def fImportAllTurnover():
data = gsd.get_code_list()
codes = data["code"].values
db = cx_Oracle.connect('c##stock', 'didierg160', 'myoracle') #创建连接
cr = db.cursor()
for code in codes:
data = ts.get_hist_data(code=code)
if len(data) < 1:
continue
data['shi_jian'] = data.index
data = data.reset_index(drop=True)
shi_jians = data["shi_jian"].values
turnovers = data["turnover"].values
for (shi_jian, turnover) in zip(shi_jians, turnovers):
sql = "update tb_stock_data_daily set huan_sou_lv = " + str(
turnover
) + " where code = '" + code + "' and shi_jian=to_date('" + shi_jian + " 15:00:00','yyyy-mm-dd hh24:mi:ss')"
cr.execute(sql)
db.commit()
cr.close()
db.close()
def updateData():
codes = gsd.get_code_list()
codes = codes["code"].values
db = cx_Oracle.connect('c##stock', 'didierg160', 'myoracle') #创建连接
cr = db.cursor()
sql = "truncate table tb_stock_101_return"
cr.execute(sql)
for code in codes:
data = getCodeReturns(code)
rets = data["return"].values
shi_jians = data["shi_jian"].values
for ret, shi_jian in zip(rets, shi_jians):
sql = "insert into tb_stock_101_return (CODE,SHI_JIAN,RETURN) values ('" + code + "','" + shi_jian + "'," + str(
ret) + ")"
try:
cr.execute(sql)
except:
# print(sql)
pass
db.commit()
print("code:", code, " 5day return done")
sql = "update tb_stock_101_return set ret_std=return"
cr.execute(sql)
sql = "update tb_stock_101_return set RET_HOT=1 where return>0 "
cr.execute(sql)
sql = "update tb_stock_101_return set RET_HOT=0 where return<=0"
cr.execute(sql)
db.commit()
print(" 5day return all done")
for aid in range(98,99) :
Alphas=alpha.alpha(aid)
try :
if Alphas == "id not found":
continue
except:
pass
fieldName = "ALPHA_" + ("000" + str(aid))[-3:]
all_fieldName.append(fieldName)
all_alpha.append(Alphas)
print(fieldName , " done")
codes = gsd.get_code_list()
codes = codes["code"].values
# codes = ['600668','600009']
db=cx_Oracle.connect('c##stock','didierg160','myoracle') #创建连接
cr=db.cursor()
for code in codes :
# if code not in not_done :
# print("code:",code , "skip")
# continue
# if code in done :
# print("code:",code , "skip")
# continue
def handle_bar(context, bar_dict):
import getStockData as gsd
# import ta_lib_data as ta1
list = gsd.get_code_list()
list = list["code"].values
cur_position = 0.0
for code in list:
if code[0] == "6":
context.s1 = code + ".XSHG"
else:
context.s1 = code + ".XSHE"
df = gsd.get_stock_data_daily_rqalpha(context.s1[0:6],
end=str(context.now))
# print("get_stock_data_daily_rqalpha")
df = df.astype(dtype='float64')
if len(df) < 100:
continue
kdj_k = df["kdj_k"].values
kdj_d = df["kdj_d"].values
kdj_j = df["kdj_j"].values
MACD = df["macd_macd"].values
MA12 = df["ma12"].values
MA20 = df["ma20"].values
amount = df["amount"].values
# print(df)
# print(code,MACD)
plot("MACD", MACD[-1])
plot("MA12", MA12[-1])
plot("MA20", MA20[-1])
# 计算现在portfolio中股票的仓位
cur_position = context.portfolio.positions[context.s1].quantity
# 计算现在portfolio中的现金可以购买多少股票
shares = context.portfolio.cash / bar_dict[context.s1].close
# max_price = 0.0
# drawdown = 0.0
# returnRate = 0.0
# price = [0.0]
# if cur_position > 0:
# returnRate = (bar_dict[context.s1].close - context.buyPrice)/context.buyPrice
# df1 = gsd.get_stock_data_daily_rqalpha(context.s1[0:6], end=str(context.now))
# price = df1["price"].values
# max_price = gsd.get_stock_data_max_price_rqalpha(context.s1[0:6],start= str( context.buyTime ) ,end= str( context.now ))
# drawdown = ( max_price - price[-1])/max_price
# print("drawdown:%f maxprice:%f price:%f"% ( drawdown , max_price , price[-1]))
# print(returnRate)
if MA12[-2] < MA20[-2] and cur_position > 0:
# 进行清仓
selres = order_target_value(context.s1, 0)
cur_position = context.portfolio.positions[context.s1].quantity
if cur_position <= 0:
context.buyPrice = 0.0
context.buyTime = ""
print("已清仓 ")
return
if (MA12[-2] > MA20[-2] and MA12[-3] > MA20[-3] and MA12[-4] > MA20[-4]
and cur_position <= 0):
if (MACD[-4] > 0 and MACD[-3] > MACD[-4] and MACD[-2] > MACD[-3]):
if (amount[-5] * 1.5 < amount[-4] and abs(
(amount[-3] - amount[-4]) / amount[-4]) <= 0.3 and abs(
(amount[-2] - amount[-3]) / amount[-3]) <= 0.3):
# 满仓入股
order_shares(context.s1, shares)
print("已买入")
cur_position = context.portfolio.positions[context.s1].quantity
if cur_position > 0:
context.buyPrice = bar_dict[context.s1].close
context.buyTime = context.now
print("仓位 ：%f" % cur_position)