def CalMax(self, vTargetDate='', Period=20):
if (vTargetDate == ''):
return False
else:
if (self.dateArr.index(str2date(vTargetDate)) < (Period - 1)):
return False
else:
T = self.dateArr.index(str2date(vTargetDate))
latestP = self.ClosePriceArr[T]
pArr = self.ClosePriceArr[T - (Period - 1):T + 1]
if (latestP == max(pArr)):
return True
else:
return False
def CalMax(self,vTargetDate='',Period=20):
if(vTargetDate == ''):
return False
else:
if(self.dateArr.index(str2date(vTargetDate))<(Period-1)):
return False
else:
T=self.dateArr.index(str2date(vTargetDate))
latestP = self.ClosePriceArr[T]
pArr = self.ClosePriceArr[T-(Period-1):T+1]
if (latestP == max(pArr)):
return True
else:
return False
def TWNStockLocal():
dealArr = []
with open(r'D:\Program\python\testzone\TW_Stock_Indi.csv') as csvfile:
reader = csv.DictReader(csvfile)
for row in reader:
dDeal = DateDeal(TradeDate = str2date(row['TxnDate'],'%m/%d/%Y'),
OpenPrice = float(row['OpenPrice']),
HighPrice = float(row['HighPrice']),
LowPrice = float(row['LowPrice']),
ClosePrice = float(row['ClosePrice']),
DealAmt = float(row['DealStockAmt'])
)
dealArr.append(dDeal)
return dealArr
def TWNStockTIOMO(vTarget = '2330',vbegin='201501',vend='201512'):
urlToVisit = 'http://tiomo.somee.com/TWSPAPI/showdata?strStockCode='+ vTarget + '&strDataDate=' + vbegin + '&strEndDate=' + vend
#urlToVisit = 'http://tiomo.somee.com/TWSPAPI/showdata?strStockCode=2330&strDataDate=201501&strEndDate=201512'
sourceCode = urllib2.urlopen(urlToVisit)
soup = bs(sourceCode.read())
jsontxt = soup.find('body').text.replace('\r','').replace('\n','').replace(' ','')
config = json.loads(jsontxt)
dealArr = []
for a in config:
dDeal = DateDeal(TradeDate = str2date(a['TxnDate'],'%m/%d/%Y'),
OpenPrice = floatrou(a['OpenPrice']),
HighPrice = floatrou(a['HighPrice']),
LowPrice = floatrou(a['LowPrice']),
ClosePrice = floatrou(a['ClosePrice']),
DealAmt = floatrou(a['DealStockAmt'])
)
dealArr.append(dDeal)
return dealArr
def TWNFutureLocal(vYear,vItem):
def movedash(vstr='',vkind = 'float'):
try:
a = float(vstr)
if vkind == 'float':
return float(a)
elif vkind == 'int':
return int(a)
except ValueError:
return 0
dealArr = []
settledatearr=[]
settleDTroute = os.path.join(os.getcwd(),vYear + 'setttledate.csv')
dataroute = os.path.join(os.getcwd(),vYear + '_fut.csv')
with open(settleDTroute) as csvsedtfile:
reader = csv.DictReader(csvsedtfile)
for row in reader:
settledatearr.append(str2date(row['date']))
with open(dataroute) as csvfile:
reader = csv.DictReader(csvfile)
for row in reader:
if row['契約'] == vItem:
try:
dDeal = DateDeal(TradeDate = str2date(row['交易日期'],'%Y/%m/%d'),
OpenPrice = movedash(row['開盤價']),
HighPrice = movedash(row['最高價']),
LowPrice = movedash(row['最低價']),
ClosePrice = movedash(row['收盤價']),
DealAmt = movedash(row['成交量']),
)
except ValueError:
print 'please check contract ' + row['契約'] + ' ' + date2str(str2date(row['交易日期']))
sys.exit()
'''
判斷是否為近一月契約
'''
ContDate = row['到期月份(週別)']
#FutTradeDate = dDeal.TradeDate
if ContDate == vYear + '01' and (datetime.datetime(int(vYear),1,1)<=dDeal.TradeDate <= settledatearr[0]):
dealArr.append(dDeal)
if ContDate == vYear + '02' and (settledatearr[0] < dDeal.TradeDate <= settledatearr[1]):
dealArr.append(dDeal)
if ContDate == vYear + '03' and (settledatearr[1] < dDeal.TradeDate <= settledatearr[2]):
dealArr.append(dDeal)
if ContDate == vYear + '04' and (settledatearr[2] < dDeal.TradeDate <= settledatearr[3]):
dealArr.append(dDeal)
if ContDate == vYear + '05' and (settledatearr[3] < dDeal.TradeDate <= settledatearr[4]):
dealArr.append(dDeal)
if ContDate == vYear + '06' and (settledatearr[4] < dDeal.TradeDate <= settledatearr[5]):
dealArr.append(dDeal)
if ContDate == vYear + '07' and (settledatearr[5] < dDeal.TradeDate <= settledatearr[6]):
dealArr.append(dDeal)
if ContDate == vYear + '08' and (settledatearr[6] < dDeal.TradeDate <= settledatearr[7]):
dealArr.append(dDeal)
if ContDate == vYear + '09' and (settledatearr[7] < dDeal.TradeDate <= settledatearr[8]):
dealArr.append(dDeal)
if ContDate == vYear + '10' and (settledatearr[8] < dDeal.TradeDate <= settledatearr[9]):
dealArr.append(dDeal)
if ContDate == vYear + '11' and (settledatearr[9] < dDeal.TradeDate <= settledatearr[10]):
dealArr.append(dDeal)
if ContDate == vYear + '12' and (settledatearr[10] < dDeal.TradeDate <= settledatearr[11]):
dealArr.append(dDeal)
return dealArr
sourceCode = urllib2.urlopen(urlToVisit).read()
splitSource = sourceCode.split('\n')
for eachLine in splitSource:
splitLine = eachLine.split(',')
if len(splitLine)==6:
if 'values' not in eachLine:
stockFile.append(eachLine)
except Exception, e:
print str(e), 'failed to organize pulled data.'
#date, closep, highp, lowp, openp, volume = np.loadtxt(stockFile,delimiter=',', unpack=True,
# converters={ 0: mdates.strpdate2num('%Y%m%d')})
date, closep, highp, lowp, openp, volume = np.loadtxt(stockFile,delimiter=',', unpack=True)
y = len(date)
dealArr = []
for i in range(y):
dDeal = DateDeal(TradeDate = str2date(str(int(date[i])),'%Y%m%d'),
OpenPrice = floatrou(openp[i]),
HighPrice = floatrou(highp[i]),
LowPrice = floatrou(lowp[i]),
ClosePrice = floatrou(closep[i]),
DealAmt = floatrou(volume[i])
)
dealArr.append(dDeal)
return dealArr
def GoogleFinance(vTarget = '2330'):
jsontxt = json.dumps(getQuotes(vTarget), indent=2)
#print jsontxt
config = json.loads(jsontxt)
#print config[0]['LastTradeDateTime'].replace('u\'','').replace('\'','') + ',' + \
#config[0]['LastTradePrice'].replace('u\'','').replace('\'','')
