if not 'couts' in top_all.columns.values:
                            top_all['couts'] = 0
                            top_all['prev_p'] = 0
                    # for symbol in top_now.index:
                    #     if 'couts' in top_now.columns.values:
                    #         top_all.loc[symbol, ct.columns_now] = top_now.loc[symbol, ct.columns_now]
                    #     else:
                    #         # top_now.loc[symbol, 'dff'] = round(
                    #         # ((float(top_now.loc[symbol, 'buy']) - float(
                    #         # top_all.loc[symbol, 'lastp'])) / float(top_all.loc[symbol, 'lastp']) * 100),
                    #         # 1)
                    #         top_all.loc[symbol, ct.columns_now] = top_now.loc[symbol, ct.columns_now]
                    top_all = cct.combine_dataFrame(top_all, top_now, col=None)

                top_dif = top_all.copy()
                market_sort_value, market_sort_value_key = ct.get_market_sort_value_key(st_key_sort, top_all=top_all)

                log.debug('top_dif:%s' % (len(top_dif)))
                if 'trade' in top_dif.columns:
                    top_dif['buy'] = (
                        map(lambda x, y: y if int(x) == 0 else x, top_dif['buy'].values, top_dif['trade'].values))

                # log.debug('top_dif:%s'%(len(top_dif)))
                if ct.checkfilter and cct.get_now_time_int() > 915 and cct.get_now_time_int() < ct.checkfilter_end_timeDu:
                    top_dif = top_dif[top_dif.low > top_dif.llow * ct.changeRatio]
                    # top_dif = top_dif[top_dif.buy >= top_dif.lhigh * ct.changeRatio]
                    log.debug('top_dif:%s' % (len(top_dif)))

                if cct.get_now_time_int() > 915:
                    top_dif = top_dif[top_dif.buy > 0]
Beispiel #2
0
        if cct.get_today_duration(du_date) <= 3:
            duration_date = 5
            print("duaration: %s duration_date:%s" %
                  (cct.get_today_duration(du_date), duration_date))
        log.info("duaration: %s duration_date:%s" %
                 (cct.get_today_duration(du_date), duration_date))
    set_duration_console(du_date)
    # all_diffpath = tdd.get_tdx_dir_blocknew() + '062.blk'
    parser = cct.MoniterArgmain()
    parserDuraton = cct.DurationArgmain()
    # market_sort_value, market_sort_value_key = ct.get_market_sort_value_key('x1 d f')
    # market_sort_value, market_sort_value_key = ct.get_market_sort_value_key('3 2')
    # market_sort_value, market_sort_value_key = ct.get_market_sort_value_key('1')
    # st_key_sort = '2'
    st_key_sort = ct.sort_value_key_perd23
    market_sort_value, market_sort_value_key = ct.get_market_sort_value_key(
        ct.sort_value_key_perd23)
    st = None
    top_list = []
    while 1:
        try:
            # df = sina_data.Sina().all
            time_Rt = time.time()

            if st is None:
                st_key_sort = '%s %s' % (st_key_sort.split()[0],
                                         cct.get_index_fibl())
            # top_now = tdd.getSinaAlldf(market='060.blk', vol=ct.json_countVol, vtype=ct.json_countType)
            # market_blk = '次新股'
            market_blk = 'all'
            # market_blk = 'cyb'
            # market_blk = '060'