def trade_maker(self,
tmaker,
dates,
stock,
sbuy,
ssell,
begin=0): #kwargs目的是吸收无用参数，便于cruiser
''' trade_strategy是对sbuy和ssell进行预处理，如买卖都是次日交易则为B1S1
'''
t = stock.transaction
#logger.debug('%s old ssell:%s' % (stock.code,ssell.tolist()))
#for t,sb,ss in zip(dates,sbuy,ssell):print t,sb,ss
sbuy, ssell = self.trade_strategy(t, sbuy, ssell)
sbuy = band(sbuy,
bnot(sresume(stock.transaction[VOLUME], 10,
covered=3))) #对停牌10日以上的的股票，消除其紧随3天的sbuy信号
#logger.debug(u'sbuy,after strategy:%s',sbuy.tolist())
#logger.debug(u'ssell,after strategy:%s',ssell.tolist())
ssignal = self.trade_signal_maker(sbuy, ssell)
#print stock.code,ssignal
#logger.debug('%s signals:%s' % (stock.code,ssignal.tolist()))
#logger.debug('%s seller:%s' % (stock.code,ssell.tolist()))
#for t,sb,ss,ssig in zip(dates,sbuy,ssell,ssignal):print t,sb,ss,ssig
return tmaker(stock,
ssignal,
dates,
self.buy_pricer(stock),
self.sell_pricer(stock),
begin=begin)
def sfollow(source1,source2,covered=1):
''' 简单追踪共振
在source1发出信号covered范围内source2是否发出共振信号
covered < 1 视同1,即为同一天
两个序列都是!=0为有信号，但都建议>0表示有信号
'''
assert len(source1) == len(source2)
#rev = np.zeros_like(source1)
extended = extend(source1,covered) if covered>1 else source1
rev = band(extended,source2)
#for i in xrange(len(source1)):
# if(extended[i] and source2[i]):
# rev[i] = 1
return rev
def sfollow(source1, source2, covered=1):
''' 简单追踪共振
在source1发出信号covered范围内source2是否发出共振信号
covered < 1 视同1,即为同一天
两个序列都是!=0为有信号，但都建议>0表示有信号
'''
assert len(source1) == len(source2)
#rev = np.zeros_like(source1)
extended = extend(source1, covered) if covered > 1 else source1
rev = band(extended, source2)
#for i in xrange(len(source1)):
# if(extended[i] and source2[i]):
# rev[i] = 1
return rev
def trade_maker(self,tmaker,dates,stock,sbuy,ssell,begin=0): #kwargs目的是吸收无用参数，便于cruiser
''' trade_strategy是对sbuy和ssell进行预处理，如买卖都是次日交易则为B1S1
'''
t = stock.transaction
#logger.debug('%s old ssell:%s' % (stock.code,ssell.tolist()))
#for t,sb,ss in zip(dates,sbuy,ssell):print t,sb,ss
sbuy,ssell = self.trade_strategy(t,sbuy,ssell)
sbuy = band(sbuy,bnot(sresume(stock.transaction[VOLUME],10,covered=3))) #对停牌10日以上的的股票，消除其紧随3天的sbuy信号
#logger.debug(u'sbuy,after strategy:%s',sbuy.tolist())
#logger.debug(u'ssell,after strategy:%s',ssell.tolist())
ssignal = self.trade_signal_maker(sbuy,ssell)
#print stock.code,ssignal
#logger.debug('%s signals:%s' % (stock.code,ssignal.tolist()))
#logger.debug('%s seller:%s' % (stock.code,ssell.tolist()))
#for t,sb,ss,ssig in zip(dates,sbuy,ssell,ssignal):print t,sb,ss,ssig
return tmaker(stock,ssignal,dates,self.buy_pricer(stock),self.sell_pricer(stock),begin=begin)
def limitdown2(high,low,limit=-990): #一字跌停,以万分之表示
pre = rollx(high,1)
return band(high-low==0,pre>high)
def limitup2(high,low,limit=990): #一字涨停,以万分之表示,不再依赖limit,认为上涨一线就是停
#return band(high-low==0,limitup1(high,limit))
pre = rollx(high,1)
return band(high-low==0,pre<high)
def limitdown2(high, low, limit=-990): #一字跌停,以万分之表示
pre = rollx(high, 1)
return band(high - low == 0, pre > high)
def limitup2(high, low, limit=990): #一字涨停,以万分之表示,不再依赖limit,认为上涨一线就是停
#return band(high-low==0,limitup1(high,limit))
pre = rollx(high, 1)
return band(high - low == 0, pre < high)
