symbols = ''
lhb_sets = self.clinet.run_crawler_lhb(self.__end_date)
for lhb in lhb_sets:
signal, symbol = self.__strategy.on_lhb_event(lhb_sets[lhb], self.__end_date)
print (signal, symbol)
if signal:
symbols += '\''
symbols += symbol[2:len(symbol)]
symbols += '\''
symbols += ','
# stock_sets.append(symbol)
df = self.get_symbol_info(symbols[0:-1])
df['TRADEDATE'] = self.__end_date
df = df.rename(columns={'SYMBOL':'股票代码','KEYNAME':'板块','SESNAME':'股票名称','TRADEDATE':'交易日'})
df.to_html(str(self.__end_date) + '.html')
def get_symbol_info(self, symbols):
sql_pe = 'select B.SYMBOL,C.KEYNAME,B.SESNAME from TQ_SK_BASICINFO AS B JOIN TQ_COMP_BOARDMAP AS C ON B.SECODE = C.SECODE where B.SYMBOL in (' + str(symbols) + ') and SETYPE = \'101\' AND (C.KEYCODE = \'GE002\' or C.KEYCODE = \'SZ002\' or C.KEYCODE = \'MB001\')'
print sql_pe
data_engine = GetDataEngine('DNDS')
df = pd.read_sql(sql_pe, data_engine)
return df
if __name__ == "__main__":
reload(sys)
sys.setdefaultencoding('utf8')
MLog.config(name='nirvana_run')
nirvana_run = NirvanaRun()
nirvana_run.start()
self.__history_file = OrderedDict(
sorted(self.__history_file.items(), key=lambda t: t[0]))
# for key,value in self.__history_file.items():
# print (key,value)
def run_loop_back(self):
for mkdate, file in self.__history_file.items():
print file
data = pd.read_csv(file)
for index in data.index:
self.__on_bar(data.loc[index].values)
self.__strategy.record()
def calc_result(self):
self.__strategy.calc_result()
def save(self):
self.__strategy.save()
if __name__ == '__main__':
MLog.config(name="look_back")
lb = LoopBack()
lb.set_symbol('ag')
# lb.load_history_data('./../fc/data/out_dir/ag/ag2017/ag0001_20171121.csv')
lb.load_history_dir('./../fc/data/out_dir/ag/ag2017/')
lb.run_loop_back()
# print('<----------------------------------->')
lb.calc_result()
# lb.save()
end_date)
MLog.write().info('%s' % (url))
lhb_detail_obj = json.loads(self.__client.request(url))
if lhb_detail_obj is None:
return None
lhb_detail = lhb_detail_obj.get('detail')
if lhb_detail is None:
return None
return lhb_detail
def run_crawler_lhb(self, end_date):
lhb_dict = {}
url = self.__base_list + '?date=' + str(end_date)
MLog.write().info('%s' % (url))
lhb_obj = json.loads(self.__client.request(url))
lhb_list = lhb_obj.get('list')
if lhb_list is None:
return
for lhb in lhb_list:
symbol = lhb.get('symbol')
detail = self.run_crawler_lhb_detail(symbol, end_date)
if detail:
lhb_dict[symbol] = detail
return lhb_dict
if __name__ == "__main__":
MLog.config(name='xq_cralwer')
client = XQLHBClient(20070704, 20091231)
client.crawler_lhb()
# 推送给策略，对持仓做操作,A股市场T+1，可当天卖当天买，不能当天买再当天卖
MLog.write().debug('push daily_price strategy========>')
self.__strategy.on_market_data(date, daily_price_list)
# 读取行情，撮合成交
MLog.write().debug('cross_limit_order ========>')
self.cross_limit_order(date, daily_price_list)
# self.__working_limit_order.clear() # 是否清理掉当天的委托单
# 当天结算
MLog.write().debug('today calc settle=========>')
self.__strategy.calc_settle(date, daily_price_list)
# 计算当日龙虎榜
MLog.write().debug('cal today lhb =========>')
if self.history_file.has_key(date):
lhb_set = self.history_file[date]
self.__loop_back(date, lhb_set)
MLog.write().debug('\n')
def calc_result(self):
self.__strategy.calc_result()
if __name__ == '__main__':
reload(sys)
sys.setdefaultencoding('utf8')
MLog.config(name='nirvana')
lb = LookBack(20170104, 20180105)
# lb.init_st_stock('./file/market_st.csv')
lb.init_read_lhb('../../data/nirvana/xq/')
lb.start()
lb.calc_result()