def check_buy(stocks, args):
"""Check buy signals."""
symbols = stocks.sample(frac=1).index
idx = PERIODS.index(args.period)
candidate_buy = set()
pbar = tqdm(symbols, disable=args.daemon)
for symbol in pbar:
pbar.set_description(symbol)
# Whether to reserve ST stocks.
if not args.reserve_st and is_st(stocks.loc[symbol]):
continue
# Whether to reserve suspended stocks.
if not args.reserve_suspend and is_suspend(stocks.loc[symbol]):
continue
# Check great-great-grandparent period.
if idx + 4 < len(PERIODS) and \
args.check_great_great_grandparent:
time.sleep(args.interval)
kline = XueQiu.kline(symbol, PERIODS[idx + 4], args.datetime)
macd = MACD(kline.close)
if not macd.golden or (not args.loose and not macd.expand):
continue
# Check grandparent period.
if idx + 2 < len(PERIODS):
time.sleep(args.interval)
kline = XueQiu.kline(symbol, PERIODS[idx + 2], args.datetime)
macd = MACD(kline.close)
if not macd.golden or (not args.loose and not macd.expand):
continue
# Check current period.
time.sleep(args.interval)
kline = XueQiu.kline(symbol, args.period, args.datetime)
macd = MACD(kline.close)
if not macd.negative or not macd.death or \
(not args.loose and not macd.narrow):
continue
# Check child period.
if idx > 0 and args.child:
time.sleep(args.interval)
kline = XueQiu.kline(symbol, PERIODS[idx - 1], args.datetime)
macd = MACD(kline.close)
if args.child == CHILD_CHOICE_CROSS:
if not macd.death or (not args.loose and not macd.narrow):
continue
elif not macd.will_bottom_divergence:
continue
candidate_buy.add(symbol)
return stocks[stocks.index.isin(candidate_buy)].sort_index()
def test_golden(self):
"""Test for golden."""
res = XueQiu.kline('000001.SH', 'day', datetime(2020, 2, 17))
macd = MACD(res.close)
self.assertTrue(macd.golden)
macd = MACD(res.close[:-1])
self.assertFalse(macd.golden)
def test_death(self):
"""Test for death."""
res = XueQiu.kline('000001.SH', 'day', datetime(2020, 1, 16))
macd = MACD(res.close)
self.assertTrue(macd.death)
macd = MACD(res.close[:-1])
self.assertFalse(macd.death)
def test_narrow_expand_when_cross_in_death(self):
"""Test for narrow and expand when just cross in death cross."""
res = XueQiu.kline('000001.SH', 'day', datetime(2020, 1, 16))
macd = MACD(res.close)
self.assertFalse(macd.narrow)
self.assertTrue(macd.expand)
macd = MACD(res.close[:-1])
self.assertTrue(macd.narrow)
self.assertFalse(macd.expand)
def test_narrow_expand_when_narrow_in_golden(self):
"""Test for narrow and expand when just narrow in golden cross."""
res = XueQiu.kline('000001.SH', 'day', datetime(2020, 2, 25))
macd = MACD(res.close)
self.assertTrue(macd.narrow)
self.assertFalse(macd.expand)
macd = MACD(res.close[:-1])
self.assertFalse(macd.narrow)
self.assertTrue(macd.expand)
def test_negative_positive_when_golden(self):
"""Test for negative and positive when golden cross."""
res = XueQiu.kline('000001.SH', 'day', datetime(2020, 2, 24))
macd = MACD(res.close)
self.assertFalse(macd.negative)
self.assertTrue(macd.positive)
macd = MACD(res.close[:-1])
self.assertTrue(macd.negative)
self.assertFalse(macd.positive)
def check_sell(stocks, args):
"""Check sell signals."""
symbols = stocks.sample(frac=1).index
idx = PERIODS.index(args.period)
candidate_sell = set()
pbar = tqdm(symbols, disable=args.daemon)
for symbol in pbar:
pbar.set_description(symbol)
# Check parent period.
if idx + 1 < len(PERIODS) and args.check_parent:
time.sleep(args.interval)
kline = XueQiu.kline(symbol, PERIODS[idx + 1], args.datetime)
macd = MACD(kline.close)
if not macd.golden or (not args.loose and not macd.narrow):
continue
# Check current period.
time.sleep(args.interval)
kline = XueQiu.kline(symbol, args.period, args.datetime)
macd = MACD(kline.close)
if not macd.golden or (not args.loose and not macd.narrow):
continue
# Check child period.
if idx > 0 and args.child:
time.sleep(args.interval)
kline = XueQiu.kline(symbol, PERIODS[idx - 1], args.datetime)
macd = MACD(kline.close)
if args.child == CHILD_CHOICE_CROSS:
if not macd.golden or (not args.loose and not macd.narrow):
continue
elif not macd.will_top_divergence:
continue
candidate_sell.add(symbol)
return stocks[stocks.index.isin(candidate_sell)].sort_index()
def test_will_top_divergence(self):
"""Test for will_top_divergence property."""
res = XueQiu.kline('000016.SH', 'day', datetime(2019, 10, 21))
macd = MACD(res.close)
self.assertTrue(macd.will_top_divergence)
def test_kline(self):
"""Positive case for kline."""
stocks = XueQiu.list_ashare(page=random.randint(1, 1000), size=1)
res = XueQiu.kline(stocks.index[0])
self.assertIsInstance(res, pandas.DataFrame)
self.assertGreater(len(res.index), 0)