def CalculateRecentExtensionInfo(db, securityInfoList, excludeRightDividendList, securityInfoQueue):
'''
Calculate extend history info.
#计算指定证券最新一日衍生数据
'''
#print '>> CalculateExtensionInfo'
#收盘价列表
try:
closeTuple = (9, 34)
highDict = OrderedDict()
lowDict = OrderedDict()
for close in closeTuple:
highDict[close] = BaseObject(close)
lowDict[close] = BaseObject(close)
#收盘价列表
priceTuple = (5, 10, 13, 14, 20, 25, 43)
priceDict = OrderedDict()
for price in priceTuple:
priceDict[price] = BaseObject(price)
#成交金额列表
volumeTuple = (5, 10, 30, 60, 135)
volumeDict = OrderedDict()
for volume in volumeTuple:
volumeDict[volume] = BaseObject(volume)
#除权除息日
noneExcludeInfo = {'date':datetime(1970,1,1), 'type':3}
if (len(excludeRightDividendList) > 0):
excludeInfo = excludeRightDividendList[0]
else:
excludeInfo = noneExcludeInfo
#现有记录数量
recordNum = 0
recentExtensionInfo = {}
extensionInfoDict = OrderedDict()
analysisInfoDict = OrderedDict()
excludeType = 3
#遍历指定股票全部信息
for analysisInfo in securityInfoList:
#衍生记录
extensionInfo = OrderedDict()
extensionInfo['INNER_CODE'] = analysisInfo['INNER_CODE']
if (db == 'DAY'):
extensionInfo['TRADE_DATE'] = analysisInfo['TRADE_DATE']
#除权除息信息
if ((analysisInfo['TRADE_DATE'] >= excludeInfo['date']) and (excludeInfo['date'] != noneExcludeInfo['date'])):
excludeType = excludeInfo['type']
try:
excludeInfo = excludeRightDividendList[excludeRightDividendList.index(excludeInfo)+1]
except IndexError:
excludeInfo = noneExcludeInfo
else:
excludeType = 3
elif (db == 'WEEK'):
extensionInfo['TRADE_YEAR'] = analysisInfo['TRADE_YEAR']
extensionInfo['TRADE_WEEK'] = analysisInfo['TRADE_WEEK']
#除权除息信息
if ((analysisInfo['FDATE'] >= excludeInfo['date']) and (analysisInfo['LDATE'] <= excludeInfo['date']) and (excludeInfo['date'] != noneExcludeInfo['date'])):
excludeType = excludeInfo['type']
try:
excludeInfo = excludeRightDividendList[excludeRightDividendList.index(excludeInfo)+1]
except IndexError:
excludeInfo = noneExcludeInfo
else:
excludeType = 3
elif (db == 'MONTH'):
extensionInfo['TRADE_YEAR'] = analysisInfo['TRADE_YEAR']
extensionInfo['TRADE_MONTH'] = analysisInfo['TRADE_MONTH']
#除权除息信息
if ((analysisInfo['FDATE'] >= excludeInfo['date']) and (analysisInfo['LDATE'] <= excludeInfo['date']) and (excludeInfo['date'] != noneExcludeInfo['date'])):
excludeType = excludeInfo['type']
try:
excludeInfo = excludeRightDividendList[excludeRightDividendList.index(excludeInfo)+1]
except IndexError:
excludeInfo = noneExcludeInfo
else:
excludeType = 3
#收盘价列表
for closeType in closeTuple:
highDict[closeType].append(analysisInfo['THIGH'])
lowDict[closeType].append(analysisInfo['TLOW'])
#收盘价列表
for priceType in priceTuple:
priceDict[priceType].append(int(analysisInfo['TCLOSE'] * 65536))
#成交量列表
for volumeType in volumeTuple:
volumeDict[volumeType].append(int(analysisInfo['TVOLUME'] * 65536))
#成交价格均值
for priceType in priceTuple:
sumPrice = int(0)
for price in priceDict[priceType].object():
sumPrice += int(price)
sumPrice = Decimal(sumPrice) / 65536
extensionInfo['MA' + str(priceType)] = Decimal(sumPrice) / len(priceDict[priceType].object())
#成交量均值
for volumeType in volumeTuple:
sumVolume = int(0)
for volume in volumeDict[volumeType].object():
sumVolume += int(volume)
sumVolume = Decimal(sumVolume) / 65536
extensionInfo['VOL' + str(volumeType)] = Decimal(sumVolume) / len(volumeDict[volumeType].object())
#KDJ值
for kdj in constantDict['KDJ']:
if (recordNum < 1):
if (equalZero(analysisInfo['THIGH'] - analysisInfo['TLOW']) == True):
extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']] = constantDict['ZERO']
extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = constantDict['ZERO']
extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = constantDict['ZERO']
extensionInfo[constantDict['KDJ'][kdj]['NAME']['J']] = constantDict['ZERO']
else:
extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']] = (analysisInfo['TCLOSE'] - analysisInfo['TLOW']) / (analysisInfo['THIGH'] - analysisInfo['TLOW']) * 100
extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['J']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
else:
extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']] = \
Decimal(0) if (equalZero(highDict[kdj[0]].max() - lowDict[kdj[0]].min()) == True) \
else ((analysisInfo['TCLOSE'] - lowDict[kdj[0]].min()) / (highDict[kdj[0]].max() - lowDict[kdj[0]].min()) * 100)
extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = \
constantDict['KDJ'][kdj]['PARA']['KP1'] * recentExtensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] + \
constantDict['KDJ'][kdj]['PARA']['KP2'] * extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = \
constantDict['KDJ'][kdj]['PARA']['DP1'] * recentExtensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] + \
constantDict['KDJ'][kdj]['PARA']['DP2'] * extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['J']] = \
3 * extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] - \
2 * extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']]
recentExtensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']]
recentExtensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']]
#EMA值
for ema in constantDict['EMA']:
if (recordNum >= 2):
extensionInfo[constantDict['EMA'][ema]['NAME']] = \
constantDict['EMA'][ema]['PARA']['P1'] * analysisInfo['TCLOSE'] + \
constantDict['EMA'][ema]['PARA']['P2'] * recentExtensionInfo[constantDict['EMA'][ema]['NAME']]
elif (recordNum == 1):
extensionInfo[constantDict['EMA'][ema]['NAME']] = \
constantDict['EMA'][ema]['PARA']['P1'] * analysisInfo['TCLOSE'] + \
constantDict['EMA'][ema]['PARA']['P2'] * analysisInfo['LCLOSE']
else:
extensionInfo[constantDict['EMA'][ema]['NAME']] = analysisInfo['TCLOSE']
recentExtensionInfo[constantDict['EMA'][ema]['NAME']] = extensionInfo[constantDict['EMA'][ema]['NAME']]
#MACD值
for macd in constantDict['MACD']:
if (recordNum >= 1):
extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] = \
extensionInfo['EMA'+str(macd[0])] - extensionInfo['EMA'+str(macd[1])]
extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']] = \
constantDict['MACD'][macd]['PARA']['P1'] * extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] + \
constantDict['MACD'][macd]['PARA']['P2'] * recentExtensionInfo[constantDict['MACD'][macd]['NAME']['DEA']]
extensionInfo[constantDict['MACD'][macd]['NAME']['MACD']] = \
(extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] - extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']]) * 2
else:
extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] = constantDict['ZERO']
extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']] = constantDict['ZERO']
extensionInfo[constantDict['MACD'][macd]['NAME']['MACD']] = constantDict['ZERO']
recentExtensionInfo[constantDict['MACD'][macd]['NAME']['DEA']] = extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']]
#记录数量
recordNum += 1
#基本数据及衍生数据写入队列
#securityInfoQueue.put({'DB':db,'ANA':analysisInfo,'EXT':extensionInfo, 'XRXD':excludeType})
analysisInfoDict = analysisInfo
extensionInfoDict = extensionInfo
#print 'put:',extensionInfo
securityInfoQueue.put({'DB':db,'ANA':analysisInfoDict,'EXT':extensionInfoDict, 'XRXD':excludeType})
#print '<< CalculateExtensionInfo'
except Exception,e:
print e
def calculateData(self, db, singleStockDataList):
'''
计算个单股票各指标衍生数据集
'''
try:
closeTuple = (9, 34)
highDict = collections.OrderedDict()
lowDict = collections.OrderedDict()
for close in closeTuple:
highDict[close] = QN_Heap.Heap(close)
lowDict[close] = QN_Heap.Heap(close)
#收盘价列表
priceTuple = (5, 10, 13, 14, 20, 25, 43)
priceDict = collections.OrderedDict()
for price in priceTuple:
priceDict[price] = QN_Heap.Heap(price)
#成交金额列表
volumeTuple = (5, 10, 30, 60, 135)
volumeDict = collections.OrderedDict()
for volume in volumeTuple:
volumeDict[volume] = QN_Heap.Heap(volume)
'''
#除权除息日
noneExcludeInfo = {'date':datetime.datetime(1970,1,1), 'type':3}
if (len(excludeRightDividendList) > 0):
excludeInfo = excludeRightDividendList[0]
else:
excludeInfo = noneExcludeInfo
'''
#现有记录数量
recordNum = 0
recentExtensionInfo = dict()
#日周月合并表导入最多61条记录信息
totalRecordNum = len(singleStockDataList)
#遍历指定股票全部信息
for stockData in singleStockDataList:
if (totalRecordNum - recordNum <= 61):
writeMergeTable = True
else:
writeMergeTable = False
#衍生记录
extensionInfo = collections.OrderedDict()
extensionInfo['INNER_CODE'] = stockData['INNER_CODE']
excludeType = 3
if (db == 'DAY'):
extensionInfo['TRADE_DATE'] = stockData['TRADE_DATE']
'''
#除权除息信息
if ((stockData['TRADE_DATE'] >= excludeInfo['date']) and (excludeInfo['date'] != noneExcludeInfo['date'])):
excludeType = excludeInfo['type']
try:
excludeInfo = excludeRightDividendList[excludeRightDividendList.index(excludeInfo)+1]
except IndexError:
excludeInfo = noneExcludeInfo
else:
excludeType = 3
'''
elif (db == 'WEEK'):
extensionInfo['TRADE_YEAR'] = stockData['TRADE_YEAR']
extensionInfo['TRADE_WEEK'] = stockData['TRADE_WEEK']
'''
#除权除息信息
if ((stockData['FDATE'] >= excludeInfo['date']) and (excludeInfo['date'] != noneExcludeInfo['date'])):
excludeType = excludeInfo['type']
try:
excludeInfo = excludeRightDividendList[excludeRightDividendList.index(excludeInfo)+1]
except IndexError:
excludeInfo = noneExcludeInfo
else:
excludeType = 3
'''
elif (db == 'MONTH'):
extensionInfo['TRADE_YEAR'] = stockData['TRADE_YEAR']
extensionInfo['TRADE_MONTH'] = stockData['TRADE_MONTH']
'''
#除权除息信息
if ((stockData['FDATE'] >= excludeInfo['date']) and (excludeInfo['date'] != noneExcludeInfo['date'])):
excludeType = excludeInfo['type']
try:
excludeInfo = excludeRightDividendList[excludeRightDividendList.index(excludeInfo)+1]
except IndexError:
excludeInfo = noneExcludeInfo
else:
excludeType = 3
'''
#收盘价列表
for closeType in closeTuple:
highDict[closeType].append(stockData['THIGH'])
lowDict[closeType].append(stockData['TLOW'])
#收盘价列表
for priceType in priceTuple:
priceDict[priceType].append(int(stockData['TCLOSE'] * 65536))
#成交量列表
for volumeType in volumeTuple:
volumeDict[volumeType].append(int(stockData['TVOLUME'] * 65536))
#成交价格均值
for priceType in priceTuple:
sumPrice = int(0)
for price in priceDict[priceType].object():
sumPrice += int(price)
sumPrice = decimal.Decimal(sumPrice) / 65536
extensionInfo['MA' + str(priceType)] = decimal.Decimal(sumPrice) / len(priceDict[priceType].object())
#成交量均值
for volumeType in volumeTuple:
sumVolume = int(0)
for volume in volumeDict[volumeType].object():
sumVolume += int(volume)
sumVolume = decimal.Decimal(sumVolume) / 65536
extensionInfo['VOL' + str(volumeType)] = decimal.Decimal(sumVolume) / len(volumeDict[volumeType].object())
#KDJ值
for kdj in QN_constant.constantDict['KDJ']:
if (recordNum < 1):
if (common.equalZero(stockData['THIGH'] - stockData['TLOW']) == True):
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['RSV']] = QN_constant.constantDict['ZERO']
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['K']] = QN_constant.constantDict['ZERO']
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['D']] = QN_constant.constantDict['ZERO']
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['J']] = QN_constant.constantDict['ZERO']
else:
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['RSV']] = (stockData['TCLOSE'] - stockData['TLOW']) / (stockData['THIGH'] - stockData['TLOW']) * 100
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['K']] = extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['D']] = extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['J']] = extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['RSV']]
else:
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['RSV']] = \
decimal.Decimal(0) if (common.equalZero(highDict[kdj[0]].max() - lowDict[kdj[0]].min()) == True) \
else ((stockData['TCLOSE'] - lowDict[kdj[0]].min()) / (highDict[kdj[0]].max() - lowDict[kdj[0]].min()) * 100)
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['K']] = \
QN_constant.constantDict['KDJ'][kdj]['PARA']['KP1'] * recentExtensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['K']] + \
QN_constant.constantDict['KDJ'][kdj]['PARA']['KP2'] * extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['D']] = \
QN_constant.constantDict['KDJ'][kdj]['PARA']['DP1'] * recentExtensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['D']] + \
QN_constant.constantDict['KDJ'][kdj]['PARA']['DP2'] * extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['K']]
extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['J']] = \
3 * extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['K']] - \
2 * extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['D']]
recentExtensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['K']] = extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['K']]
recentExtensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['D']] = extensionInfo[QN_constant.constantDict['KDJ'][kdj]['NAME']['D']]
#EMA值
for ema in QN_constant.constantDict['EMA']:
if (recordNum >= 2):
extensionInfo[QN_constant.constantDict['EMA'][ema]['NAME']] = \
QN_constant.constantDict['EMA'][ema]['PARA']['P1'] * stockData['TCLOSE'] + \
QN_constant.constantDict['EMA'][ema]['PARA']['P2'] * recentExtensionInfo[QN_constant.constantDict['EMA'][ema]['NAME']]
elif (recordNum == 1):
extensionInfo[QN_constant.constantDict['EMA'][ema]['NAME']] = \
QN_constant.constantDict['EMA'][ema]['PARA']['P1'] * stockData['TCLOSE'] + \
QN_constant.constantDict['EMA'][ema]['PARA']['P2'] * stockData['LCLOSE']
else:
extensionInfo[QN_constant.constantDict['EMA'][ema]['NAME']] = stockData['TCLOSE']
recentExtensionInfo[QN_constant.constantDict['EMA'][ema]['NAME']] = extensionInfo[QN_constant.constantDict['EMA'][ema]['NAME']]
#MACD值
for macd in QN_constant.constantDict['MACD']:
if (recordNum >= 1):
extensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['DIF']] = \
extensionInfo['EMA'+str(macd[0])] - extensionInfo['EMA'+str(macd[1])]
extensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['DEA']] = \
QN_constant.constantDict['MACD'][macd]['PARA']['P1'] * extensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['DIF']] + \
QN_constant.constantDict['MACD'][macd]['PARA']['P2'] * recentExtensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['DEA']]
extensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['MACD']] = \
(extensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['DIF']] - extensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['DEA']]) * 2
else:
extensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['DIF']] = QN_constant.constantDict['ZERO']
extensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['DEA']] = QN_constant.constantDict['ZERO']
extensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['MACD']] = QN_constant.constantDict['ZERO']
recentExtensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['DEA']] = extensionInfo[QN_constant.constantDict['MACD'][macd]['NAME']['DEA']]
#记录数量
recordNum += 1
#基本数据及衍生数据写入队列
self.queueHandle.put({'DB':db,'ANA':stockData,'EXT':extensionInfo, 'XRXD':excludeType, 'WMT':writeMergeTable})
except:
self.logHandle.logInfo(str(traceback.format_exc()))
print traceback.format_exc()
return None
def CalculateExtensionInfo(db, securityInfoList, excludeRightDividendList, securityInfoQueue):
'''
Calculate extend history info.
#计算指定证券衍生信息数据
'''
#print '>> CalculateExtensionInfo'
try:
#中间库数据及计算衍生数据与mongo库数据对照比较
'''
我也不想把这段代码嵌在计算函数里面，可是现在使用数据队列的方式，每计算一条记录就抛入队列用于写入操作，所以只有在这里，单个股票数据是最完整的。
#获取各股票分表信息
splitDict = {'DAY':200, 'WEEK':100, 'MONTH':50}
splitSecurityIndex = splitSecurity.SplitSecurity(mssqlDbServer['251']['LAN'], ())
securityCodeList = splitSecurityIndex.GetSecurityCodeList(db)
splitIndexDict = splitSecurityIndex.SplitSecurityIndex(securityCodeList, splitDict[db])
#从Mongo获取指定证券全部K线信息
mongoHandle = mongoAPI.MongoAPI(server=mongoDbServer['235']['LAN']['SERVER'], port=mongoDbServer['235']['LAN']['PORT'])
if (db == 'DAY'):
dbName = 'KDayData'
elif (db == 'WEEK'):
dbName = 'KWeeklyData'
elif (db == 'MONTH'):
dbName = 'KMonthData'
else:
raise Exception('Invalid db type.')
innerCode = splitIndexDict[securityInfoList[0]['INNER_CODE']]
colName = 'data_' + splitIndexDict[str(innerCode)]
#Mongo查询结果集
queryResult = mongoHandle.find(database=dbName, collection=colName, spec={'_id.IC':innerCode}, sort={'TO':1})
logHandle = logFile.LogFile(name='DataComparison')
if (len(securityInfoList) != len(queryResult)):
#SQL数据记录条数与mongo比较
logStr = '[' + str(innerCode) + ']SQL(' + str(len(securityInfoList)) + ') != ' + 'Mongo(' + str(len(queryResult)) + ')'
logHandle.logInfo(logStr)
'''
closeTuple = (9, 34)
highDict = OrderedDict()
lowDict = OrderedDict()
for close in closeTuple:
highDict[close] = BaseObject(close)
lowDict[close] = BaseObject(close)
#收盘价列表
priceTuple = (5, 10, 13, 14, 20, 25, 43)
priceDict = OrderedDict()
for price in priceTuple:
priceDict[price] = BaseObject(price)
#成交金额列表
volumeTuple = (5, 10, 30, 60, 135)
volumeDict = OrderedDict()
for volume in volumeTuple:
volumeDict[volume] = BaseObject(volume)
#除权除息日
noneExcludeInfo = {'date':datetime(1970,1,1), 'type':3}
if (len(excludeRightDividendList) > 0):
excludeInfo = excludeRightDividendList[0]
else:
excludeInfo = noneExcludeInfo
#现有记录数量
recordNum = 0
recentExtensionInfo = dict()
#日周月合并表导入最多61条记录信息
totalRecordNum = len(securityInfoList)
#遍历指定股票全部信息
for analysisInfo in securityInfoList:
if (totalRecordNum - recordNum <= 61):
writeMergeTable = True
else:
writeMergeTable = False
#衍生记录
extensionInfo = OrderedDict()
extensionInfo['INNER_CODE'] = analysisInfo['INNER_CODE']
excludeType = 3
if (db == 'DAY'):
extensionInfo['TRADE_DATE'] = analysisInfo['TRADE_DATE']
#除权除息信息
if ((analysisInfo['TRADE_DATE'] >= excludeInfo['date']) and (excludeInfo['date'] != noneExcludeInfo['date'])):
excludeType = excludeInfo['type']
try:
excludeInfo = excludeRightDividendList[excludeRightDividendList.index(excludeInfo)+1]
except IndexError:
excludeInfo = noneExcludeInfo
else:
excludeType = 3
elif (db == 'WEEK'):
extensionInfo['TRADE_YEAR'] = analysisInfo['TRADE_YEAR']
extensionInfo['TRADE_WEEK'] = analysisInfo['TRADE_WEEK']
#除权除息信息
if ((analysisInfo['FDATE'] >= excludeInfo['date']) and (excludeInfo['date'] != noneExcludeInfo['date'])):
excludeType = excludeInfo['type']
try:
excludeInfo = excludeRightDividendList[excludeRightDividendList.index(excludeInfo)+1]
except IndexError:
excludeInfo = noneExcludeInfo
else:
excludeType = 3
elif (db == 'MONTH'):
extensionInfo['TRADE_YEAR'] = analysisInfo['TRADE_YEAR']
extensionInfo['TRADE_MONTH'] = analysisInfo['TRADE_MONTH']
#除权除息信息
if ((analysisInfo['FDATE'] >= excludeInfo['date']) and (excludeInfo['date'] != noneExcludeInfo['date'])):
excludeType = excludeInfo['type']
try:
excludeInfo = excludeRightDividendList[excludeRightDividendList.index(excludeInfo)+1]
except IndexError:
excludeInfo = noneExcludeInfo
else:
excludeType = 3
#收盘价列表
for closeType in closeTuple:
highDict[closeType].append(analysisInfo['THIGH'])
lowDict[closeType].append(analysisInfo['TLOW'])
#收盘价列表
for priceType in priceTuple:
priceDict[priceType].append(int(analysisInfo['TCLOSE'] * 65536))
#成交量列表
for volumeType in volumeTuple:
volumeDict[volumeType].append(int(analysisInfo['TVOLUME'] * 65536))
#成交价格均值
for priceType in priceTuple:
sumPrice = int(0)
for price in priceDict[priceType].object():
sumPrice += int(price)
sumPrice = Decimal(sumPrice) / 65536
extensionInfo['MA' + str(priceType)] = Decimal(sumPrice) / len(priceDict[priceType].object())
#成交量均值
for volumeType in volumeTuple:
sumVolume = int(0)
for volume in volumeDict[volumeType].object():
sumVolume += int(volume)
sumVolume = Decimal(sumVolume) / 65536
extensionInfo['VOL' + str(volumeType)] = Decimal(sumVolume) / len(volumeDict[volumeType].object())
#KDJ值
for kdj in constantDict['KDJ']:
if (recordNum < 1):
if (equalZero(analysisInfo['THIGH'] - analysisInfo['TLOW']) == True):
extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']] = constantDict['ZERO']
extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = constantDict['ZERO']
extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = constantDict['ZERO']
extensionInfo[constantDict['KDJ'][kdj]['NAME']['J']] = constantDict['ZERO']
else:
extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']] = (analysisInfo['TCLOSE'] - analysisInfo['TLOW']) / (analysisInfo['THIGH'] - analysisInfo['TLOW']) * 100
extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['J']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
else:
extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']] = \
Decimal(0) if (equalZero(highDict[kdj[0]].max() - lowDict[kdj[0]].min()) == True) \
else ((analysisInfo['TCLOSE'] - lowDict[kdj[0]].min()) / (highDict[kdj[0]].max() - lowDict[kdj[0]].min()) * 100)
extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = \
constantDict['KDJ'][kdj]['PARA']['KP1'] * recentExtensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] + \
constantDict['KDJ'][kdj]['PARA']['KP2'] * extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = \
constantDict['KDJ'][kdj]['PARA']['DP1'] * recentExtensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] + \
constantDict['KDJ'][kdj]['PARA']['DP2'] * extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['J']] = \
3 * extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] - \
2 * extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']]
recentExtensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']]
recentExtensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']]
#EMA值
for ema in constantDict['EMA']:
if (recordNum >= 2):
extensionInfo[constantDict['EMA'][ema]['NAME']] = \
constantDict['EMA'][ema]['PARA']['P1'] * analysisInfo['TCLOSE'] + \
constantDict['EMA'][ema]['PARA']['P2'] * recentExtensionInfo[constantDict['EMA'][ema]['NAME']]
elif (recordNum == 1):
extensionInfo[constantDict['EMA'][ema]['NAME']] = \
constantDict['EMA'][ema]['PARA']['P1'] * analysisInfo['TCLOSE'] + \
constantDict['EMA'][ema]['PARA']['P2'] * analysisInfo['LCLOSE']
else:
extensionInfo[constantDict['EMA'][ema]['NAME']] = analysisInfo['TCLOSE']
recentExtensionInfo[constantDict['EMA'][ema]['NAME']] = extensionInfo[constantDict['EMA'][ema]['NAME']]
#MACD值
for macd in constantDict['MACD']:
if (recordNum >= 1):
extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] = \
extensionInfo['EMA'+str(macd[0])] - extensionInfo['EMA'+str(macd[1])]
extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']] = \
constantDict['MACD'][macd]['PARA']['P1'] * extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] + \
constantDict['MACD'][macd]['PARA']['P2'] * recentExtensionInfo[constantDict['MACD'][macd]['NAME']['DEA']]
extensionInfo[constantDict['MACD'][macd]['NAME']['MACD']] = \
(extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] - extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']]) * 2
else:
extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] = constantDict['ZERO']
extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']] = constantDict['ZERO']
extensionInfo[constantDict['MACD'][macd]['NAME']['MACD']] = constantDict['ZERO']
recentExtensionInfo[constantDict['MACD'][macd]['NAME']['DEA']] = extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']]
#记录数量
recordNum += 1
#数据比对
#record = queryResult.next()
#基本数据及衍生数据写入队列
securityInfoQueue.put({'DB':db,'ANA':analysisInfo,'EXT':extensionInfo, 'XRXD':excludeType, 'WMT':writeMergeTable})
#print 'put:',extensionInfo
#print '<< CalculateExtensionInfo'
except Exception,e:
print e
def CalculateRecentExtensionInfo(db, securityInfoDict, tradeNumDict, excludeRightDividendDict):
'''
Calculate extend history info.
#计算指定证券最新一日衍生数据
'''
print '>>', sys._getframe().f_code.co_name
#收盘价列表
try:
closeTuple = (9, 34)
highDict = OrderedDict()
lowDict = OrderedDict()
for close in closeTuple:
highDict[close] = BaseObject(close)
lowDict[close] = BaseObject(close)
#收盘价列表
priceTuple = (5, 10, 13, 14, 20, 25, 43)
priceDict = OrderedDict()
for price in priceTuple:
priceDict[price] = BaseObject(price)
#成交金额列表
volumeTuple = (5, 10, 30, 60, 135)
volumeDict = OrderedDict()
for volume in volumeTuple:
volumeDict[volume] = BaseObject(volume)
#最新记录信息
recentInfoDict = {}
#遍历指定股票全部信息
for innerCode in securityInfoDict:
extensionInfo = {}
for analysisInfo in securityInfoDict[innerCode]:
#衍生记录
#收盘价列表
for closeType in closeTuple:
highDict[closeType].append(analysisInfo['THIGH'])
lowDict[closeType].append(analysisInfo['TLOW'])
#收盘价列表
for priceType in priceTuple:
priceDict[priceType].append(int(analysisInfo['TCLOSE'] * 65536))
#成交量列表
for volumeType in volumeTuple:
volumeDict[volumeType].append(int(analysisInfo['TVOLUME'] * 65536))
#成交价格均值
for priceType in priceTuple:
sumPrice = int(0)
for price in priceDict[priceType].object():
sumPrice += int(price)
sumPrice = Decimal(sumPrice) / 65536
extensionInfo['MA' + str(priceType)] = Decimal(sumPrice) / len(priceDict[priceType].object())
#成交量均值
for volumeType in volumeTuple:
sumVolume = int(0)
for volume in volumeDict[volumeType].object():
sumVolume += int(volume)
sumVolume = Decimal(sumVolume) / 65536
extensionInfo['VOL' + str(volumeType)] = Decimal(sumVolume) / len(volumeDict[volumeType].object())
else:
extensionInfo['INNER_CODE'] = analysisInfo['INNER_CODE']
if (db == 'DAY'):
extensionInfo['TRADE_DATE'] = analysisInfo['TRADE_DATE']
#除权除息信息
try:
#交易日恰为除权除息日 或 交易日晚于除权除息日且前一交易日早于除权除息日，则判断当前交易日为除权除息状态
if ((analysisInfo['TRADE_DATE'] == excludeRightDividendDict[innerCode]['date']) or
((securityInfoDict[innerCode][len(securityInfoDict[innerCode])-2]['TRADE_DATE'] < excludeRightDividendDict[innerCode]['date']) and
((analysisInfo['TRADE_DATE'] > excludeRightDividendDict[innerCode]['date'])))):
extensionInfo['XRXD'] = excludeRightDividendDict[innerCode]['type']
else:
extensionInfo['XRXD'] = 3
except IndexError:
extensionInfo['XRXD'] = 3
elif (db == 'WEEK'):
extensionInfo['TRADE_YEAR'] = analysisInfo['TRADE_YEAR']
extensionInfo['TRADE_WEEK'] = analysisInfo['TRADE_WEEK']
#除权除息信息
try:
#交易日恰为除权除息日 或 交易日晚于除权除息日且前一交易日早于除权除息日，则判断当前交易日为除权除息状态
if ((analysisInfo['LAST_TRADE_DATE'] == excludeRightDividendDict[innerCode]['date']) or
((securityInfoDict[innerCode][len(securityInfoDict[innerCode])-2]['LAST_TRADE_DATE'] < excludeRightDividendDict[innerCode]['date']) and
((analysisInfo['LAST_TRADE_DATE'] > excludeRightDividendDict[innerCode]['date'])))):
extensionInfo['XRXD'] = excludeRightDividendDict[innerCode]['type']
else:
extensionInfo['XRXD'] = 3
except IndexError:
extensionInfo['XRXD'] = 3
elif (db == 'MONTH'):
extensionInfo['TRADE_YEAR'] = analysisInfo['TRADE_YEAR']
extensionInfo['TRADE_MONTH'] = analysisInfo['TRADE_MONTH']
#除权除息信息
try:
#交易日恰为除权除息日 或 交易日晚于除权除息日且前一交易日早于除权除息日，则判断当前交易日为除权除息状态
if ((analysisInfo['LAST_TRADE_DATE'] == excludeRightDividendDict[innerCode]['date']) or
((securityInfoDict[innerCode][len(securityInfoDict[innerCode])-2]['LAST_TRADE_DATE'] < excludeRightDividendDict[innerCode]['date']) and
((analysisInfo['LAST_TRADE_DATE'] > excludeRightDividendDict[innerCode]['date'])))):
extensionInfo['XRXD'] = excludeRightDividendDict[innerCode]['type']
else:
extensionInfo['XRXD'] = 3
except IndexError:
extensionInfo['XRXD'] = 3
#KDJ值
for kdj in constantDict['KDJ']:
if (tradeNumDict[innerCode] <= 1):
if (equalZero(analysisInfo['THIGH'] - analysisInfo['TLOW']) == True):
extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']] = constantDict['ZERO']
extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = constantDict['ZERO']
extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = constantDict['ZERO']
extensionInfo[constantDict['KDJ'][kdj]['NAME']['J']] = constantDict['ZERO']
else:
extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']] = (analysisInfo['TCLOSE'] - analysisInfo['TLOW']) / (analysisInfo['THIGH'] - analysisInfo['TLOW']) * 100
extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['J']] = extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
else:
extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']] = \
Decimal(0) if (equalZero(highDict[kdj[0]].max() - lowDict[kdj[0]].min()) == True) \
else ((analysisInfo['TCLOSE'] - lowDict[kdj[0]].min()) / (highDict[kdj[0]].max() - lowDict[kdj[0]].min()) * 100)
extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] = \
constantDict['KDJ'][kdj]['PARA']['KP1'] * securityInfoDict[innerCode][len(securityInfoDict[innerCode])-2][constantDict['KDJ'][kdj]['NAME']['K']] + \
constantDict['KDJ'][kdj]['PARA']['KP2'] * extensionInfo[constantDict['KDJ'][kdj]['NAME']['RSV']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']] = \
constantDict['KDJ'][kdj]['PARA']['DP1'] * securityInfoDict[innerCode][len(securityInfoDict[innerCode])-2][constantDict['KDJ'][kdj]['NAME']['D']] + \
constantDict['KDJ'][kdj]['PARA']['DP2'] * extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']]
extensionInfo[constantDict['KDJ'][kdj]['NAME']['J']] = \
3 * extensionInfo[constantDict['KDJ'][kdj]['NAME']['K']] - \
2 * extensionInfo[constantDict['KDJ'][kdj]['NAME']['D']]
#EMA值
for ema in constantDict['EMA']:
if (tradeNumDict[innerCode] > 2):
extensionInfo[constantDict['EMA'][ema]['NAME']] = \
constantDict['EMA'][ema]['PARA']['P1'] * analysisInfo['TCLOSE'] + \
constantDict['EMA'][ema]['PARA']['P2'] * securityInfoDict[innerCode][len(securityInfoDict[innerCode])-2][constantDict['EMA'][ema]['NAME']]
elif (tradeNumDict[innerCode] == 2):
extensionInfo[constantDict['EMA'][ema]['NAME']] = \
constantDict['EMA'][ema]['PARA']['P1'] * analysisInfo['TCLOSE'] + \
constantDict['EMA'][ema]['PARA']['P2'] * analysisInfo['LCLOSE']
else:
extensionInfo[constantDict['EMA'][ema]['NAME']] = analysisInfo['TCLOSE']
#MACD值
for macd in constantDict['MACD']:
if (tradeNumDict[innerCode] > 1):
extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] = \
extensionInfo['EMA'+str(macd[0])] - extensionInfo['EMA'+str(macd[1])]
extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']] = \
constantDict['MACD'][macd]['PARA']['P1'] * extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] + \
constantDict['MACD'][macd]['PARA']['P2'] * securityInfoDict[innerCode][len(securityInfoDict[innerCode])-2][constantDict['MACD'][macd]['NAME']['DEA']]
extensionInfo[constantDict['MACD'][macd]['NAME']['MACD']] = \
(extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] - extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']]) * 2
else:
extensionInfo[constantDict['MACD'][macd]['NAME']['DIF']] = constantDict['ZERO']
extensionInfo[constantDict['MACD'][macd]['NAME']['DEA']] = constantDict['ZERO']
extensionInfo[constantDict['MACD'][macd]['NAME']['MACD']] = constantDict['ZERO']
#最新记录存入字典
recentInfoDict[innerCode] = extensionInfo
print 'innerCode:', innerCode
print extensionInfo
print
print '<<', sys._getframe().f_code.co_name
return recentInfoDict
except Exception,e:
print e