def find_x(start_date, xxx_todo_changeme1, xxx_todo_changeme2):
(stop_start, stop_end, stop_step) = xxx_todo_changeme1
(days_min, days_max, days_step) = xxx_todo_changeme2
loopback = LoopbackTrend(None, start_date, None, -stop_start, stop_start,
days_min, 'MA5', 'V_MA10', 1)
loopback.init()
saved_stocks = loopback.stocks
stop_rate = stop_start
rets = []
while stop_rate <= stop_end:
days = days_min
while days <= days_max:
try:
math_expt, stock_cnt, op_cnt, avg_hold_days = loopback_trend(
saved_stocks, None, start_date, None, -stop_rate,
stop_rate, days, 'MA5', 'V_MA10', 1)
if op_cnt >= loopback.trade_days():
rets.append((math_expt, stock_cnt, op_cnt, avg_hold_days,
stop_rate, days))
rets = sorted(rets, key=lambda x: x[0], reverse=True)
best = rets[0]
print_parameter('Current best parameter', best)
except:
log.exception('error happen')
days += days_step
stop_rate += stop_step
rets = sorted(rets, key=lambda x: x[0], reverse=True)
best = rets[0]
print_parameter('Best parameter', best)
for ret in rets:
print_parameter('All items', ret)
with open('results.dat', 'w') as f:
pickle.dump(rets, f)
def _init_basis(self):
for _ in range(10):
try:
self.basis = fetch_basis()
break
except:
log.exception('Re-fetch basis')
time.sleep(10)
def loopback_stock(info):
(loopback, stock) = info
try:
result = loopback.loopback_one(stock)
stock.set_loopback_result(result)
except Exception as e:
log.exception('Error occur when looping back %s', stock.code)
return stock
def process_stock(stock):
try:
if len(stock.df) == 0:
return stock
stock.process()
except:
log.exception('Error occur when processing %s', stock.code)
return stock
def run_loopback_one_by_code(self, code, name=None):
if name is None:
try:
name = StockBasisMgr.get_stock_name(code)
except Exception:
log.exception('')
name = 'unknown'
info = {'name': name}
stock = Stock(code, info)
return self.run_loopback_one(stock)
def do_once():
d_from = '2016-01-01'
try:
start = time.time()
stocks, underestimate_stocks = find_chances(d_from, None, 22)
end = time.time()
write_chances(stocks, underestimate_stocks, end - start)
except KeyboardInterrupt:
raise
except:
log.exception('Fail to write chances')
raise