def get_bid(index):
if index in codes:
return
hist = ts.get_sina_dd(index, date=date, vol=500)
if hist is not None:
# print(index, hist['volume'].sum())
hist = hist.iloc[::-1]
r = redis.Redis(connection_pool=redis_pool)
rise_stop = r.get('quant.{}.rise_stop'.format(index))
rise_stop = float(rise_stop)
super_dd = False
for i in range(len(hist)):
if hist['volume'][i] > 2000 * 100:
super_dd = True
if hist['price'][i] == rise_stop: # 涨停
if hist['preprice'][i] != 0: # 开盘涨停
# if hist['preprice'][i] != hist['price'][i] or super_dd: # 大单打到涨停
if hist['preprice'][i] != hist['price'][i]: # 大单打到涨停
mu.acquire()
codes.append(index)
mu.release()
print(
'time: {}, rise stop: {}, preprice: {}, price: {}'.
format(hist['time'][i], rise_stop,
hist['preprice'][i], hist['price'][i]))
print('https://xueqiu.com/S/{}{}'.format(
get_stock_type(index).upper(), index))
break
def history(stock_code, market=None, bundle_path='~/.rqalpha/bundle'):
d = BaseDataSource(os.path.expanduser(bundle_path))
instruments = d._instruments.get_all_instruments()
stock_map = {i.order_book_id: i for i in instruments}
if not market:
market = easyutils.get_stock_type(stock_code)
if market == 'sh':
stock_code += '.XSHG'
else:
stock_code += '.XSHE'
raw = d._all_day_bars_of(stock_map[stock_code])
df = pd.DataFrame.from_dict(raw)
df.set_index('datetime', inplace=True)
return df
def history(stock_code, market=None, d=d, stock_map=stock_map):
if not market:
market = easyutils.get_stock_type(stock_code)
if market == 'sh':
stock_code += '.XSHG'
else:
stock_code += '.XSHE'
raw = d._all_day_bars_of(stock_map[stock_code])
df = pd.DataFrame.from_dict(raw)
def f(x):
return(str(int(x['datetime'] / 1000000))[:9])
df['datetime'] = df.apply(f, axis=1)
df.columns = ['Date', 'Open', 'Close', 'High', 'Low', 'Volume', 'total_turnover', 'limit_up', 'limit_down']
df.set_index('Date', inplace=True)
df.index = pd.to_datetime(df.index)
return df
end_time = datetime.datetime.now()
print('round {}, curent time {}, elapsed time: {}'.format(
i, end_time.time(), end_time - now))
print('codes', codes)
all = ts.get_today_all()
all_index = list(all['code'])
filterd = pd.DataFrame()
for i in codes:
index = all_index.index(i)
row = all.loc[index]
row['url'] = 'https://xueqiu.com/S/{}{}'.format(
get_stock_type(i).upper(), i)
filterd = filterd.append(row)
now = pd.DataFrame({'code': filterd['code']})
now['name'] = filterd['name']
now['high'] = filterd['high']
now['close'] = (100 +
filterd['changepercent']) * filterd['settlement'] / 100
now['highpercent'] = ((now['close'] - filterd['high']) / filterd['high'] *
100).round(3)
now['url'] = filterd['url']
now = now.reset_index(drop=True)
now = now.sort_values('highpercent')
path = 'data/scan_big_bid'
if not os.path.exists(path):
def get_xueqiu_url(index):
return 'https://xueqiu.com/S/{}{}'.format(
get_stock_type(index).upper(), index)
def explore_growth_form(code):
# hist = ts.get_h_data(code)
hist = ts.get_hist_data(code, start=start, end=end)
if hist is None:
return
hist_len = len(hist)
if hist_len == 0:
return
hist = hist.iloc[::-1]
# pre_close = list(hist['close'])
# pre_close.pop()
# pre_close.insert(0, hist['high'][0] / 1.1)
#
# hist['pre_close'] = pre_close
#
# hist['rise_stop'] = np.round(hist['pre_close'] * 1.1, 2)
# hist['fall_stop'] = np.round(hist['pre_close'] / 1.1, 2)
# print(hist)
average_volume = hist['volume'].mean()
from_index = -1
for i in range(1, hist_len):
if i < from_index:
continue
if i + 4 >= hist_len:
continue
# if hist['p_change'][i] > 9: # 涨停
# if hist['p_change'][i + 1] < -8: # 跌停
# if hist['volume'][i + 1] < hist['volume'][i]: # 缩量
# if (hist['open'][i + 2] - hist['close'][i + 1]) / hist['close'][i + 1] > -.05: # 不跌破5个点
# if hist['p_change'][i] > 5: # 上涨5%
# if hist['p_change'][i + 1] > 5: # 上涨5%
# if hist['p_change'][i + 2] > 5: # 上涨5%
# if hist['high'][i + 3] != hist['low'][i + 3]: # 能买得进
# if hist['p_change'][i] > 4: # 上涨4%
# if hist['p_change'][i + 1] > 4: # 上涨4%
# if hist['high'][i + 2] != hist['low'][i + 2]: # 能买得进
#
# if hist['close'][i + 2] < hist['close'][i + 1]: # 买入当天收盘比前一天底，第二天开盘卖出
# j = i + 3
# benefit = (hist['open'][j] - hist['open'][i + 2]) / hist['open'][i + 2]
# else:
# for j in range(i + 3, hist_len):
# if hist['close'][j] < hist['close'][j - 1]: # 收盘比前一天的底，收盘卖出
# break
# benefit = (hist['close'][j] - hist['open'][i + 2]) / hist['open'][i + 2]
# if hist['p_change'][i] < 3: # 上涨4%
# if hist['p_change'][i + 1] < 3: # 上涨4%
# if hist['ma5'][i + 1] > hist['ma5'][i]:
# if hist['high'][i + 2] != hist['low'][i + 2] and hist['high'][i + 2] > 9.5: # 能买得进
if i + 10 < hist_len:
sum_volume = 0
for k in range(8):
sum_volume += hist['volume'][i + k]
if sum_volume / 8 < average_volume:
# if (hist['close'][i + 8] - hist['close'][i]) / hist['close'][i] < 0.1: # 两周内上涨不超过10%
if hist['high'][i + 9] != hist['low'][i + 9] and hist['high'][i + 9] > 9.5: # 能买得进
benefit = (hist['close'][i + 10] - hist['high'][i + 9]) / hist['high'][i + 9]
benefit = round(benefit * 100, 2)
mu.acquire()
benefits.append(benefit)
mu.release()
print('https://xueqiu.com/S/{}{}'.format(get_stock_type(code), code), hist.index[i + 9],
# hist.index[j], j - (i + 2),
benefit)
def explore_second_rise(index):
global start, end, p_change_array, mu
hist = ts.get_h_data(index, start=start, end=end)
if hist is None:
return
_len = len(hist)
if _len < 5: # 第一天用来计算第三天是否是二板，第四天计算收益
return
hist = hist.iloc[::-1]
# print(hist)
pChange = hist['p_change']
ma5 = hist['ma5']
ma10 = hist['ma10']
ma20 = hist['ma20']
for i in range(2, _len): # 去掉次新股时期
# 二板策略
# 因为第一天要求不是涨停，所以肯定避开了次新股时期
if pChange[i - 3] > 9.5: # 第一天涨停，则第三天不是二板
continue
if pChange[i - 2] <= 9.5 or pChange[i - 1] <= 9.5: # 第二天第三天得是板
continue
if hist['high'][i - 1] == hist['low'][i - 1]: # 第三天不能是一字板
continue
if i >= _len - 1 - 1:
continue
# TODO 检查是否放量
# 板后低开策略
# if i < 100: # 不考虑次新股
# continue
# if not (ma5[i - 3] > ma10[i - 3] > ma20[i - 3]): # 均线上行
# continue
# if hist['open'][i - 3] < hist['close'][i - 3]: # 板前面得是阳线
# continue
# if pChange[i - 2] <= 9.5: # 板
# continue
# if hist['open'][i - 1] >= hist['close'][i - 2]: # 低开
# # if hist['open'][i - 1] < hist['close'][i - 2]: # 高开
# continue
# 连续三天上涨超过1%
# if pChange[i - 3] < 1:
# continue
# if pChange[i - 2] < 1:
# continue
# if pChange[i - 1] < 1:
# continue
# 大盘上行
# mssh0 = sh.get_value(hist.index[i - 3], 'ma5')
# mssh1 = sh.get_value(hist.index[i - 2], 'ma5')
# if mssh0 >= mssh1: # 大盘上行
# continue
# 个股上行
# if ma5[i - 1] > ma10[i - 1] > ma20[i - 1]:
# if ma5[i - 0] > ma10[i - 0] > ma20[i - 0]:
# if ma5[i - 1] > ma5[i - 0] and ma10[i - 1] > ma10[i - 0] and ma20[i - 1] > ma20[i - 0]:
# if ma10[i - 3] >= ma10[i - 2]: # 个股上行
# continue
# 二板策略
benefit = pChange[i]
# benefit = round((hist['close'][i + 1] - hist['close'][i - 1]) / hist['close'][i - 1] * 100, 2)
# 板后低开策略
# benefit = round((hist['open'][i] - hist['open'][i - 1]) / hist['open'][i - 1] * 100, 2) # 低开买入，开盘即抛
# benefit = round((hist['close'][i] - hist['open'][i - 1]) / hist['open'][i - 1] * 100, 2) # 低开买入，收盘抛出
# 连续三天上涨超过1%
# benefit = round((hist['open'][i] - hist['open'][i - 1]) / hist['open'][i - 1] * 100, 2) # 开盘买入，开盘卖出
# benefit = round((hist['open'][i] - hist['close'][i - 1]) / hist['close'][i - 1] * 100, 2) # 尾盘买入，开盘卖出
mu.acquire()
p_change_array.append(benefit)
code_date[index] = hist.index[i]
# code_date[index] = hist.index[i + 1]
mu.release()
if benefit < -5:
# if benefit > 5:
print(
'https://xueqiu.com/S/{}{}'.format(get_stock_type(index),
index), hist.index[i],
benefit)