def selling_3(self, first_sell_up, second_sell_up, third_sell_up,
first_sell_down):
global running_box
# 支撑线压力线，波谷波峰数据集，变异系数，支撑点压力点，以及原因的获取
# df_s, cv_s, price_s = self.support_line()
e_support, reason_s = self.support_dot()
# df_p, cv_p, price_p = self.pressure_line()
e_pressure, reason_p = self.pressure_dot()
obj1 = Deal(self.stock_id)
price_buy = 0
price_sell = 0
cash = 0
num = 0
# 涨停止盈
if self.df.low[0] <= self.df.close[1] * 1.09 <= self.df.high[0]:
price_buy = 0
price_sell = self.df.close[1] * 1.09
num0 = list(running_box.loc[running_box.stock_id == self.stock_id,
'bought_num'])[0] / 5
num = math.floor(num0 * 100) * 100
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
if num >= 200:
print 'situation3_5'
return price_buy, price_sell, cash, num
else:
num = 200
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
print 'situation3_6'
return price_buy, price_sell, cash, num
# 长上影线止盈
close_ave5 = create_data.ave_data_create(self.df.close, 5)
open_ave5 = create_data.ave_data_create(self.df.open, 5)
high_ave5 = create_data.ave_data_create(self.df.high, 5)
low_ave5 = create_data.ave_data_create(self.df.low, 5)
if ((self.df.high[0] - max(self.df.close[0], self.df.open[0])) / (self.df.high[0] - self.df.low[0]) >= 0.5) or \
((high_ave5[0] - max(open_ave5[0], close_ave5[0])) / (high_ave5[0] - low_ave5[0]) >= 0.5):
if self.df.volume[0] > self.df.volums[0:5].mean():
price_buy = 0
price_sell = self.df.close[0]
num0 = list(
running_box.loc[running_box.stock_id == self.stock_id,
'bought_num'])[0] / 5
num = math.floor(num0 * 100) * 100
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
if num >= 200:
print 'situation3_7'
return price_buy, price_sell, cash, num
else:
num = 200
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
print 'situation3_8'
return price_buy, price_sell, cash, num
if self.df.high[0] < self.ave_price_60[0]:
price_sell = min(e_support, first_sell_down) * 0.99
# 支撑位止损
if self.df.close[0] <= price_sell:
num = list(
running_box.loc[running_box.stock_id == self.stock_id,
'bought_num'])[0]
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
print 'situation3_9'
return price_buy, price_sell, cash, num
else:
# 跳空止盈
if self.df.low[0] > self.ave_price_5[0]:
price_buy = 0
price_sell = self.df.close[0]
num0 = list(
running_box.loc[running_box.stock_id == self.stock_id,
'bought_num'])[0] / 5
num = math.floor(num0 * 100) * 100
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
if num >= 200:
print 'situation3_10'
return price_buy, price_sell, cash, num
else:
num = 200
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
print 'situation3_11'
return price_buy, price_sell, cash, num
# 超过压力位止盈
# 对于cv_p没做限定，如果存在负角度的压力线，是否会低于60日线,已改pressure角度0到30
elif self.df.low[0] <= first_sell_up <= self.df.high[0]:
price_buy = 0
price_sell = self.df.close[0]
num0 = list(
running_box.loc[running_box.stock_id == self.stock_id,
'bought_num'])[0] / 5
num = math.floor(num0 * 100) * 100
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
if num >= 200:
print 'situation3_12'
return price_buy, price_sell, cash, num
else:
num = 200
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
print 'situation3_13'
return price_buy, price_sell, cash, num
elif self.df.low[0] <= second_sell_up <= self.df.high[0]:
price_buy = 0
price_sell = self.df.close[0]
num0 = list(
running_box.loc[running_box.stock_id == self.stock_id,
'bought_num'])[0] / 5
num = math.floor(num0 * 100) * 100
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
if num >= 200:
print 'situation3_14'
return price_buy, price_sell, cash, num
else:
num = 200
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
print 'situation3_15'
return price_buy, price_sell, cash, num
elif self.df.low[0] <= third_sell_up <= self.df.high[0]:
price_buy = 0
price_sell = self.df.close[0]
num0 = list(
running_box.loc[running_box.stock_id == self.stock_id,
'bought_num'])[0] / 5
num = math.floor(num0 * 100) * 100
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
if num >= 200:
print 'situation3_16'
return price_buy, price_sell, cash, num
else:
num = 200
commission_buy, commission_sell = obj1.order_cost(
num,
price_sell,
close_tax=0.001,
open_commission=0.0003,
close_commission=0.0003,
min_commission=5)
cash = num * price_sell - commission_sell
print 'situation3_17'
return price_buy, price_sell, cash, num
return price_buy, price_sell, cash, num
