def getStockInfoFromMsg(targetStockMsg):
tempStockNumber = int(filter(str.isdigit, targetStockMsg)) #取得要查詢的目標股票號碼
tempAskString = "系統接收到使用者請求對股票資訊的查詢 股票查詢代碼為" + str(
tempStockNumber) + NEWLINE #Debug Log紀錄
stock = Stock(str(tempStockNumber)) #擷取特定股價相關資訊
tempMovingAverageString = "計算五日均價與持續天數" + str(
stock.moving_average(5)) + NEWLINE
tempMovingAverageValueString = "計算五日均量與持續天數" + str(
stock.moving_average_value(5)) + NEWLINE
tempMovingAverageBiasRatio = "計算五日、十日乖離值與持續天數" + str(
stock.moving_average_bias_ratio(5, 10)) + NEWLINE
return tempAskString + tempMovingAverageString + tempMovingAverageValueString + tempMovingAverageBiasRatio + STOCKRIGHT
def DBuild(): global remove_obj_list, obj_list, dead obj_list = diff(obj_list, remove_obj_list) remove_obj_list = [] if len(obj_list) > 0: for i in obj_list: dead = i remove_obj_list.append(i) stock = Stock(i, 24) file_locate = "/Users/Mac/Desktop/Stock Research/DataBase_test/" + i + ".csv" stock.out_putfile(file_locate) dead = 0 print "Yeah! F**k you finished!"
def DBuild(): global remove_obj_list, obj_list, month if len(obj_list) > 0: for i in obj_list: try: stock = Stock(i, month) file_locate = "/Users/Mac/Desktop/Stock Research/DataBase_test/" + i + ".csv" stock.out_putfile(file_locate) except AttributeError: print "Error >>", i, "can not fetch month = ", month else: print "Get stock no.", i, "info for", month, "month" remove_obj_list.append(i) print "Month = ", month, " : Fetching finished!" month = month - 12 #
def getRealtimeStock(stock_no):
realtime = {True: RealtimeTWSE, False: RealtimeOTC}
try:
stock = Stock(stock_no)
info = realtime[stock._twse](stock_no)
data = info.data[stock_no]
return (stock_no, data['info']['name'], data['price'])
except Exception, ex:
print("Fail to get realtime information of '{}'".format(stock_no))
print("> " + ex.message)
return None
#!/usr/bin/env python
# -*- coding: utf-8 -*-
from grs import Stock
from grs import TWSENo
import sys
sys.path.append('../')
from MACD import MACD
stock = Stock('2330', 14)
macd = MACD(stock)
print "MACD: len: " + str(len(macd.macd))
print macd.macd
print "MACDSignal: len: " + str(len(macd.macdsignal))
print macd.macdsignal
print "MACDhist: len: " + str(len(macd.macdhist))
print macd.macdhist
print "Conti Day:"
print macd.contiDay
# -*- coding: utf-8 -*-
from grs import Stock
from grs import TWSENo
import sys
sys.path.append('./src')
from Rule import Rule
from Trade import Trade
# get all stock no list
stock_no_list = [i for i in sorted(TWSENo().all_stock_no)[:-2] ]
print 'Total stock: '+str(len(stock_no_list))
# parameters
contiDay_thd = 3
day = -1;
# process
for i in stock_no_list:
try:
stock = Stock(i)
rule = Rule(stock)
if rule.buyRule1(-1):
print stock.info[0],
print "Buy"
except:
print i
print "[Error] "+i+" "+stock.info[0]
import grs from grs import TWSENo from grs import Stock twse_no = TWSENo() for i in twse_no.all_stock_no: if len(i) <= 4 : stock = Stock(i, 12) file_locate = "/Users/Mac/Desktop/Stock Research/DataBase2/" + i + ".csv" stock.out_putfile(file_locate)
from grs import Stock
stock = Stock('2454') #get the price for Stock number 2618
print stock.moving_average(5)
print stock.moving_average_value(5)
print stock.moving_average_bias_ratio(5, 10)
stock = Stock('2454', 12)
stock.out_putfile('2454.csv')
# Stock('1101').raw[-1][-2] 漲跌點數
# Stock('1101').raw[-1][4] 昨天收盤價
# float(Stock('1101').raw[-1][-2]) / float(Stock('1101').raw[-1][4]) * today_weight * float(i[2]) / 100
#for i in a:
# print i[0],i[1],i[2]
fileopen.write(
"各股加權貢獻依據2016年03月31日下的權重計算".decode('utf8').encode('big5-hkscs') + "\n")
total = 0
for i in a:
contribution = 0
try:
contribution = float(Stock(i[0]).raw[-1][-2]) / float(
Stock(i[0]).raw[-1][-3]) * today_weight * float(i[2]) / 100
except:
pass #抓到非數字跳過
total = total + contribution
print i[0], i[1], Stock(i[0]).raw[-1][-3], Stock(
i[0]).raw[-1][-2], "%.2f" % (contribution), "%.2f" % (
total), today_weight, i[2]
# fileopen.write(str(i[0])+','+str(i[1]).decode('utf8').encode('big5-hkscs')+','+str(contribution)+','+ str(total)+"\n")
# fileopen.write(str(i[0])+', '+str(i[1]).decode('utf8').encode('big5-hkscs')+', '+"%.2f"%(contribution)+', '+"%.2f"%(total)+"\n")
fileopen.write(
str(i[0]) + ', ' +
str(i[1]).decode('utf8').encode('big5-hkscs') + ', ' + "%.2f" %
def main_process(stock_number):
global PIECE
global sim_day
global cdate1
global cdate2
global cdate3
global sdate1
global sdate2
global sdate3
cdate1 = datetime.date.today()
cdate2 = datetime.date.today()
cdate3 = datetime.date.today()
sdate1 = '0'
sdate2 = '0'
sdate3 = '0'
stock_wis = Stock(stock_number)
#// 3. create folder for save csv data
mkpath="/home/pi/Hades_project/csv_repository"
mkdir(mkpath)
get_date = datetime.date.today()
get_sdate = str(get_date)
csv_file = "/home/pi/Hades_project/csv_repository/" + stock_number + '_' + get_sdate + '.csv'
stock_wis.out_putfile(csv_file)
#// 3.1 create share of stock folder
mkpath="/home/pi/Hades_project/share_stock"
mkdir(mkpath)
#// 3.2 record share of stock file
filepath = '/home/pi/Hades_project/share_stock/' + stock_number + '.txt'
isExists = os.path.exists(filepath)
if not isExists:
fd = open(filepath, 'w')
piece_num = '0'
fd.write(piece_num)
fd.close
PIECE = '0'
print filepath+' create ok!!'
else: #print filepath+' folder already exist!!'
fd = open(filepath, 'r')
PIECE = fd.read()
fd.close
PIECE = PIECE.rstrip('\n')
#// 4. filter highest, lower, end, start of value and show thos value
# http://swaywang.blogspot.tw/2012/05/pythoncsv.html
# http://www.lfhacks.com/tech/python-read-specific-column-csv
#//---------------------------------
#// get time function
#//---------------------------------
#sdate1 = strftime("%D")
#ssdate1 = sdate1[0:5]
#cdate1 = datetime.date.today() + (datetime.timedelta(days=sim_day))
#cdate1 = datetime.date.today() + (datetime.timedelta(days=-4))
#cdate2 = cdate1 + (datetime.timedelta(days=-1))
#cdate3 = cdate1 + (datetime.timedelta(days=-2))
#//current date,6/20
check_done = 0
delta_day = 0
while(check_done == 0):
cdate1 = datetime.date.today() + (datetime.timedelta(days=delta_day))
sdate1 = str(cdate1)
sdate1 = sdate1[5:10]
sdate1 = sdate1.replace('-','/')
res = test_day_avaliable(sdate1, csv_file)
if(res == 0):
#print sdate1
#print "find a right day1!"
check_done = 1
#print "---------------"
else:
#print "can't find match day1!"
delta_day = (delta_day - 1)
#//yesterday,6/19
check_done = 0
delta_day = -1
while(check_done == 0):
cdate2 = cdate1 + (datetime.timedelta(days=delta_day))
sdate2 = str(cdate2)
sdate2 = sdate2[5:10]
sdate2 = sdate2.replace('-','/')
res = test_day_avaliable(sdate2, csv_file)
if(res == 0):
#print sdate2
#print "find a right day2!"
check_done = 1
#print "---------------"
else:
#print "can't find match day2!"
delta_day = (delta_day - 1)
#//the day before yesterday,6/18
check_done = 0
delta_day = -1
while(check_done == 0):
cdate3 = cdate2 + (datetime.timedelta(days=delta_day))
sdate3 = str(cdate3)
sdate3 = sdate3[5:10]
sdate3 = sdate3.replace('-','/')
res = test_day_avaliable(sdate3, csv_file)
if(res == 0):
#print sdate3
#print "find a right day3!"
check_done = 1
#print "---------------"
else:
#print "can't find match day3!"
delta_day = (delta_day - 1)
#//---------------------------------
#//find the specific date data
#//---------------------------------
#print sdate1
res1 = gen_target_file(sdate1, csv_file, '/home/pi/Hades_project/csv_repository/target_sdate1_val.txt')
if(res1 == 0):
#//day1,current date
#// 4.1 hishest value
day1_h = search_s_e_h_l_fun('highest_val', '/home/pi/Hades_project/csv_repository/target_sdate1_val.txt')
#// 4.2 lower value
day1_l = search_s_e_h_l_fun('lowest_val', '/home/pi/Hades_project/csv_repository/target_sdate1_val.txt')
#// 4.3 end value
day1_e = search_s_e_h_l_fun('end_val', '/home/pi/Hades_project/csv_repository/target_sdate1_val.txt')
#// 4.4 start value
day1_s = search_s_e_h_l_fun('start_val', '/home/pi/Hades_project/csv_repository/target_sdate1_val.txt')
#print 'h:'+day1_h
#print 'l:'+day1_l
#print 'e:'+day1_e
#print 's:'+day1_s
clean_garbage_file('/home/pi/Hades_project/csv_repository/target_sdate1_val.txt')
else:
print "Error :day1 not avaible~"
return 1
#print "---------------"
#print sdate2
res2 = gen_target_file(sdate2, csv_file, '/home/pi/Hades_project/csv_repository/target_sdate2_val.txt')
#//day2,yesterday
if(res2 == 0):
day2_h = search_s_e_h_l_fun('highest_val', '/home/pi/Hades_project/csv_repository/target_sdate2_val.txt')
day2_l = search_s_e_h_l_fun('lowest_val', '/home/pi/Hades_project/csv_repository/target_sdate2_val.txt')
day2_e = search_s_e_h_l_fun('end_val', '/home/pi/Hades_project/csv_repository/target_sdate2_val.txt')
day2_s = search_s_e_h_l_fun('start_val', '/home/pi/Hades_project/csv_repository/target_sdate2_val.txt')
#print 'h:'+day2_h
#print 'l:'+day2_l
#print 'e:'+day2_e
#print 's:'+day2_s
clean_garbage_file('/home/pi/Hades_project/csv_repository/target_sdate2_val.txt')
else:
print "Error :day2 not avaible~"
return 1
#print "---------------"
#print sdate3
res3 = gen_target_file(sdate3, csv_file, '/home/pi/Hades_project/csv_repository/target_sdate3_val.txt')
#//day3,the day before yesterday
if(res3 == 0):
day3_h = search_s_e_h_l_fun('highest_val', '/home/pi/Hades_project/csv_repository/target_sdate3_val.txt')
day3_l = search_s_e_h_l_fun('lowest_val', '/home/pi/Hades_project/csv_repository/target_sdate3_val.txt')
day3_e = search_s_e_h_l_fun('end_val', '/home/pi/Hades_project/csv_repository/target_sdate3_val.txt')
day3_s = search_s_e_h_l_fun('start_val', '/home/pi/Hades_project/csv_repository/target_sdate3_val.txt')
#print 'h:'+day3_h
#print 'l:'+day3_l
#print 'e:'+day3_e
#print 's:'+day3_s
clean_garbage_file('/home/pi/Hades_project/csv_repository/target_sdate3_val.txt')
else:
print "Error :day3 not avaible~"
return 1
#print "---------------"
#// 5. algorithm to compare value bigger or lower
#// 5.3 if you have share of stock, if you have 1 PIECE go to sale session,
#// otherwise go to buy session
if(PIECE == '0'): #// share of stock is none
#// 5.1 three day detection algorithm, buy in
#// 5.4 stage = 1 -> buy, 2 -> do not buy
print "+++++ BUY Session ++++"
if(day1_h > day3_h):
print (sdate1+" is high than "+sdate3+", BUY!")
stage = 1
print "buy in share of 1000"
PIECE = 1000
fd = open(filepath, 'w')
piece_num = '1000'
fd.write(piece_num)
fd.close
record_trade_price(stock_number, day1_h, 'buy')
else:
print (sdate1+" is high than "+sdate3+", DO NOT BUY!")
stage = 2
elif(PIECE == '1000'): #// share of stock is 1
#// 5.2 three day detection algorithm, sale out
#// 5.4 stage = 3 ->sale out, 4 -> keep
print "+++++ SALE Session ++++"
if(day1_e < day3_e):
print (sdate1+" is lower than "+sdate3+", SALE OUT!")
stage = 3
print "sale out share of 1000"
PIECE = 0
fd = open(filepath, 'w')
piece_num = '0'
fd.write(piece_num)
fd.close
record_trade_price(stock_number, day1_e, 'sale')
else:
print sdate1+" is higher or equal than "+sdate3+", KEEP!"
stage = 4
else:
print "something wrong about share of stock..."
#// 9. CPU record
cpu_tempertrue_value = get_cpu_temp()
#cpu_tempertrue_value = str(40)
write_cpu_temp_file(cpu_tempertrue_value)
cpu_tempertrue_value = "now CPU " + str(cpu_tempertrue_value)
today_date = datetime.date.today()
today_date = str(today_date)
#// 5.5 use a switch to give different msg to "result_message" for mail
if(stage == 1):
result_message = today_date+" "+stock_number+" \nmachine say: "+" BUY!!\n"+"today final price: "+day1_e+"\n"+cpu_tempertrue_value
elif(stage == 2):
result_message = today_date+" "+stock_number+" \nmachine say: "+" DO NOT BUY!!\n"+"today final price: "+day1_e+"\n"+cpu_tempertrue_value
elif(stage == 3):
result_message = today_date+" "+stock_number+" \nmachine say: "+" SALE OUT!!\n"+"today final price: "+day1_e+"\n"+cpu_tempertrue_value
elif(stage == 4):
result_message = today_date+" "+stock_number+" \nmachine say: "+" KEEP!!\n"+"today final price: "+day1_e+"\n"+cpu_tempertrue_value
else:
print "stage going wrong..."
#// 6. send mail to notice user
#// issue: cc wouldn't work!
#// to_addr_list = ['*****@*****.**','*****@*****.**']
#if(DEBUG == TURN_OFF):
if(DEBUG_MAIL == TURN_ON):
#sendemail(from_addr = '*****@*****.**',
# to_addr_list = ['*****@*****.**'],
# cc_addr_list = [''],
# subject = 'Make money machine letter',
# message = result_message,
# login = '******',
# password = '******')
deal_result_message = result_message
#//read trade record file
file_name = '/home/pi/Hades_project/trade_record/' + stock_number + '_tr_price.txt'
tr_file = open(file_name, 'r')
trade_result_message = tr_file.read()
result_message = deal_result_message + '\n' + trade_result_message
tr_file.close()
write_mail_msg(result_message)
between_line = "\n--------------------------------------------------------\n"
write_mail_msg(between_line)
f = open('/home/tim/GMAIL.txt', 'r') #於前一個相對目錄中放置登入GMAIL帳號密碼,目的為了不再GitHub顯示出來.
ID = f.readline().strip('\n') #不包含換行符號\n:q
PW = f.readline().strip('\n')
fileopen.write('上市公司股票篩選\n\n\n')
#fileopen.write("股票",",","100",",","倍週均量",",","成交張數",",","殖利率","100",",","倍月均量")
#=====================
for i in stock_no_list:
#print i
realtime_data = RealtimeTWSE(i)
try:
if (realtime_data.data[i]['volume_acc'] > Stock(
i, mons=3).moving_average_value(5)[0][-2]
or realtime_data.data[i]['volume_acc'] > Stock(
i, mons=3).moving_average_value(20)[0][-2]
) and float(
realtime_data.data[i]['diff'][1]) > 0: #今天的量大於5日週或月均量, 目前要漲
print i, 'TWSE123' #暴量長紅2天
close_price = Stock(i).raw[-1][6]
MA5 = Stock(i, mons=2).moving_average(5)[0][-1]
MA10 = Stock(i, mons=2).moving_average(10)[0][-1]
MA20 = Stock(i, mons=2).moving_average(20)[0][-1]
Bias5 = (close_price - MA5) / MA5 * 100
Bias10 = (close_price - MA10) / MA10 * 100
Bias20 = (close_price - MA20) / MA20 * 100
turnover_ration = float(Stock(i).raw[-1][1] / 1000) / (
float(rank_market_value()[i][3]) * 10000) * 100
from grs import Stock
stock = Stock('2618')
print stock.moving_average(0)
print stock.moving_average_value(1)
print stock.moving_average_bias_ratio(1, 3)
#!/usr/bin/env python
# -*- coding: utf-8 -*-
from grs import Stock
import matplotlib.pyplot as plt
import sys
sys.path.append('../')
from MA import MA
stock = Stock.createByCSV('2330', '../../data/2330_14MonData.csv')
ma = MA(stock)
print "MA5=> len: " + str(len(ma.ma5))
print ma.ma5
print "MA10=> len: " + str(len(ma.ma10))
print ma.ma10
print "MA20=> len: " + str(len(ma.ma20))
print ma.ma20
print "MA5 diff MA10:" + str(len(ma.ma5diffma10))
ma.printMA5DiffMA10()
#print "Buy point short term:"
#ma.printBuyPoints_ST()
#print "MA5 gradient=> len: "+str(len(ma.ma5_gradient))
#ma.printMA5_gradient()
#plt.figure(1)
#plt.subplot(211)
#plt.plot(stock.price, 'r', ma.ma5, 'b', ma.ma10, 'yellow')
db='news-set',
charset='utf8mb4',
cursorclass=pymysql.cursors.DictCursor)
com_list =['1101','1102','1216','1301','1303','1326',
'1402','1722','2002','2105','2201','2207',
'2301','2303','2311','2317','2324','2325',
'2330','2347','2353','2354','2357','2382',
'2409','2412','2454','2474','2498','2801',
'2880','2881','2882','2883','2885','2886',
'2890','2891','2892','2912','3008','3045',
'3231','3481','3673','4904','4938','5880','6505']
try:
with connection.cursor() as cursor:
for com in com_list:
com = com.split('+')[0]
stock = Stock(com,30)
stock.out_putfile(com+'[30-month].csv')
with open(com+'[30-month].csv', 'rb') as csvfile:
info = list()
spamreader = csv.reader(csvfile, delimiter=' ', quotechar='|')
for r in spamreader:
if len(r[0].split(','))>=9:
info.append(r[0].split(','))
for r2 in info:
r2[0] = str(int(r2[0].split('/')[0])+1911) + '-' +r2[0].split('/')[1]+'-'+r2[0].split('/')[2]
for i in range(len(info)):
today_open = float(info[i][3])
today_close = float(info[i][6])
if i-1 >=0 :
pre_close = float(info[i-1][6])
else:
def WorkerJob(stock_index, days):
print('# index {}'.format(stock_index))
stock = Stock(stock_index, days)
def WorkerJob(stock_index, days):
print('# index {}'.format(stock_index))
stock = Stock(stock_index, days)
#stock.out_putfile('data/{}.csv'.format(stock_index))
"""
with ThreadPoolExecutor(max_workers=10) as executor:
for i in sorted(stock_no_list):
if len(i) != 4:
continue
#stock = Stock(i, 12 * 30)
#stock = Stock(i, 3 * 1)
#stock.out_putfile('data/{}.csv'.format(i))
print(type(i))
a = executor.submit(WorkerJob, i, 3)
#threading.Thread(target = WorkerJob, args = (i, 3)).start()
print(a.result())
"""
for i in sorted(stock_no_list):
if len(i) != 4:
continue
print('[compute] adgroup {}'.format(i))
#stock = Stock(i, 12 * 30)
stock = Stock(i, 1)
stock.out_putfile(
'/Users/coha/git/time-series-predictor/data/{}.csv'.format(i))
fileopen = open(attachment, 'w') #開啟檔案,w沒有該檔案就新增
f = open('/home/tim/GMAIL.txt', 'r') #於前一個相對目錄中放置登入GMAIL帳號密碼,目的為了不再GitHub顯示出來.
ID = f.readline().strip('\n') #不包含換行符號\n
PW = f.readline().strip('\n')
fileopen.write('上市公司股票篩選\n\n\n')
fileopen.write("\n" + "傳統黃金交叉定義:昨天短均線低於長均線,今天短均線高於長均線" + "\n\n")
#傳統黃金交叉(5日均線向上穿越10日均線)
index = 1
for i in stock_no_list:
try:
if BestFourPoint(Stock(i)).golden_cross_no_back_test(m=5, n=10):
fileopen.write(
str(index) + " " + "傳統黃金交叉(5日均線向上穿越10日均線)" + "-" +
Stock_no_name[i].encode("UTF-8") + "-" + i + "-" + "成交張數" +
"-" + str(int(Stock(i).raw[-1][1] / 1000)) + "\n")
index = index + 1
except: # 回傳為None 或 資料不足導致ValueError
pass
fileopen.write("\n\n")
#傳統黃金交叉(5日均線向上穿越20日均線)
index = 1
for i in stock_no_list:
try:
if BestFourPoint(Stock(i)).golden_cross_no_back_test(m=5, n=20):
fileopen.write(
import sys
if len(sys.argv) != 3:
print "usage: python fuckGRS.py [from_id] [to_id(not_include)]"
sys.exit(1)
initial_idx = int(sys.argv[1])
initial_month = 240
record_csv_name = 'record.csv'
record = open(record_csv_name, "ab")
writer = csv.writer(record, delimiter=',')
i = initial_idx
month = initial_month
while i < int(sys.argv[2]):
print "fetch id = ", i, ", month = ", month
try:
stock = Stock(str(i), month)# may cause not exist error
if month > 0: stock.out_putfile(str(i)+'.csv')# may cause index out of range error
writer.writerow([i, month])
except AttributeError:# index out of range
print " >> id = ", i, "out of range! month = ", month
month -= 12
except: # no such id
print " >> id = ", i, " not exist"
i += 1
month = initial_month
else:
i += 1
month = initial_month
#!/usr/bin/env python
# -*- coding: utf-8 -*-
from grs import Stock
from grs import TWSENo
import sys
sys.path.append('../')
from Trade import Trade
from KD import KD
from MA import MA
from DMI import DMI
from MACD import MACD
stock = Stock.createByCSV('2454', '../../data/2454_14MonData.csv')
trade = Trade(stock)
dmi = DMI(stock)
macd = MACD(stock)
print "MACD with adx >16:"
trade.MACD_DMI_1(macd, dmi)
trade.printTradeResult()
kd = KD(stock)
#print "Trade by perfect buy and perfect sell KD:"
#trade.KD_PerfectBuyPerfectSell(kd)
#trade.printTradeResult()
#print "Trade by perfect buy and normal sell KD:"
#trade.KD_PerfectBuyNormalSell(kd)
#trade.printTradeResult()
#print "Trade by normal buy and normal sell KD:"
#trade.KD_NormalBuyNormalSell(kd)
#trade.printTradeResult()
fileopen = open("Stock_5_10_20.txt", 'w') #開啟檔案,w沒有該檔案就新增
f = open('/home/tim/GMAIL.txt', 'r') #於前一個相對目錄中放置登入GMAIL帳號密碼,目的為了不再GitHub顯示出來.
ID = f.readline().strip('\n') #不包含換行符號\n
PW = f.readline().strip('\n')
fileopen.write("\n" + "二十个交易日內, 5日均線>10日均線>20均線" + "\n\n")
#=====================
fileopen.write('\n\n\n上櫃公司股票篩選\n\n\n')
index = 1
for i in OTC_no_list:
#print i
try:
if BestFourPoint(Stock(i, mons=3)).best_5_10_20_backtest(day):
print i, 'otc' #暴量長紅2天
fileopen.write(
str(index) + " " + "-" + OTC_no_name[i].encode("UTF-8") + "-" +
i + "-" + "殖益率" + str(fields_otc()[i][2]) + "\n")
index = index + 1
except: # 回傳為None 或 資料不足導致ValueError
pass
fileopen.close() #關閉檔案
os.system('sendEmail -o \
-f [email protected] \
-t "WEI <*****@*****.**>" \
-s smtp.gmail.com:587 \
def getgrsdata():
stock = Stock('2618')
print stock.moving_average(5)
# -*- coding: utf-8 -*-
import sys
reload(sys)
sys.setdefaultencoding("utf-8")
from grs import BestFourPoint
from grs import Stock
stock = Stock('2618')
result = BestFourPoint(stock)
print result.best_four_point_to_buy() # 判斷是否為四大買點
print result.best_four_point_to_sell() # 判斷是否為四大賣點
print result.best_four_point() # 綜合判斷
def getgrsdata():
stock = Stock('2618')
print stock.moving_average(5)
pass
except: # 回傳為None 或 資料不足導致ValueError
pass
"""
fileopen.write('\n\n\n\n')
fileopen.write('上櫃公司股票篩選\n\n\n\n')
for i in OTC_no_list:
#print i
realtime_data = RealtimeOTC(i)
try:
if (realtime_data.data[i]['volume_acc'] >
Stock(i, mons=3).moving_average_value(5)[0][-2] * 1000
or realtime_data.data[i]['volume_acc'] >
Stock(i, mons=3).moving_average_value(20)[0][-2] * 1000
) and float(
realtime_data.data[i]['diff'][1]) > 0: #今天的量大於5日週或月均量, 目前要漲
print i, 'TWSE123' #暴量長紅2天
close_price = Stock(i).raw[-1][6]
MA5 = Stock(i, mons=2).moving_average(5)[0][-1]
MA10 = Stock(i, mons=2).moving_average(10)[0][-1]
MA20 = Stock(i, mons=2).moving_average(20)[0][-1]
Bias5 = (close_price - MA5) / MA5 * 100
Bias10 = (close_price - MA10) / MA10 * 100
Bias20 = (close_price - MA20) / MA20 * 100
turnover_ration = float(Stock(i).raw[-1][1]) / (
float(rank_market_value()[i][3]) * 10000) * 100
f = open('/home/tim/GMAIL.txt', 'r') #於前一個相對目錄中放置登入GMAIL帳號密碼,目的為了不再GitHub顯示出來.
ID = f.readline().strip('\n') #不包含換行符號\n
PW = f.readline().strip('\n')
fileopen.write('上市公司股票篩選\n\n\n')
fileopen.write("\n" "+暴量長紅2天" + "\n\n")
#abc = BestFourPoint(Stock('1101')).moving_average_value(5)
index = 1
for i in stock_no_list:
#今天量大於昨天前的五日均量2倍,且今天量大長紅
try:
if BestFourPoint(Stock(i)).today_great_ma5(2):
print i, '今天量大於昨天前的五日均量2倍,且今天量大長紅' #今天量大於昨天前的五日均量N倍,且今天量大長紅
fileopen.write(
str(index) + " " + "今天量大於昨天前的五日均量2倍,且今天量大長紅,成交量要大於1000張" +
"-" + Stock_no_name[i].encode("UTF-8") + "-" + i + "-" +
"成交張數" + "-" + str(int(Stock(i).raw[-1][1] / 1000)) + "\n")
index = index + 1
except: # 回傳為None 或 資料不足導致ValueError
pass
index = 1
for i in stock_no_list:
#今天量大於昨天前的五日均量3倍,且今天量大長紅
try:
if BestFourPoint(Stock(i)).today_great_ma5(3):
print i, '今天量大於昨天前的五日均量3倍,且今天量大長紅' #今天量大於昨天前的五日均量N倍,且今天量大長紅
pass
"""
fileopen.write('\n\n\n上櫃公司股票篩選\n\n\n')
fileopen.write("\n"+"新豪式黃金交叉定義:今天短均線高於長均線,且回測N天內的短均線皆要低於長均線"+"\n\n")
#新豪式黃金交叉定義:今天短均線高於長均線,且前回測N天中其短均線皆要低於長均線
#=====================
index = 1
for i in OTC_no_list:
try:
if BestFourPoint(Stock(i)).golden_cross(m=5,n=10,back_to_test_n_days=5) and (BestFourPoint(Stock(i)).data.moving_average(5)[0][-1] > BestFourPoint(Stock(i)).data.moving_average(10)[0][-1] ):
print i,'123' # 5日均線黃金交叉10日均線,並且要回測5天.
fileopen.write(str(index)+" "+"新豪式黃金交叉(5日均線向上穿越10日均線且符合5天回測)"+"-"+OTC_no_name[i].encode("UTF-8")+"-"+i+"-"+"成交張數"+"-"+str(int(Stock(i).raw[-1][1]))+"\n")
index = index + 1
except: # 回傳為None 或 資料不足導致ValueError
pass
#=====================
#fileopen.write("\n\n")
#index = 1
#for i in OTC_no_list:
# try:
# if BestFourPoint(Stock(i)).golden_cross(m=5,n=10,back_to_test_n_days=10) and (BestFourPoint(Stock(i)).data.moving_average(5)[0][-1] > BestFourPoint(Stock(i)).data.moving_average(10)[0][-1] ):
# print i,'123' # 5日均線黃金交叉10日均線,並且要回測5天.
# fileopen.write(str(index)+" "+"新豪式黃金交叉(5日均線向上穿越10日均線且符合10天回測)"+"-"+OTC_no_name[i].encode("UTF-8")+"-"+i+"-"+"成交張數"+"-"+str(int(Stock(i).raw[-1][1]))+"\n")
# index = index + 1
fileopen = open(attachment, 'w') #開啟檔案,w沒有該檔案就新增
f = open('/home/tim/GMAIL.txt', 'r') #於前一個相對目錄中放置登入GMAIL帳號密碼,目的為了不再GitHub顯示出來.
ID = f.readline().strip('\n') #不包含換行符號\n
PW = f.readline().strip('\n')
fileopen.write('上市公司股票篩選\n\n\n')
fileopen.write("\n" + "回測n天中,5與10與20日均線總和平均在m%盤整,今天暴nn倍的mm日均量" + "\n\n")
#=====================
index = 1
for i in stock_no_list:
#print i
try:
if BestFourPoint(Stock(i, mons=3)).breakthrough(20, 1, 1.5, 20):
# n, m ,nn, mm
# 回測天數, 盤整%數, 暴量nn倍, mm日均量
# 回測n天中,5與10與20日均線總和平均在m%盤整,今天暴nn倍的mm日均量
print i, 'twse' #暴量長紅2天
fileopen.write(
str(index) + " " + "-" + Stock_no_name[i].encode("UTF-8") +
"-" + i + "-" + "殖益率" + str(fields()[i][2]) + "\n")
index = index + 1
except: # 回傳為None 或 資料不足導致ValueError
pass
fileopen.close() #關閉檔案
fileopen = open("less20.txt", 'w') #開啟檔案,w沒有該檔案就新增
f = open('/home/tim/GMAIL.txt', 'r') #於前一個相對目錄中放置登入GMAIL帳號密碼,目的為了不再GitHub顯示出來.
ID = f.readline().strip('\n') #不包含換行符號\n
PW = f.readline().strip('\n')
fileopen.write("\n" + "量縮20%" + "\n\n")
#=====================
fileopen.write('\n\n\n上櫃公司股票篩選\n\n\n')
index = 1
for i in OTC_no_list:
#print i
try:
if BestFourPoint(Stock(i, mons=1)).volumeless20():
print i, 'otc' #暴量長紅2天
fileopen.write(
str(index) + " " + "-" + OTC_no_name[i].encode("UTF-8") + "-" +
i + "-" + "殖益率" + str(fields_otc()[i][2]) + "\n")
index = index + 1
except: # 回傳為None 或 資料不足導致ValueError
pass
fileopen.close() #關閉檔案
os.system('sendEmail -o \
-f [email protected] \
-t "WEI <*****@*****.**>" \
-s smtp.gmail.com:587 \
ID = f.readline().strip('\n') #不包含換行符號\n:q
PW = f.readline().strip('\n')
fileopen.write('上市公司股票篩選\n\n\n'.decode('utf8').encode('big5-hkscs'))
#fileopen.write("股票",",","100",",","倍週均量",",","成交張數",",","殖利率","100",",","倍月均量")
#=====================
index = 1
for i in stock_no_list:
#print i
realtime_data = RealtimeTWSE(i)
try:
if realtime_data.data[i]['volume_acc'] > Stock(
i, mons=3).moving_average_value(
5)[0][-2] or realtime_data.data[i]['volume_acc'] > Stock(
i,
mons=3).moving_average_value(20)[0][-2]: #今天的量大於5日週均量
print i, 'TWSE123' #暴量長紅2天
fileopen.write(i+"-"+Stock_no_name[i].encode('big5-hkscs')+"-"+"目前累積成交量".decode('utf8').encode('big5-hkscs')+","+ \
str(float(realtime_data.data[i]['volume_acc'])/float(Stock(i,mons=3).moving_average_value(5)[0][-2]))+","+"倍週均量".decode('utf8').encode('big5-hkscs')+\
","+"成交張數".decode('utf8').encode('big5-hkscs')+"-"+str(realtime_data.data[i]['volume_acc'])+","+"殖益率".decode('utf8').encode('big5-hkscs')+str(fields()[i][2])+"-"+ \
","+str(float(realtime_data.data[i]['volume_acc'])/float(Stock(i,mons=3).moving_average_value(20)[0][-2]))+","+"倍月均量".decode('utf8').encode('big5-hkscs')+ \
","+"漲跌百分比".decode('utf8').encode('big5-hkscs')+","+str(float(realtime_data.data[i]['diff'][1]))+","+"昨天收盤價".decode('utf8').encode('big5-hkscs')+","+str(float(realtime_data.data[i]['yesterday_price']))+ "\n")
index = index + 1
except: # 回傳為None 或 資料不足導致ValueError
pass
fileopen.write('\n\n\n\n')
PW = f.readline().strip('\n')
fileopen.write('\n\n\n上櫃公司股票篩選===>'+"昨天成交量比前天多,昨天收盤價又比昨天開盤價（暴量長紅),今天收盤又上漲1~10%,且今天成交張數要大於50張"+"\n")
"""
result = self.data.value[-2] > self.data.value[-3] and self.data.price[-2] > self.data.openprice[-2] and \
self.data.price[-1]/self.data.price[-2] >= 1.01 and self.data.price[-1]/self.data.price[-2] <= 1.11 and self.data.value[-1]*1000 > 500
"""
index = 1
for i in OTC_no_list:
try:
if BestFourPoint(Stock(i,mons=2)).otc_y_v_t_r():
print i,'otc' #暴量長紅2天
close_price = Stock(i).raw[-1][6]
MA5 = Stock(i,mons=2).moving_average(5)[0][-1]
MA10 = Stock(i,mons=2).moving_average(10)[0][-1]
MA20 = Stock(i,mons=2).moving_average(20)[0][-1]
Bias5 = (close_price-MA5)/MA5*100
Bias10 = (close_price-MA10)/MA10*100
Bias20 = (close_price-MA20)/MA20*100
turnover_ration = float(Stock(i).raw[-1][1])/(float(rank_market_value()[i][3])*10000)*100
try:
fileopen.write(OTC_no_name[i].encode("UTF-8")+"`("+i+")"+"OTC"+","+"成交張數"+str(int(Stock(i).raw[-1][1]))+","+ \
"收盤價"+str(close_price)+","+"去年殖利率"+str(fields_otc()[i][2])+","+"目前價格相當於週均價成長"+"%.1f"%Bias5+"%"+","+"雙週均價"+"%.1f"%Bias10+"%"+ \
ID = f.readline().strip('\n') #不包含換行符號\n:q
PW = f.readline().strip('\n')
fileopen.write('上市公司股票篩選\n\n\n')
#fileopen.write("股票",",","100",",","倍週均量",",","成交張數",",","殖利率","100",",","倍月均量")
#=====================
index = 1
for i in stock_no_list:
#print i
realtime_data = RealtimeTWSE(i)
try:
if realtime_data.data[i]['volume_acc'] > Stock(
i, mons=3).moving_average_value(
5)[0][-2] or realtime_data.data[i]['volume_acc'] > Stock(
i,
mons=3).moving_average_value(20)[0][-2]: #今天的量大於5日週均量
print i, 'TWSE123' #暴量長紅2天
fileopen.write(i+"-"+Stock_no_name[i].encode("UTF-8")+"-"+"目前累積成交量"+","+ \
str(float(realtime_data.data[i]['volume_acc'])/float(Stock(i,mons=3).moving_average_value(5)[0][-2]))+","+"倍週均量"+ \
","+"成交張數"+"-"+str(realtime_data.data[i]['volume_acc'])+","+"殖益率"+str(fields()[i][2])+"-"+ \
","+str(float(realtime_data.data[i]['volume_acc'])/float(Stock(i,mons=3).moving_average_value(20)[0][-2]))+","+"倍月均量"+","+"漲跌百分比"+","+str(float(realtime_data.data[i]['diff'][1]))+","+"昨天收盤價"+","+str(float(realtime_data.data[i]['yesterday_price']))+ "\n")
except: # 回傳為None 或 資料不足導致ValueError
pass
fileopen.write('\n\n\n\n')
fileopen.write('上櫃公司股票篩選\n\n\n\n')
ID = f.readline().strip('\n') #不包含換行符號\n
PW = f.readline().strip('\n')
fileopen.write("\n"+"增3倍"+"\n\n")
#=====================
fileopen.write('\n\n\n上櫃公司股票篩選\n\n\n')
index = 1
for i in OTC_no_list:
#print i
try:
if BestFourPoint(Stock(i,mons=1)).volumegreat3():
print i,'otc' #暴量長紅2天
fileopen.write(str(index)+" "+"-"+OTC_no_name[i].encode("UTF-8")+"-"+i+"-"+"殖益率"+str(fields_otc()[i][2])+"\n")
index = index + 1
except: # 回傳為None 或 資料不足導致ValueError
pass
fileopen.close() #關閉檔案
os.system('sendEmail -o \
-f [email protected] \
-t "WEI <*****@*****.**>" \
-s smtp.gmail.com:587 \
-xu %s \
-xp %s \
from grs import Stock
stock = Stock('2002')
stock.out_putfile('/2002.csv')
fileopen = open(attachment, 'w') #開啟檔案,w沒有該檔案就新增
f = open('/home/tim/GMAIL.txt', 'r') #於前一個相對目錄中放置登入GMAIL帳號密碼,目的為了不再GitHub顯示出來.
ID = f.readline().strip('\n') #不包含換行符號\n
PW = f.readline().strip('\n')
fileopen.write('上市公司股票篩選\n\n\n')
fileopen.write("\n" + "昨天暴量長紅,今天又上漲1~7%,成交張數要大於1000張" + "\n")
#=====================
index = 1
for i in stock_no_list:
#print i
try:
if BestFourPoint(Stock(i, mons=2)).y_v_t_r():
print i, 'twse' #暴量長紅2天
try:
if oneday()[i][1] == '':
one_day = "買賣現沖"
elif oneday()[i][1] == 'Y':
one_day = "先買現沖"
else:
one_day = ""
except:
one_day = "" #csv找不到該股票代碼,即不開放買賣現沖
close_price = Stock(i).raw[-1][6]
MA5 = Stock(i, mons=2).moving_average(5)[0][-1]
MA10 = Stock(i, mons=2).moving_average(10)[0][-1]
MA20 = Stock(i, mons=2).moving_average(20)[0][-1]
def main():
PATH_OF_DATA = 'data'
index_lists = []
### 從 stocknumber 中讀出看要抓哪幾隻股票的資料
f = open('stocknumber.csv', 'rb')
cr = csv.reader(f, delimiter=',')
for row in cr:
index_lists.append(row[0])
skipFlag = True if len(sys.argv) > 1 else False
tillFlag = True if len(sys.argv) > 2 else False
for stock_index in index_lists:
if skipFlag:
if stock_index != sys.argv[1]:
continue
else:
skipFlag = False
if tillFlag:
if stock_index == sys.argv[2]:
break
filename = join(PATH_OF_DATA, stock_index+'.csv')
if isfile(filename):# 如果已經有檔案，就讀出最後一行然後插入在後面
print stock_index, 'exist!'
lastline = get_last_row(filename)
try:
st = Stock(stock_index)
except grs.error.StockNoError:
print stock_index, "not found!"
continue
try:
if len(st.raw) == 0:# 近三個月無資料
print "近一個月無資料"
continue
except:# len(st.raw) 沒資料可能會 error
continue
# 預設不會超過三個月沒有抓資料
i = 0
print lastline
for i in xrange(len(st.raw)):# 從尾巴開始找看差幾筆
if lastline[0] == st.raw[-(i+1)][0]:
break
print "st.raw[-1]", st.raw[-1]
print "缺", i, "筆資料"
fo = open(filename, 'ab')
cw = csv.writer(fo, delimiter=',')
for j in range(0, i):# 把後來的都補上
cw.writerow(st.raw[-i+j])
else: # 如果沒有檔案，就從頭開始抓
print stock_index, ' not exist!'
# 二分搜尋月分, 最大預設 480 個月 (40 年)
top_month = 481
bot_month = 0
while top_month != bot_month:
month = (top_month + bot_month)/2
print "top: ", top_month, "bottom: ", bot_month, "now:", month
st = Stock(stock_index, month)
try:
len(st.raw)# 如果 list index out of range 就會 AttributeError
bot_month = month
if top_month - bot_month == 1:
break
except AttributeError:
top_month = month
st = Stock(stock_index, bot_month)
st.out_putfile(filename)