def main():
act = input(
"1.执行今日操作\n2.进行数据模拟\n 3.拉取全部基金列表\n4.拉取指定基金数据\n5.进行当前数据排名\n6.修复拉取忽略列表\n"
)
if act == "1":
for code in code_list:
market = simulation_market()
market.code = code
market.handel_today()
elif act == "2":
market = simulation_market()
code = input("fund code = ")
start_day = input("start date = ")
end_day = input("end date = ")
start_money = int(input("start money = "))
market.auto_running(code, start_day, end_day, start_money)
elif act == "3":
fund_data_manager.get_ins().check_out_all_fund_code()
elif act == "4":
fund_data_manager.get_ins().check_out_fund_base_data()
elif act == "5":
fund_filter.rank_fund_base_data()
elif act == "6":
db = db_loader.get_ins().load_db("fund_base_data")
code_list_cur = db.get_all_keys()
ignore_db = db_loader.get_ins().load_db("ignore_base_data_pull_list")
ignore_db.set_info("ignore_list", code_list_cur)
db_loader.get_ins().close()
def update(code):
cur_time = time.localtime()
year = cur_time[0]
mon = cur_time[1]
day = cur_time[2]
today_str = "{0}-{1}-{2}".format(str(year).zfill(2), str(mon).zfill(2),str(day).zfill(2))
today_struct = time.strptime(today_str,'%Y-%m-%d')
today_stamp = time.mktime(today_struct)
target_day = None
while True:
time_struct = time.localtime(today_stamp)
year = time_struct[0]
mon = time_struct[1]
day = time_struct[2]
day_str = "{0}-{1}-{2}".format(str(year).zfill(2), str(mon).zfill(2),str(day).zfill(2))
if fund_data_manager.get_ins().get_day_data(code,day_str) != "sub":
target_day = day_str
break
else:
today_stamp -= 24 * 3600
if target_day:
if target_day == today_str:
print("data is already up to date")
else:
print(code,"update from ",target_day," to ",today_str)
fund_data_manager.get_ins().pull_cur_to_target_day(code,target_day)
print("update finish !")
def check_out(code):
date = input("input date = ")
print(code,date,"START CHECK OUT ?(y/n)")
go = input()
if go == "y":
fund_data_manager.get_ins().pull_cur_to_target_day(str(code),date)
print("check out finish !")
else:
print("cancel CHECK OUT")
def handel_today(self):
if self.code == None:
self.code = input("input code = ")
else:
print("====================> handel ", self.code)
is_exist = fund_data_manager.get_ins().check_fund_data_exist(self.code)
if not is_exist:
print("缺少基础数据库，需要先checkout当前基金数据")
fund_data_puller.main()
tactics = None
if fund_data_manager.get_ins().check_fund_data_exist("running_data_" +
self.code):
print("加载交易进程")
tactics = every_day_tactics(0, "", self.code)
tactics.load_today()
else:
print("不存在该进程")
if input("初始化交易进程？(Y/N) ") == "y":
start_date = input("start date (year-mon-day) ")
if start_date == "":
today_struct = time.localtime()
start_date = "{0}-{1}-{2}".format(
str(today_struct[0]).zfill(2),
str(today_struct[1]).zfill(2),
str(today_struct[2]).zfill(2))
start_money = input("start money ")
tactics = every_day_tactics(int(start_money), start_date,
self.code)
db_loader.get_ins().load_db("running_data_" + self.code)
else:
return
self.tactics.append(tactics)
if fund_data_manager.get_ins().check_today_need_pull(self.code):
tactics.update_db_data()
today_struct = time.localtime()
today = "{0}-{1}-{2}".format(
str(today_struct[0]).zfill(2),
str(today_struct[1]).zfill(2),
str(today_struct[2]).zfill(2))
print("今日交易日期", today, "操作代码", self.code)
is_go = True
self.today = today
tactics.on_end_today(self.today)
self.simulation()
tactics.save_today()
if input("显示折线图？(Y/N) ") == "y":
ret = self.filter_tactic_record()
self.draw_plt(ret)
def cal_next_day(self):
target_day = time.strptime(self.today, '%Y-%m-%d')
target_stamp = time.mktime(target_day)
target_stamp += 3600 * 24
next_day = time.localtime(target_stamp)
self.today = "{0}-{1}-{2}".format(
str(next_day[0]).zfill(2),
str(next_day[1]).zfill(2),
str(next_day[2]).zfill(2))
if fund_data_manager.get_ins().get_day_data(self.code,
self.today) == "sub":
return False
else:
return True
def load_today(self):
db = db_loader.get_ins().get_db("running_data_" + self.code)
self.start_money = db.get_info("start_money")
self.last_money = db.get_info("last_money")
self.cur_money = db.get_info("cur_money")
self.trading_list = db.get_info("trading_list")
self.hold_stock = db.get_info("hold_stock")
self.start_day = db.get_info("start_day")
self.today = db.get_info("today")
self.record_list = db.get_info("record_list")
self.today_trading_money = db.get_info("today_trading_money")
self.today_sell_vol = db.get_info("today_sell_vol")
self.temp_data = db.get_info("temp_data")
self.buy_list = db.get_info("buy_list")
self.risk_per = db.get_info("risk_per")
self.price_list = db.get_info("price_list")
self.sell_per = db.get_info("sell_per")
date = self.find_next_trad_day(self.start_day)
self.start_price = fund_data_manager.get_ins().get_day_data(
self.code, date)
self.wave = db.get_info("wave") or []
self.wave_dir = db.get_info("wave_dir") or 0
self.last_dir = db.get_info("last_dir") or 0
self.limit_price = db.get_info("limit_price") or 0
def today_decision(self):
cur_time = time.localtime()
if cur_time[3] > 14:
print("今日买卖时间已经结束，不能再进行交易")
return
basis_day = self.find_next_trad_day(self.today, end_date=-1, dir=-1)
basis_data = fund_data_manager.get_ins().get_day_data(
self.code, basis_day)
if basis_data == "sub":
return
cur_price = basis_data[1] #当前价格
hold_price = self.cal_hold_avg_price() #持有成本价格
last_price = self.find_last_limit_price(20)
avg10 = self.cal_last_average(10)
min_20 = last_price[0]
max_20 = last_price[1]
if self.hold_stock == 0:
if cur_price >= max_20:
print(basis_day, "BUY", "突破二十日最大值,当前价格", cur_price, "20日最高价",
max_20, "买入", round(self.last_money * 0.25, 2), "(Y/N)?")
if input() == "y":
self.buy(self.last_money * 0.25, "突破二十日最大值")
return
else:
last_buy_day = self.trading_list[-1][2]
cur_time_stamp = time.mktime(time.strptime(basis_day, '%Y-%m-%d'))
last_time_stamp = time.mktime(
time.strptime(last_buy_day, '%Y-%m-%d'))
if (avg10 - cur_price) / avg10 > 0.05 and (
cur_time_stamp - last_time_stamp) / (24 * 3600) > 5:
self.sell_per -= 10
self.sell_per = max(self.sell_per, 100)
print(basis_day, "BUY", "补仓,当前价格", cur_price, "10日均价", avg10,
"买入", round(self.cur_money * 0.25, 2), "(Y/N)?")
if input() == "y":
self.buy(self.cur_money * 0.1, "补仓")
return
if (cur_price -
hold_price) / hold_price * 100 > self.sell_per + 10 and (
cur_time_stamp - last_time_stamp) / (24 * 3600) > 5:
self.sell_per += 10
print(basis_day, "SELL", "触发卖出点", cur_price, "持仓价", hold_price,
"卖出", round(self.hold_stock * 0.2, 2), "(Y/N)?")
if input() == "y":
self.sell(self.hold_stock * 0.2, "卖出20%")
return
if (cur_price - hold_price) / hold_price * 100 > 20:
self.sell_per = 100
print(basis_day, "SELL", "触发止盈点", cur_price, "持仓价", hold_price,
"卖出", round(self.hold_stock, 2), "(Y/N)?")
if input() == "y":
self.sell(self.hold_stock, "止盈")
return
today_avg = self.cal_last_average_start_date(5, basis_day)
last_avg = self.cal_last_average_start_date(5, basis_day, 1)
today_dir = self.wave_dir
if last_avg > today_avg:
today_dir = -1
elif last_avg < today_avg:
today_dir = 1
if len(self.wave) == 0:
self.wave.append((basis_day, today_avg))
self.wave_dir = today_dir
self.last_dir = today_dir
self.limit_price = today_avg
return
else:
cur_dir = self.wave_dir
#当前不是平台期
if cur_dir != 0:
#出现方向变化，转入平台期
if cur_dir != today_dir:
self.last_dir = self.wave_dir
self.wave_dir = 0
self.wave.append((basis_day, today_avg))
self.limit_price = today_avg
else:
#当前是平台期
#平台期均价和当前均价相差3%就视为移出平台期
if abs(self.limit_price -
today_avg) / self.limit_price * 100 > 3:
self.wave_dir = today_dir
self.wave.append((basis_day, today_avg))
if today_dir == 1 and self.hold_stock > 0:
print(basis_day, "SELL", "触发平台期结束", cur_price,
"持仓价", hold_price, "卖出",
round(self.hold_stock / 2, 2), "(Y/N)?")
if input() == "y":
self.sell(self.hold_stock / 2, "触发平台期结束")
if today_dir == -1:
if hold_price > cur_price:
print(basis_day, "BUY", "触发平台期结束,方向向下", cur_price,
"持仓价", hold_price, "加仓",
round(self.cur_money / 4, 2), "(Y/N)?")
if input() == "y":
self.buy(self.cur_money / 4, "继续加仓")
elif self.hold_stock > 0:
print(basis_day, "SELL", "触发平台期结束,方向向下", cur_price,
"持仓价", hold_price, "清仓",
round(self.hold_stock, 2), "(Y/N)?")
if input() == "y":
self.sell(self.hold_stock, "清仓")
print(self.today, "没有任何操作")