushbutton5 (see GCBO)
% eventdata  reserved - to be defined in a future version of MATLAB
% handles    structure with handles and user data (see GUIDATA)
load shuj
[name_gp,path_gp]=uigetfile('.xls','请选择要拟合期货数据');
ad_gp=[path_gp,name_gp];
gp=xlsread(ad_gp);
[name_zhsh,path_zhsh]=uigetfile('.xls','请选择另一种期货数据');
d_zhsh=[path_zhsh,name_zhsh];
zhsh=xlsread(d_zhsh);
[n,m]=size(zhsh);
if n>m
    zhsh=zhsh';
end
[zhsh_width,zhsh_length]=size(zhsh);
[k,l]=size(gp);
if k>l
    gp=gp';
end
[gp_width,gp_length]=size(gp);
zhsh=sort1(zhsh);
gp=sort1(gp);
while gp_length~=zhsh_length
while zhsh(1,1)==0
    zhsh(:,1)=[];
    zhsh_length=zhsh_length-1;
end
while gp(1,1)==0
    gp(:,1)=[];
    gp_length=gp_length-1;
end


while zhsh(1,1)<gp(1,1)
    zhsh(:,1)=[];
    zhsh_length=zhsh_length-1;
end

while zhsh(1,1)>gp(1,1)
    gp(:,1)=[];
   gp_length=gp_length-1;
end
while zhsh(1,end)<gp(1,end)
   gp(:,end)=[];
   gp_length=gp_length-1;
end
while zhsh(1,end)>gp(1,end)
   zhsh(:,end)=[];
  zhsh_length=zhsh_length-1;
end

M_length=min(zhsh_length,gp_length);%找出指数和股价序列中较短的一个，以它作为比较次数
for  i=1:M_length
    if zhsh(1,i)<gp(1,i)
    charu_gp=(gp(:,i)+gp(:,i-1))/2;
    gp=charu(i,charu_gp,gp);
    gp(1,i)=zhsh(1,i); 
    gp_length=gp_length+1;
else if zhsh(1,i)>gp(1,i)
       charu_gp=(zhsh(:,i)+zhsh(:,i-1))/2;
    zhsh=charu(i,charu_gp,zhsh);
    zhsh(1,i)=gp(1,i); 
    zhsh_length=zhsh_length+1;
end
end
end
end
save shuj


% --- Executes on button press in radiobutton9.
function radiobutton9_Callback(hObject, eventdata, handles)
% hObject    handle to radiobutton9 (see GCBO)
% eventdata  reserved - to be defined in a future version of MATLAB
% handles    structure with handles and user data (see GUIDATA)
load shuj
gt = get(handles.radiobutton9,'Value');
if gt==1
states(2)=1;
set(handles.text5,'string','输入起始时间')
% Hint: get(hObject,'Value') returns toggle state of radiobutton9
set(handles.edit2,'string','0')
set(handles.text5,'Visible','on')
set(handles.edit2,'Visible','on')
set(handles.text6,'string','训练时间长度')
% Hint: get(hObject,'Value') returns toggle state of radiobutton9
set(handles.edit3,'string','250')
set(handles.text6,'Visible','on')
set(handles.edit3,'Visible','on')
set(handles.radiobutton10,'Value',0)
end
save shuj


% --- Executes on button press in radiobutton10.
function radiobutton10_Callback(hObject, eventdata, handles)
% hObject    handle to radiobutton10 (see GCBO)
% eventdata  reserved - to be defined in a future version of MATLAB
% handles    structure with handles and user data (see GUIDATA)
bt = get(handles.radiobutton10,'Value');
% Hint: get(hObject,'Value') returns toggle state of radiobutton10
if bt==1
load shuj
states(2)=2;
set(handles.text5,'string','输入起始时间')
% Hint: get(hObject,'Value') returns toggle state of radiobutton9
set(handles.edit2,'string','0')
set(handles.text5,'Visible','on')
set(handles.edit2,'Visible','on')
set(handles.text6,'string','输入结束时间')
% Hint: get(hObject,'Value') returns toggle state of radiobutton9
set(handles.edit3,'string','0')
set(handles.text6,'Visible','on')
set(handles.edit3,'Visible','on')
set(handles.radiobutton9,'Value',0)
save shuj
end
% Hint: get(hObject,'Value') returns toggle state of radiobutton10