def do_test(startd, endd, meigaras=[]):
interval = 20
if len(meigaras) == 0:
meigaras = kf.get_meigaras()
f.log("Start making reports")
report = []
for code in meigaras:
f.log("Processing meigara:%s" % (code))
kl = KabukaLines(code, startd, endd)
lt = LineTrader(kl)
kabuka = kl.get_kabuka()
if len(kabuka) == 7:
(indexes, dates, open, high, low, close, volume) = kabuka
else:
continue
tmp_endd = dates[-1]
i = 60
old_from_date = ""
while i < len(dates)-interval:
if lt.judge_trade_goodness(i) == False:
i += interval
continue
tmp_startd = dates[i]
tmp_next_startd = dates[i+interval]
(trade_mode_str, interest, from_date, to_date, spent, start_price, end_price, endi) \
= lt.test(tmp_startd, tmp_endd, tmp_next_startd)
if old_from_date != from_date:
if trade_mode_str != "":
report.append([code, trade_mode_str, interest, from_date, to_date, spent, start_price, end_price])
old_from_date = from_date
if endi > i:
i = endi
else:
i += interval
f.arr2csv("%s/report.csv" % (TMP_DIR), report)
f.log("Finished making reports:%s/report.csv" % (TMP_DIR))
def gen_pf_line(startd, endd, meigaras=[]):
if len(meigaras) == 0:
meigaras = kf.get_meigaras()
params = f.get_json_data("ml_params")
rootd = f.get_json_data("ml_line")
d = rootd["play_fields"]
table_name = d["table"]
y_consider_span = d["y_consider_span"]
losscut_rate = d["losscut_rate"]
interest_rate = d["interest_rate"]
tmpl = "pf2"
if len(meigaras) == 0:
meigaras = kf.get_meigaras()
if tmpl != "":
tbl.create_table_from_tmpl(tmpl, [table_name])
trade_mode_str = ""
for code in meigaras:
mcode = []
dl = []
vl = []
X = []
y = []
if DEBUG:
print "Processing code:%s" % (code)
kl = KabukaLines(code, startd, endd)
lt = LineTrader(kl)
kabuka = kl.get_kabuka()
if len(kabuka) == 7:
(indexes, dates, open, high, low, close, volume) = kabuka
else:
continue
starti = 60
if len(dates) <= starti+1:
continue
code_startd = dates[starti]
code_endd = dates[-1]
#(trade_signs, trade_signs_d_idxs) = lt.get_trade_signs(code_startd, code_endd)
passed_d_idxs = lt.get_passed_days(code_startd, code_endd)
if DEBUG:
passed_dates = []
for i in passed_d_idxs:
passed_dates.append(dates[i])
j = -1
for i in passed_d_idxs:
j+=1
if i < starti:
continue
if lt.judge_trade_goodness(i) == False:
continue
fieldid = lt.generate_fieldid(i)
#if need_y:
#(trade_mode_str, interest, from_date, to_date, spent, start_price, end_price, endi) \
#= lt.test(dates[i], dates[-1])
#y.append(interest)
#report.append([trade_mode_str, from_date, to_date, spent, start_price, end_price])
datei = i
start_price = open[datei]
if start_price <= 0:
continue
min_close = min(close[datei:datei+y_consider_span])
max_close = max(close[datei:datei+y_consider_span])
h = max(high[datei:datei+y_consider_span])
l = min(low[datei:datei+y_consider_span])
min_close_rate = (min_close-start_price)*1.0/start_price
max_close_rate = (max_close-start_price)*1.0/start_price
h_rate = (h-start_price)*1.0/start_price
l_rate = (l-start_price)*1.0/start_price
sign = 0
if max_close_rate >= interest_rate and abs(l_rate) < losscut_rate:
sign = int(max_close_rate*100)
if abs(min_close_rate) >= interest_rate and abs(h_rate) < losscut_rate:
sign = int(min_close_rate*100)
mcode.append(code)
dl.append(dates[i])
vl.append(np.mean(volume[i-5:i+1]))
X.append(fieldid)
y.append(sign)
mcode = np.array(mcode)
dl = np.array(dl)
vl = np.array(vl)
if len(dl) <= 0:
continue
X = np.array(X)
y = np.array(y)
r = np.c_[mcode, dl, X, vl, y]
tbl.arr2table(r, table_name)
