def get_macd_data_by_ifcode(cls, date, ifcode, pre_time):
today = str2day(date, DATE_DISPLAY_FORMAT)
pre = pre_day(today)
pre_str = pre.strftime('%Y-%m-%d')
_ifcode = get_ifcode(pre)
# 如果是上一个合约
_rs = []
if _ifcode != ifcode:
_where = '''%s where (`time` >= '%s 14:%s:00' and `time` <= '%s 15:00:00')
''' % (_ifcode, pre_str, pre_time, pre_str)
_sql = '''select `inserttime`, `time` as time_index, `now` as price, `volume`
from ''' + _where + ''' order by inserttime;'''
_rs = yhdb(_sql)
where = '''%s where (`time` >= '%s 14:%s:00' and `time` <= '%s 15:00:00')
or (`time` >= '%s 09:30:00' and `time` <= '%s 11:30:00')
or (`time` >= '%s 13:00:00' and `time` <= '%s 15:00:00')
''' % (ifcode, pre_str, pre_time, pre_str, date, date, date,
date)
sql = '''select `inserttime`, `time` as time_index, `now` as price, `volume`
from ''' + where + ''' order by inserttime;'''
rs = yhdb(sql)
if _rs:
rs = _rs + rs
return [obj_to_list(cls(*r)) for r in rs if r]
def macd(date, ifcode, period_short, period_long):
if not date or not ifcode or not period_short or not period_long:
return {'error': u'params is fault'}
date = str2day(date, DATE_DISPLAY_FORMAT).strftime(DATE_DISPLAY_FORMAT)
period_short = int(period_short)
period_long = int(period_long)
return DataAnalyzer.macd_chart(date, ifcode, period_short, period_long)
def boll(date, ifcode, period_short, period_long):
if not date or not ifcode or not period_short or not period_long:
return {'error': u'params is fault'}
date = str2day(date, DATE_DISPLAY_FORMAT)
period_short = int(period_short)
period_long = int(period_long)
return BollCalculator.boll_chart(date, ifcode, period_short, period_long)
def macd_report():
if not req.args.get('ifcode'):
ifcode = get_ifcode(str2day(days_ago(0)))
display_num = 6
period_short = 12
period_long = 26
trans_amount = 1
return redirect('/backtest/report/macd?ifcode=%s&period_short=%s&period_long=%s&display_num=%s&trans_amount=%s' % \
(ifcode, period_short, period_long, display_num, trans_amount))
display_num = int(req.args.get('display_num'))
ifcode = req.args.get('ifcode')
period_short = int(req.args.get('period_short'))
period_long = int(req.args.get('period_long'))
trans_amount = int(req.args.get('trans_amount'))
date_list = ifcode_day_map(ifcode)
if len(date_list) > int(display_num):
date_list = date_list[:int(display_num)]
rs = []
total = 0
pos_num = 0
nag_num = 0
trans_total_num = 0
date_list = ifcode_day_map(ifcode)
for day in date_list:
profit_infos = DataAnalyzer.macd(day, ifcode, period_short,
period_long)
profit_all = 0
trans_num = (len(profit_infos) - 1) / 2
trans_total_num += trans_num
for item in profit_infos:
if item['gain'] != '-':
profit_all += int(item['gain']) * trans_amount
rs.append({'date': day, 'profit': profit_all, 'trans_num': trans_num})
total += profit_all
if profit_all >= 0:
pos_num += 1
elif profit_all < 0:
nag_num += 1
if nag_num == 0:
profit_rate = pos_num
else:
profit_rate = pos_num * 1.0 / nag_num
fees = trans_total_num * 2300
real_profit = total - fees
ctx = {
'req': req,
'total': total,
'profit_rate': profit_rate,
'trans_total_num': trans_total_num,
'fees': fees,
'real_profit': real_profit,
'detail': rs,
'trans_amount': trans_amount
}
return tpl('/backtest/macd_report.html', **ctx)
def ema(date, ifcode, period_short, period_long):
if not date or not ifcode or not period_short or not period_long:
return {'error': u'params is fault'}
date = str2day(date, DATE_DISPLAY_FORMAT).strftime(DATE_DISPLAY_FORMAT)
period_short = int(period_short)
period_long = int(period_long)
return FittingDataCalculator.ema_chart(date, ifcode, period_short,
period_long)
def fitting_data():
if not req.args.get('date') or not req.args.get(
'ifcode') or not req.args.get('period'):
return {'error': u'params is fault'}
date = str2day(req.args.get('date')).strftime(DATE_DISPLAY_FORMAT)
ifcode = req.args.get('ifcode')
period = int(req.args.get('period'))
return FittingDataCalculator.fitting_series(period, date, ifcode)
def boll():
if not req.args.get('date'):
date = days_ago(0)
period_short = 50
period_long = 80
today = str2day(days_ago(0))
ifcode = get_ifcode(today)
return redirect('/dashboard/boll?date=%s&ifcode=%s&period_short=%s&period_long=%s' % (date, ifcode, period_short, period_long))
date = str2day(req.args.get('date')).strftime(DATE_DISPLAY_FORMAT)
ifcode = req.args.get('ifcode')
period_short = int(req.args.get('period_short'))
period_long = int(req.args.get('period_long'))
ctx = {'req': req, 'date': date,
'ifcode': ifcode
}
ctx = {'req': req}
return tpl('/realtime/boll.html', **ctx)
def ema_report():
if not req.args.get('ifcode'):
ifcode = get_ifcode(str2day(days_ago(0)))
display_num = 10
return redirect('/backtest/report/ema?ifcode=%s&display_num=%s' %
(ifcode, display_num))
ctx = {'req': req}
return tpl('/backtest/ema_report.html', **ctx)
def macd():
if not req.args.get('date'):
date = day2str(get_week_day(str2day(days_ago(1))))
period_short = 12
period_long = 26
today = str2day(days_ago(0))
ifcode = get_ifcode(today)
return redirect(
'/backtest/macd?date=%s&ifcode=%s&period_short=%s&period_long=%s' %
(date, ifcode, period_short, period_long))
_date = str2day(req.args.get('date'))
ifcode = req.args.get('ifcode')
date = _date.strftime(DATE_DISPLAY_FORMAT)
if _date.weekday() in [5, 6]:
ctx = {
'req': req,
'date': date,
'ifcode': ifcode,
'profit_infos': [],
'profit_all': 0
}
return tpl('/backtest/macd.html', **ctx)
period_short = int(req.args.get('period_short'))
period_long = int(req.args.get('period_long'))
profit_infos = DataAnalyzer.macd(date, ifcode, period_short, period_long)
profit_all = 0
for item in profit_infos:
if item['gain'] != '-':
profit_all += int(item['gain'])
ctx = {
'req': req,
'date': date,
'ifcode': ifcode,
'profit_infos': profit_infos,
'profit_all': profit_all
}
return tpl('/backtest/macd.html', **ctx)
def raw_data(date, ifcode):
if not date or not ifcode:
return {'error': u'params is fault'}
date = str2day(date, DATE_DISPLAY_FORMAT).strftime(DATE_DISPLAY_FORMAT)
return FittingDataCalculator.raw_series(date, ifcode)