def start(self, codes, n):
time0 = time.time()
print('process %s start:' % str(n))
self.Rice = interface_Rice()
self.Record = stock_orderForm()
self.Record.tablename = 'stock_orderForm_train'
self.TrainOrder = mon_trainOrder()
self.codes = codes
res = self.Rice.kline(codes, period=self.period, start=self.startDate, end=self.endDate, pre=90)
for code in codes:
for conds in self.iterCond():
self.uid = '%s_%s_pop' % (code.replace('.', '_'), conds)
self.batchid = uuid.uuid1()
df = res[code]
# 计算统一特征
df['createTime'] = df.index
df = self.add_stock_index(df)
df['code'] = code
df['mode'] = df.apply(lambda row: self.point(row), axis=1)
if code.find('603383') > -1 or code.find('601139') > -1:
file = self.Rice.basePath + '%s.csv' % self.uid
print(file)
df.to_csv(file, index=1)
self.saveStage(df)
print('process %s end: %s ' % (str(n),str(time.time()-time0)))
def empty(self):
Record = stock_orderForm()
Record.tablename = 'stock_orderForm_1'
Record.empty(filter=" method='%s'" % self.methodName)
if self.saveMongo:
TrainOrder = mon_trainOrder()
TrainOrder.empty({'method': '%s' % self.methodName})
def confirm(self):
G = GuangFa_interface()
res = G.getMatch()
Record = stock_orderForm()
if res is not None and len(res) > 0:
res = res[res['matchtype'] == 0]
Record.confirm(res.to_dict(orient='records'))
def start_5(self, codes, n):
time0 = time.time()
self.Rice = interface_Rice()
self.Record = stock_orderForm()
Base = stock_baseInfo()
self.dict = Base.getDict(isBound=0)
#l = [str(c) for c in self.Rice.getValidDate1(start='1999-01-01', end=public.getDate())]
#self.validDates= pd.Series(l,name='date')
#print(self.validDates)
dfs = self.Rice.get_financials(codes, years=20)
for c in codes:
if c not in dfs.keys(): continue
self.uid = '%s_stock5' % (c)
df = dfs[c]
df = df.iloc[::-1]
df.loc[:, 'code'] = c
#df['code'] = c
df['date'] = df['announce_date'].apply(lambda x: public.parseTime(
str(x), format='%Y%m%d', style='%Y-%m-%d')
if not np.isnan(x) else '')
df['powm'] = df['adjusted_return_on_equity_diluted'].apply(
lambda x: 1 if x >= self.incomeRatioLine else 0)
df['sum'] = ta.SUM(df['powm'], timeperiod=5)
if self.keyCode == c:
print(df)
self.saveStage(df)
print(n, 'finished time:', time.time() - time0)
def pool_5(self, Func=None):
pool = Pool(processes=5)
Base = stock_baseInfo()
lists = Base.getCodes(isBound=0)
Record = stock_orderForm()
print('total', len(lists))
if self.isEmptyUse:
Record.empty()
if Func is None:
Func = self.start_5
for k in range(0, len(lists), self.pageCount):
codes = lists[k:k + self.pageCount]
#if self.keyCode not in codes: continue
#print(codes)
#Func(codes, int(k/self.pageCount+1))
#break
try:
pool.apply_async(Func, (codes, int(k / self.pageCount + 1)))
pass
except Exception as e:
print(e)
continue
pool.close()
pool.join()
def start(self, full_codes, Record, Tick, pid, shareDict):
time0 = time.time()
self.used_stocks = full_codes
self.Record = stock_orderForm()
if not self.isWorking:
self.Record.tablename = self.orderFormTest
if self.isTickSave:
self.Tick = mon_tick()
self.Rice = interface_Rice(isSub=True)
# 进程控制类
self.procMap = ProcessMap()
self.shareDict = shareDict
self.shareDict = self.iniShare(full_codes)
# 初始化节点
self.iniNode(full_codes)
orders = self.onTick(self.Rice.snap(full_codes))
if len(orders)>0:
self.Record.insertAll(orders)
# 子进程启动
#logger.info(("model_stock_pop: subprocess finished", pid, " orders:", len(orders), " buy:", len([d['code'] for d in orders if d['isBuy']>0]), time.time()-time0))
self.Record.closecur()
self.Record = None
def start(self, codes, n):
time0 = time.time()
print('process %s start:' % str(n))
self.Rice = interface_Rice()
self.Record = stock_orderForm()
self.Record.tablename = self.recordTableName
self.TrainOrder = mon_trainOrder()
res = self.Rice.kline(codes, period=self.period, start=self.startDate, end=self.endDate, pre=1, type='stock')
self.klineColumns = res[codes[0]].columns
Ticks = self.Rice.kline(codes, period='tick', start=self.startDate, end=self.endDate, pre=2, type='stock')
#Ticks = self.Rice.kline(['SC1907','RB1907'], period='tick', start=self.startDate, end=self.endDate, pre=2, type='future')
#print(Ticks)
for code in codes:
self.code = code
df = res[code]
tk = Ticks[code]
tk['datetime'] = tk.index
# 计算统一特征
df['datetime'] = df.index
#df['code'] = code
for conds in self.iterCond():
self.uid = self.uidKey % (self.code, str(self.timePeriods), conds)
df, tk = self.total(df, tk)
self.saveStage(df, tk)
print('process %s end: %s ' % (str(n), str(time.time()-time0)))
def update_last(self):
Rice = interface_Rice()
Record = stock_orderForm()
res = Record.getPosition(method=self.methodName, codes=None)
codes = [res[c]['code'] for c in res.keys()]
dfs = Rice.snap(codes)
for code in codes:
#print(code, dfs[code]['last'])
Record.update_last(code,
dfs[code]['last'],
batchid=res[code]['batchid'])
Record.closecur()
def pool_filter(self):
time0 = time.time()
Base = stock_baseInfo()
Base.iniBound()
lists = Base.getCodes(isBound=0)
pool = Pool(processes=4)
for k in range(0, len(lists), self.pageCount):
codes = lists[k:k + self.pageCount]
self.subFilter(codes, k)
#pool.apply_async(self.subFilter, (codes, k))
pool.close()
pool.join()
# 添加持仓股票
Base = stock_baseInfo()
Record = stock_orderForm()
pos = Record.getPosition(method=self.methodName, codes=None)
Base.updateBound([pos[c]['code'] for c in pos.keys()])
