Example #1
0
def bt_init_data(qx):
    ksgn, df = qx.priceSgn, qx.wrkStkDat
    df = df.sort_index(ascending=True)
    #
    if ksgn == 'avg':
        df[ksgn] = df[zsys.ohlcLst].mean(axis=1)
    else:
        df[ksgn] = df[ksgn]

    #
    df['dprice'] = df[ksgn]
    df['dpricek'] = df[ksgn].shift(-1)  #trd-price.next,day
    #
    df['xtim'] = df.index
    df = zdat.df_xtim2mtim(df, 'xtim', qx.priceDateFlag)
    #
    df = zta.mul_talib(zta.MA, df, ksgn, zsys.ma100Lst_var)
    #
    #df=df.round(2)
    #df=df.dropna()
    #qx.stkPools[xcod]=df.round(2)
    qx.wrkStkDat = df.round(3)

    #
    return qx
Example #2
0
#1 读取数据
fss = 'data/600663.csv'
print('\n#1,fss', fss)
df = pd.read_csv(fss, index_col=0)
df = df.sort_index(ascending=True)
print(df.tail())

#2 计算时间衍生参数
#
df['xtim'] = df.index
df['xyear'] = df['xtim'].apply(zstr.str_2xtim, ksgn='y')
df['xmonth'] = df['xtim'].apply(zstr.str_2xtim, ksgn='m')
df['xday'] = df['xtim'].apply(zstr.str_2xtim, ksgn='d')
#
df['xday_week'] = df['xtim'].apply(zstr.str_2xtim, ksgn='dw')
df['xday_year'] = df['xtim'].apply(zstr.str_2xtim, ksgn='dy')
#df['xday_month']=df['xtim'].apply(zstr.str_2xtim,ksgn='dm')
df['xweek_year'] = df['xtim'].apply(zstr.str_2xtim, ksgn='wy')
#
print('\n#2,dateLst:', zsys.dateLst)
print('\ndf.tail')
print(df.tail())

#3 计算时间衍生参数,使用ztools_data库函数
df = pd.read_csv(fss, index_col=0)
df = df.sort_index(ascending=True)
df['xtim'] = df.index
df2 = zdat.df_xtim2mtim(df, 'xtim', True)
print('\n#3,df2.tail')
print(df2.tail())
Example #3
0
df = df.sort_index(ascending=True)
print(df.tail())

#2 计算时间衍生参数
#
df['xtim'] = df.index
df['xyear'] = df['xtim'].apply(zstr.str_2xtim, ksgn='y')
df['xmonth'] = df['xtim'].apply(zstr.str_2xtim, ksgn='m')
df['xday'] = df['xtim'].apply(zstr.str_2xtim, ksgn='d')
#
df['xday_week'] = df['xtim'].apply(zstr.str_2xtim, ksgn='dw')
df['xday_year'] = df['xtim'].apply(zstr.str_2xtim, ksgn='dy')
#df['xday_month']=df['xtim'].apply(zstr.str_2xtim,ksgn='dm')
df['xweek_year'] = df['xtim'].apply(zstr.str_2xtim, ksgn='wy')
#
#
df['xhour'] = df['xtim'].apply(zstr.str_2xtim, ksgn='h')
df['xminute'] = df['xtim'].apply(zstr.str_2xtim, ksgn='t')
#
print('\n#2,timeLst:', zsys.timeLst)
print('\ndf.tail')
print(df.tail())

#3 计算时间衍生参数,使用ztools_data库函数
df = pd.read_csv(fss, index_col=0)
df = df.sort_index(ascending=True)
df['xtim'] = df.index
df2 = zdat.df_xtim2mtim(df, 'xtim', False)
print('\n#3,df2.tail')
print(df2.tail())