def r_hhv_llv_cross_down_by_range(contract_code, granularity, start, end,
steps):
ret = dict()
ret['state'] = ji.Common.exchange_state(20000)
ohlc_index = OHLCIndex(contract_code=contract_code,
granularity=granularity)
if not ohlc_index.exist():
ret['state'] = ji.Common.exchange_state(40401)
return ret
if not ohlc_index.z_type():
ret['state'] = ji.Common.exchange_state(41202)
return ret
steps = steps.split(',')
if steps.__len__() < 2:
steps.append(steps[0])
ohlc = OHLC(contract_code=contract_code,
granularity=granularity,
start=start,
end=end)
_h = ohlc.hhv(depth=0, step=int(steps[0]))
_l = ohlc.llv(depth=0, step=int(steps[1]))
ret['data'] = OHLC.cross_down(series_a=_h, series_b=_l)
return ret
def __init__(self, contract_code=None, granularity=None, **kwargs):
self.contract_code = contract_code
self.granularity = granularity
self.start = kwargs.get('start', 0)
self.end = kwargs.get('end', None)
self._min = kwargs.get('_min', 0)
self._max = kwargs.get('_max', None)
self.ohlc_rows = None
self.ohlc_index = OHLCIndex(contract_code=self.contract_code, granularity=self.granularity)
if self._max is not None and self.end is not None:
self.ohlc_keys = self.ohlc_index.get_by_score_range(
_min=self._min, _max=self._max, start=self.start, end=self.end)
elif self._max is not None:
self.ohlc_keys = self.ohlc_index.get_by_score(_min=self._min, _max=self._max)
elif self.end is not None:
self.ohlc_keys = self.ohlc_index.get_by_range(start=self.start, end=self.end)
else:
self.end = -1
self.ohlc_keys = self.ohlc_index.get_by_range(start=self.start, end=self.end)
self.ohlc_rows = self.get_by_ohlc_keys()
def r_hhv_by_range(contract_code, granularity, start, end, step):
ret = dict()
ret['state'] = ji.Common.exchange_state(20000)
ohlc_index = OHLCIndex(contract_code=contract_code,
granularity=granularity)
if not ohlc_index.exist():
ret['state'] = ji.Common.exchange_state(40401)
return ret
if not ohlc_index.z_type():
ret['state'] = ji.Common.exchange_state(41202)
return ret
ohlc = OHLC(contract_code=contract_code,
granularity=granularity,
start=start,
end=end)
ret['data'] = ohlc.hhv(depth=0, step=int(step))
return ret
def r_get_by_score(contract_code, granularity, _min, _max):
ret = dict()
ret['state'] = ji.Common.exchange_state(20000)
ohlc_index = OHLCIndex(contract_code=contract_code,
granularity=granularity)
if not ohlc_index.exist():
ret['state'] = ji.Common.exchange_state(40401)
return ret
if not ohlc_index.z_type():
ret['state'] = ji.Common.exchange_state(41202)
return ret
ohlc = OHLC(contract_code=contract_code,
granularity=granularity,
_min=_min,
_max=_max)
ret['data'] = ohlc.ohlc_rows
return ret
def r_rsv(contract_code, granularity, n=0):
ret = dict()
ret['state'] = ji.Common.exchange_state(20000)
ohlc_index = OHLCIndex(contract_code=contract_code,
granularity=granularity)
if not ohlc_index.exist():
ret['state'] = ji.Common.exchange_state(40401)
return ret
if not ohlc_index.z_type():
ret['state'] = ji.Common.exchange_state(41202)
return ret
ohlc = OHLC(contract_code=contract_code,
granularity=granularity,
start=0 - int(n),
end=-1)
ret['data'] = ohlc.rsv(n=int(n))
return ret
class OHLC(object):
def __init__(self, contract_code=None, granularity=None, **kwargs):
self.contract_code = contract_code
self.granularity = granularity
self.start = kwargs.get('start', 0)
self.end = kwargs.get('end', None)
self._min = kwargs.get('_min', 0)
self._max = kwargs.get('_max', None)
self.ohlc_rows = None
self.ohlc_index = OHLCIndex(contract_code=self.contract_code, granularity=self.granularity)
if self._max is not None and self.end is not None:
self.ohlc_keys = self.ohlc_index.get_by_score_range(
_min=self._min, _max=self._max, start=self.start, end=self.end)
elif self._max is not None:
self.ohlc_keys = self.ohlc_index.get_by_score(_min=self._min, _max=self._max)
elif self.end is not None:
self.ohlc_keys = self.ohlc_index.get_by_range(start=self.start, end=self.end)
else:
self.end = -1
self.ohlc_keys = self.ohlc_index.get_by_range(start=self.start, end=self.end)
self.ohlc_rows = self.get_by_ohlc_keys()
def get_by_ohlc_keys(self):
with db.r.pipeline() as pipe:
for ohlc_key in self.ohlc_keys:
pipe.hgetall(ohlc_key)
return pipe.execute()
def get_column(self, ohlc='high', depth=0):
ohlc = ohlc.lower()
assert ohlc in ['open', 'high', 'low', 'close']
column = list()
max_depth = self.ohlc_rows.__len__()
if depth == 0 or depth >= max_depth:
depth = max_depth
depth = 0 - depth
for i in range(depth, 0):
column.append(self.ohlc_rows[i][ohlc])
return column
def hhv(self, depth=0, step=None):
if depth < 1:
assert 0 < step <= self.ohlc_rows.__len__()
else:
assert 0 < step <= depth
numbers = list()
stack = list()
for number in self.get_column(ohlc='high', depth=depth):
stack.append(number)
if stack.__len__() > step:
stack = stack[0 - step:]
numbers.append(max(stack))
return numbers
def llv(self, depth=0, step=None):
if depth < 1:
assert 0 < step <= self.ohlc_rows.__len__()
else:
assert 0 < step <= depth
numbers = list()
stack = list()
for number in self.get_column(ohlc='low', depth=depth):
stack.append(number)
if stack.__len__() > step:
stack = stack[0 - step:]
numbers.append(min(stack))
return numbers
@staticmethod
def cross_up(series_a=None, series_b=None):
assert isinstance(series_a, list)
assert isinstance(series_b, list)
assert series_a.__len__() == series_b.__len__()
cross_series = list()
for i, v in enumerate(series_a):
if i > 0:
if series_a[i] > series_b[i] and series_a[i - 1] <= series_b[i - 1]:
cross_series.append(True)
continue
cross_series.append(None)
return cross_series
@staticmethod
def cross_down(series_a=None, series_b=None):
assert isinstance(series_a, list)
assert isinstance(series_b, list)
assert series_a.__len__() == series_b.__len__()
cross_series = list()
for i, v in enumerate(series_a):
if i > 0:
if series_a[i] < series_b[i] and series_a[i - 1] >= series_b[i - 1]:
cross_series.append(True)
continue
cross_series.append(None)
return cross_series
def rsv(self, n=0):
if n == 0:
n = self.ohlc_rows.__len__()
close = Decimal(self.ohlc_rows[-1]['close'])
llv_n = Decimal(self.llv(depth=n, step=n)[-1])
hhv_n = Decimal(self.hhv(depth=n, step=n)[-1])
ret = {
'ohlc_rows': self.ohlc_rows,
'close': float('%0.2f' % float(close)),
'llv_n': float('%0.2f' % float(llv_n)),
'hhv_n': float('%0.2f' % float(hhv_n)),
'rsv': float('%0.2f' % float((close - llv_n) / (hhv_n - llv_n) * 100))
}
return ret