Example #1
0
def config_varfunc():

    if cm.getConfig('TEST_MODE'):
        PRE_DAY = cm.getConfig('PRE_DAY')
    else:
        PRE_DAY = 0
    
    varname = cm.getConfig('varname')
    
    varfunc = [lambda dl, sfid: sfid,                                                   \
            lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 5, PRE_DAY),         \
            lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 10,PRE_DAY),         \
            lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 15,PRE_DAY),         \
            lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 1,PRE_DAY),          \
            lambda dl, sfid: float('%.2f'%watterson_lib.average(dl, 20, PRE_DAY)),      \
            lambda dl, sfid: dl[-1-PRE_DAY].cl,                                         \
            lambda dl, sfid: 'LV2 ratio',                                               \
            lambda dl, sfid: get_rd1(dl, sfid),                                         \
            lambda dl, sfid: watterson_lib.get_last_dline_ftime(dl,PRE_DAY),            \
            lambda dl, sfid: watterson_lib.get_stname(sfid),                            \
            lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 30, PRE_DAY),        \
            lambda dl, sfid: watterson_lib.variance(dl, 30, PRE_DAY),                   \
            #lambda dl, sfid: watterson_lib.delta_ratio_reverse(dl, 180, PRE_DAY),      \
            lambda dl, sfid: 0,                                                         \
            lambda dl, sfid: watterson_lib.fast_grow(dl, 30, PRE_DAY),                  \
            lambda dl, sfid: watterson_lib.fast_fall(dl, 30, PRE_DAY),                  \
            lambda dl, sfid: watterson_lib.tdx_delta(sfid, PRE_DAY),\
            lambda dl, sfid: watterson_lib.delta_d1(dl,4,PRE_DAY)]
    
    cm.setConfig('varname', varname)
    cm.setConfig('varfunc', varfunc)
Example #2
0
import watterson_lib
import tdx2

dline = tdx2.get_dayline_by_fid('sh000001', 5)

a = 1
for k in dline:
    a = a + 1
    k.cl=a

for k in dline:
    print k.ftime,k.cl    

pd = 3
prd = 2
d1 = watterson_lib.delta_ratio_reverse(dline, 1, 1)
d2 = watterson_lib.delta_ratio_reverse(dline, 1, 0)
d3 = watterson_lib.average(dline, 2, 0)
d4 = watterson_lib.variance(dline, 2, 0)
print d1, d2, d3, d4