def updateAllDayKLine():
'''从新浪接口获取所有存在的商品的K线图数据，按品种保存到__DATA_DIR中，耗时较长，慎用'''
futurelogger.log("开始从新浪网更新最新的商品K线数据，updateAllDayKLine() begins.")
commodityList = getCommodityList()
for commodityCode in commodityList:
__establishCommodityDataFromInternet(commodityCode)
futurelogger.log("从新浪网更新最新的商品K线数据完毕，updateAllDayKLine() ends.")
def test06(self):
'''测试ExpectedIndex数学期望方差指标'''
futurecommodity.setDataDirAfterVerified()
theKLineList = futurecommodity.getContractKLineList("AP1901", True)
futurelogger.log(theKLineList)
fiMacd = futureindex.ExpectedIndex(26)
futurelogger.log(fiMacd.cal(theKLineList))
def test05(self):
'''测试macd指标'''
futurecommodity.setDataDirAfterVerified()
theKLineList = futurecommodity.getContractKLineList("AP1901", True)
futurelogger.log(theKLineList)
fiMacd = futureindex.MacdIndex(12, 26, 9)
futurelogger.log(fiMacd.cal(theKLineList))
def testName(self):
theKLineList = futurecommodity.getContractKLineList("AP1901")
#scs = futurestrategy.SimpleChannelCloseStrategy(20)
mcs = futurestrategy.MaChannelStrategy(3, 18)
signalList = mcs.signal(theKLineList)
combineList = futureindex.combineIndexLists(
[theKLineList.getTimeList(), signalList])
futurelogger.log(combineList)
def updateMainContractDict():
'''扫描所有合约数据文件，生成主力合约信息，并写入__DATA_MAIN_CONTRACT_FILENAME，虽然不是网络函数，但也耗时较长'''
futurelogger.log("开始扫描所有K线数据文件并生成主力合约数据文件，updateMainContractDict() begins.")
commodityList = getCommodityList()
mainContractDict = {}#存放主力合约的字典
for commodityCode in commodityList:#遍历所有品种
#现将该品种的所有合约数据一次性读入到theContractDict
theContractDict = __getCommodityDataToDict(commodityCode)
#按照时间遍历theContractDict中的所有合约,找出主力合约
beginDate = datetime.datetime(__BEGIN_YEAR, 1, 1)
endDate = datetime.datetime(__getNowYear(), __getNowMonth(), 28)
theDaysList = futuretools.getDaysList(beginDate, endDate)
mainContractInTheCommodity = {}
lastContractName = None
for theDate in theDaysList:
contractVolDict = {}
#读出该品种所有合约在当天的成交量
for theContractName in theContractDict.keys():
sub = theContractDict[theContractName].getSubscript(theDate)
if sub is None:
continue
contractVolDict[theContractName] = theContractDict[theContractName].getKLine(
sub).vol()
#若在该品种所有合约中未找到该日期，则略过
if len(contractVolDict) == 0:
continue
#找出成交量最大的合约，加到mainContractDict[commodityCode]中
maxVol = __MIN_VOL_IN_MAIN_CONTRACT
maxVolContractName = ""
for theContractName in contractVolDict.keys():
if maxVol < contractVolDict[theContractName]:
maxVol = contractVolDict[theContractName]
maxVolContractName = theContractName
if maxVol == __MIN_VOL_IN_MAIN_CONTRACT: #当天成交量太小的话不算数
continue
#把主力合约的时间也记上
if maxVolContractName not in mainContractInTheCommodity.keys():
mainContractInTheCommodity[maxVolContractName] = [theDate, theDate]
if lastContractName is not None:
theLastContractBeginDate = mainContractInTheCommodity[
lastContractName][0]
mainContractInTheCommodity[lastContractName] = [
theLastContractBeginDate, theDate]
lastContractName = maxVolContractName
theLastContractBeginDate = mainContractInTheCommodity[lastContractName][0]
mainContractInTheCommodity[lastContractName] = [theLastContractBeginDate, endDate]
mainContractDict[commodityCode] = mainContractInTheCommodity
futuretools.writeListToFile(__DATA_MAIN_CONTRACT_FILENAME, mainContractDict)
futurelogger.log("扫描所有K线数据文件并生成主力合约数据文件完毕，updateMainContractDict() ends.")
def updateAllAvailableCommodityCode():
'''从新浪接口检测获取所有存在的商品代码，并写入__DATA_COMMODITY_FILENAME，耗时较长，非出现新品种的情况下不要使用'''
futurelogger.log("开始从新浪网更新最新的商品代码，updateAllAvailableCommodityCode() begins.")
ALPHABET = 'ABCDEFGHIJKLMNOPQRSTUVWXYZ'
theList = []
for commodityCode in ALPHABET:
if __isCommodityExist(commodityCode):
theList.append(commodityCode)
for commodityCode2 in ALPHABET:
if __isCommodityExist(commodityCode + commodityCode2):
theList.append(commodityCode + commodityCode2)
futuretools.writeListToFile(__DATA_COMMODITY_CODE_FILENAME, theList)
futurelogger.log("从新浪网更新最新的商品代码完毕，updateAllAvailableCommodityCode() ends.")
def __readList2FromInternet(theUrl):
'''从新浪数据接口读入日线图，如果内部数据能够解析成list则返回list类型结果，如果含null数据则直接返回None'''
req=urllib.request.Request(theUrl)
resp=urllib.request.urlopen(req)
data=resp.read().decode('utf-8')
if data == "null":
return None
try:
theList = eval(data)
except NameError:
futurelogger.log("在解析以下url时发生了NameError异常，不能返回list类型，直接返回None：" + theUrl)
futurelogger.log("原型string如下：" + data + "\n")
return None
else:
return theList
def test04(self):
'''测试rsi指标'''
futurecommodity.setDataDirAfterVerified()
theKLineList = futurecommodity.getContractKLineList("AP1901", True)
futurelogger.log(theKLineList)
fiRsi6 = futureindex.RsiIndex(6)
futurelogger.log(fiRsi6.cal(theKLineList))
fiRsi12 = futureindex.RsiIndex(3)
futurelogger.log(fiRsi12.cal(theKLineList))
fiRsi24 = futureindex.RsiIndex(24)
futurelogger.log(fiRsi24.cal(theKLineList))
def checkAllDayKLine():
'''检查所有K线的合法性，可接在updateAllDayKLine之后立即调用为佳，本函数耗时较长，慎用'''
futurelogger.log("开始检查所有K线数据文件的合法性并将校正过的数据放入verified文件夹，checkAllDayKLine() begins.")
infoDict = {}
for commodityCode in getCommodityList():
#仅检查主力合约
dataDict = __getCommodityDataToDict(commodityCode,
getMainContractDict()[commodityCode].keys())
for contractName in dataDict.keys():
kLineList = dataDict[contractName]
info = kLineList.checkAndCorrectData(contractName)
infoDict[contractName] = info
setDataDirAfterVerified()
commodityDir = __getDataDir() + "/" + commodityCode
futuretools.mkdirIfNotExist(commodityDir)
futuretools.writeListToFile(commodityDir + "/" + contractName
+ ".txt", kLineList)
setDataDirBeforeVerified()
futuretools.writeListToFile("../checkReport.txt", infoDict)
setDataDirAfterVerified()
futurelogger.log("检查所有K线数据文件的合法性并将校正过的数据放入verified文件夹完毕，checkAllDayKLine() ends.")